scholarly journals Change-Point Analysis of Polar Zone Radiosonde Temperature Data

2014 ◽  
Vol 53 (3) ◽  
pp. 694-714 ◽  
Author(s):  
V. K. Jandhyala ◽  
P. Liu ◽  
S. B. Fotopoulos ◽  
I. B. MacNeill

AbstractA comprehensive change-point analysis of annual radiosonde temperature measurements collected at the surface, troposphere, tropopause, and lower-stratosphere levels at both the South and North Polar zones has been done. The data from each zone are modeled as a multivariate Gaussian series with a possible change point in both the mean vector as well as the covariance matrix. Prior to carrying out an analysis of the data, a methodology for computing the large sample distribution of the maximum likelihood estimator of the change point is first developed. The Bayesian approach for change-point estimation under conjugate priors is also developed. A simulation study is carried out to compare the maximum likelihood estimator and various Bayesian estimates. Then, a comprehensive change-point analysis under a multivariate framework is carried out on the temperature data for the period 1958–2008. Change detection is based on the likelihood ratio procedure, and change-point estimation is based on the maximum likelihood principle and other Bayesian procedures. The analysis showed strong evidence of change in the correlation between tropopause and lower-stratosphere layers at the South Polar zone subsequent to 1981. The analysis also showed evidence of a cooling effect at the tropopause and lower-stratosphere layers, as well as a warming effect at the surface and troposphere layers at both the South and North Polar zones.

2001 ◽  
Vol 38 (A) ◽  
pp. 122-130 ◽  
Author(s):  
Ali S. Dabye ◽  
Yury A. Kutoyants

Consider an inhomogeneous Poisson process X on [0, T] whose unknown intensity function ‘switches' from a lower function g∗ to an upper function h∗ at some unknown point θ∗. What is known are continuous bounding functions g and h such that g∗(t) ≤ g(t) ≤ h(t) ≤ h∗(t) for 0 ≤ t ≤ T. It is shown that on the basis of n observations of the process X the maximum likelihood estimate of θ∗ is consistent for n →∞, and also that converges in law and in pth moment to limits described in terms of the unknown functions g∗ and h∗.


2001 ◽  
Vol 38 (A) ◽  
pp. 122-130
Author(s):  
Ali S. Dabye ◽  
Yury A. Kutoyants

Consider an inhomogeneous Poisson process X on [0, T] whose unknown intensity function ‘switches' from a lower function g∗ to an upper function h∗ at some unknown point θ ∗. What is known are continuous bounding functions g and h such that g∗ (t) ≤ g(t) ≤ h(t) ≤ h∗ (t) for 0 ≤ t ≤ T. It is shown that on the basis of n observations of the process X the maximum likelihood estimate of θ ∗ is consistent for n →∞, and also that converges in law and in pth moment to limits described in terms of the unknown functions g∗ and h ∗.


2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
P. Monyeki ◽  
N. Naicker ◽  
I. C. Obagbuwa

South Africa is considered the murder capital of the world. The challenge for the South African government is to attract foreign investment to boost the economy in a country plagued by homicide. In this study, a change-point analysis was used to pinpoint significant changes in the murder trends in each of the nine provinces in South Africa from 2005 to 2015. This analysis will assist authorities to gain a better understanding of the big picture view in order to mitigate against this crime. Two methods were used in the analysis, namely, CUSUM and Bootstrap. CUSUM was used to analyse data trends, and Bootstrap was used to calculate the occurrence of change points based on the confidence level. The results of the analysis clearly show the abrupt shifts in murder data across the provinces of South Africa. In addition, we used the South African population statistic dataset from 2005 to 2015 to evaluate the relationship between population of the nine provinces and contextualise the murder crime rates year to year and province to province.


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