Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density

2004 ◽  
Vol 36 (10) ◽  
pp. 1095-1101 ◽  
Author(s):  
Ibrahim Ahamada ◽  
Jamel Jouini * ◽  
Mohamed Boutahar
Author(s):  
Soheil Keshmiri ◽  
Hidenobu Sumioka ◽  
Ryuji Yamazaki ◽  
Hiroshi Ishiguro

2019 ◽  
Author(s):  
Lionel Benoit ◽  
Mathieu Vrac ◽  
Gregoire Mariethoz

Abstract. At sub-daily resolution, rain intensity exhibits a strong variability in space and time, which is favorably modelled using stochastic approaches. This strong variability is further enhanced because of the diversity of processes that produce rain (e.g. frontal storms, mesoscale convective systems, local convection), which results in a multiplicity of space-time patterns embedded into rain fields, and in turn leads to non-stationarity of rain statistics. To account for this non-stationarity in the context of stochastic weather generators, and therefore preserve the climatological coherence of rain simulations, we propose to resort to rain types simulation. We explore two methods to simulate rain type time series conditional to meteorological covariates: a parametric approach based on a non-homogeneous semi-Markov chain, and a non-parametric approach based on multiple-point statistics. Both methods are tested by cross-validation using a 17-year long rain type time series defined over central Germany. Evaluation results indicate that the non-parametric approach better simulates the relationships between rain types and meteorological covariates. Indeed, the inherent simplifications in the parametric model do not allow fully resolving complex and non-linear interactions between the rainfall statistics and meteorological covariates. The proposed approach is applied to generate rain type time series conditional to meteorological covariates simulated by a Regional Climate Model under an RCP8.5 emission scenario. Results indicate that, by the end of the century, the distribution of rain types could be modified over the area of interest, with an increased frequency of convective- and frontal-like rains at the expense of more stratiform events.


2017 ◽  
Vol 26 (2) ◽  
pp. 635-642 ◽  
Author(s):  
Alamgir Khalil ◽  
Subhan Ullah ◽  
Sajjad Khan ◽  
Sadaf Manzoor ◽  
Asma Gul ◽  
...  

2002 ◽  
Vol 80 (1) ◽  
pp. 47-53 ◽  
Author(s):  
FLORENCE JAFFRÉZIC ◽  
SCOTT D. PLETCHER ◽  
WILLIAM G. HILL

In the analysis of longitudinal data, before assuming a parametric model, an idea of the shape of the variance and correlation functions for both the genetic and environmental parts should be known. When a small number of observations is available for each subject at a fixed set of times, it is possible to estimate unstructured covariance matrices, but not when the number of observations over time is large and when individuals are not measured at all times. The non-parametric approach, based on the variogram, presented by Diggle & Verbyla (1998), is specially adapted for exploratory analysis of such data. This paper presents a generalization of their approach to genetic analyses. The methodology is applied to daily records for milk production in dairy cattle and data on age-specific fertility in Drosophila.


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