A comparison of two methods for detecting abrupt changes in the variance of climatic time series
Two methods for detecting abrupt shifts in the variance – Integrated Cumulative Sum of Squares (ICSS) and Sequential Regime Shift Detector (SRSD) – have been compared on both synthetic and observed time series. In Monte Carlo experiments, SRSD outperformed ICSS in the overwhelming majority of the mo...
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| Format: | Article |
| Language: | English |
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Copernicus Publications
2016-06-01
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| Series: | Advances in Statistical Climatology, Meteorology and Oceanography |
| Online Access: | http://www.adv-stat-clim-meteorol-oceanogr.net/2/63/2016/ascmo-2-63-2016.pdf |