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arXiv · 1010.1397

An MDL approach to the climate segmentation problem

QiQi Lu·Robert Lund·Thomas C. M. Lee
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Abstract

This paper proposes an information theory approach to estimate the number of changepoints and their locations in a climatic time series. A model is introduced that has an unknown number of changepoints and allows for series autocorrelations, periodic dynamics, and a mean shift at each changepoint time. An objective function gauging the number of changepoints and their locations, based on a minimum description length (MDL) information criterion, is derived. A genetic algorithm is then developed to optimize the objective function. The methods are applied in the analysis of a century of monthly temperatures from Tuscaloosa, Alabama.

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QiQi Lu, Robert Lund, Thomas C. M. Lee. 2010-10-07. An MDL approach to the climate segmentation problem. https://doi.org/10.1214/09-aoas289

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