scholarly journals Trend analysis using non-stationary time series clustering based on the finite element method

2014 ◽  
Vol 21 (3) ◽  
pp. 605-615 ◽  
Author(s):  
M. Gorji Sefidmazgi ◽  
M. Sayemuzzaman ◽  
A. Homaifar ◽  
M. K. Jha ◽  
S. Liess

Abstract. In order to analyze low-frequency variability of climate, it is useful to model the climatic time series with multiple linear trends and locate the times of significant changes. In this paper, we have used non-stationary time series clustering to find change points in the trends. Clustering in a multi-dimensional non-stationary time series is challenging, since the problem is mathematically ill-posed. Clustering based on the finite element method (FEM) is one of the methods that can analyze multidimensional time series. One important attribute of this method is that it is not dependent on any statistical assumption and does not need local stationarity in the time series. In this paper, it is shown how the FEM-clustering method can be used to locate change points in the trend of temperature time series from in situ observations. This method is applied to the temperature time series of North Carolina (NC) and the results represent region-specific climate variability despite higher frequency harmonics in climatic time series. Next, we investigated the relationship between the climatic indices with the clusters/trends detected based on this clustering method. It appears that the natural variability of climate change in NC during 1950–2009 can be explained mostly by AMO and solar activity.

2021 ◽  
pp. 1-41
Author(s):  
Wai Leong Ng ◽  
Shenyi Pan ◽  
Chun Yip Yau

In this paper, we propose two bootstrap procedures, namely parametric and block bootstrap, to approximate the finite sample distribution of change-point estimators for piecewise stationary time series. The bootstrap procedures are then used to develop a generalized likelihood ratio scan method (GLRSM) for multiple change-point inference in piecewise stationary time series, which estimates the number and locations of change-points and provides a confidence interval for each change-point. The computational complexity of using GLRSM for multiple change-point detection is as low as $O(n(\log n)^{3})$ for a series of length n. Extensive simulation studies are provided to demonstrate the effectiveness of the proposed methodology under different scenarios. Applications to financial time series are also illustrated.


2015 ◽  
Vol 51 (1) ◽  
pp. 198-212 ◽  
Author(s):  
Dylan J. Irvine ◽  
Roger H. Cranswick ◽  
Craig T. Simmons ◽  
Margaret A. Shanafield ◽  
Laura K. Lautz

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