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arXiv · 2511.17870

Single Changepoint Procedures

Robert Lund·Xueheng Shi
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Abstract

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 considered within. Our work here studies both mean and trend shifts, covering the most common settings arising in climatology. SOI and global temperature series are analyzed within to illustrate the techniques.

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Robert Lund, Xueheng Shi. 2025-11-22. Single Changepoint Procedures. https://arxiv.org/abs/2511.17870

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