Abstract
This work presents the statistical analysis of time series of monthly average temperatures in several European locations using a state space approach, where it is considered a model with a deterministic seasonal component and a stochastic trend. Temperature rise rates in Europe seem to have increased in the last decades when compared with longer periods, hence change point detection methods were applied to residuals state space models in order to identify these possible changes in the monthly temperature rise rates. In Northern Europe the change points were, almost all, identified in the late 1980s while in Central and Southeastern Europe was, for the majority of cities, in the 1990s and later.
This work was partially supported the Center for Research and Development in Mathematics and Applications (CIDMA) through the Portuguese Foundation for Science and Technology (FCT - Fundação para a Ciência e a Tecnologia), references UIDB/04106/2020 and UIDP/04106/2020.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
References
Antoch, J., Huškova, M., Prášková, Z.: Effect of dependence on statistics for determination of change. J. Stat. Plan. Infer. 60(2), 291–310 (1997)
Aue, A., Horváth, L.: Structural breaks in time series. J. Time Ser. Anal. 34(1), 1–16 (2013)
Chukhrova, N., Johannssen, A.: State space models and the kalman-filter in stochastic claims reserving: forecasting, filtering and smoothing. Risks 5(2) (2017). https://doi.org/10.3390/risks5020030, https://www.mdpi.com/2227-9091/5/2/30
Costa, M., Goncalves, A.: Clustering and forecasting of dissolved oxygen concentration on a river basin. Stoch. Environ. Res. Risk Assess. 25, 151–163 (2011). https://doi.org/10.1007/s00477-010-0429-5
Costa, M., Monteiro, M.: Statistical modeling of an air temperature time series of European cities. In: Advances in Environmental Research, pp. 213–236. Nova Science (2017)
Costa, M., Monteiro, M.: A periodic mixed linear state space model to monthly long-term temperature data. In: Environmetrics, pp. 1–20 (2018). https://doi.org/10.1002/env.2550
Costa, M., Alpuim, T.: Parameter estimation of state space models for univariate observations. J. Stat. Plan. Infer. 140(7), 1889–1902 (2010)
Harvey, A.: Forecasting Structural Time Series Models and the Kalman Filter. Cambridge University Press, Cambridge (2006)
Hawkins, D.M., Deng, Q.: A nonparametric change-point control chart. J. Qual. Technol. 42(2), 165–173 (2010)
Jarušková, D., Antoch, J.: Changepoint analysis of klementinum temperature series. Environmetrics 31(1), e2570 (2020)
Jarušková, D.: Some problems with application of change-point detection methods to environmental data. Environmetrics 8(5), 469–483 (1997). https://doi.org/10.1002/(SICI)1099-095X(199709/10)8:5469::AID-ENV2653.0.CO;2-J
National Centers for Environmental Information: Climate Data Online. https://www.ncdc.noaa.gov/cdo-web, Accessed 10 Jan 2019
Patterson, T.A., Thomas, L., Wilcox, C., Ovaskainen, O., Matthiopoulos, J.: State-space models of individual animal movement. Trends Ecol. Evol. 23(2), 87–94 (2008)
Pettitt, A.N.: A non-parametric approach to the change-point problem. J. Roy. Stat. Soc. Ser. C (Appl. Stat.) 28(2), 126–135 (1979). http://www.jstor.org/stable/2346729
R Core Team: R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, Vienna, Austria (2013), http://www.R-project.org/
Reeves, J., Chen, J., Wang, X.L., Lund, R., Lu, Q.Q.: A review and comparison of changepoint detection techniques for climate data. J. Appl. Meteorol. Climatol. 46(6), 900–915 (2007)
Ross, G.J.: cpm: Sequential and Batch Change Detection Using Parametric and Nonparametric Method (2015). r package version 2.2
Ross, G.J.: Parametric and nonparametric sequential change detection in R: the cpm package. J. Stat. Softw. 66(3), 1–20 (2015). http://www.jstatsoft.org/v66/i03/
Ross, G.J., Tasoulis, D.K., Adams, N.M.: Nonparametric monitoring of data streams for changes in location and scale. Technometrics 53(4), 379–389 (2011)
Shao, X., Zhang, X.: Testing for change points in time series. J. Am. Stat. Assoc. 105(491), 1228–1240 (2010)
Worsley, K.J.: On the likelihood ratio test for a shift in location of normal populations. J. Am. Stat. Assoc. 74(366), 365–367 (1979). http://www.jstor.org/stable/2286336
Zandonade, E., Morettin, P.A.: Wavelets in state space models. Appl. Stoch. Models Bus. Ind. 19(3), 199–219 (2003). https://doi.org/10.1002/asmb.496
Zou, C., Yin, G., Feng, L., Wang, Z.: Nonparametric maximum likelihood approach to multiple change-point problems. Ann. Stat. 42(3), 970–1002 (2014)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2021 Springer Nature Switzerland AG
About this paper
Cite this paper
Monteiro, M., Costa, M. (2021). Change Point Detection in a State Space Framework Applied to Climate Change in Europe. In: Gervasi, O., et al. Computational Science and Its Applications – ICCSA 2021. ICCSA 2021. Lecture Notes in Computer Science(), vol 12952. Springer, Cham. https://doi.org/10.1007/978-3-030-86973-1_45
Download citation
DOI: https://doi.org/10.1007/978-3-030-86973-1_45
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-030-86972-4
Online ISBN: 978-3-030-86973-1
eBook Packages: Computer ScienceComputer Science (R0)