每日简报

单变点检验方法AI 解读

Single changepoint tests have become a staple check for homogeneity of a climate time series, suggesting how climate has changed should non-homogeneity be declared. This paper summarizes the most prominent single changepoint tests used in today's climate literature, relating them to one and other and unifying their presentations. Asymptotic quantiles for the individual tests are presented. Derivations of the quantiles are given, enabling the reader to tackle cases not…

单连接点变点模型的渐近分布AI 解读

A single joinpoint changepoint model partitions a time series into two segments, joined at the changepoint time by constraining the estimated piecewise linear regression responses to be continuous. This manuscript derives the exact asymptotic distribution of the changepoint existence test statistic gauging whether or not a second segment is necessary. The identified asymptotic distribution, a supremum of a Gaussian process over the unit interval, is rather unwieldy. The work…