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Detecting changes in mixed‐sampling rate data sequences
Different environmental variables are often monitored using different sampling rates; examples include half‐hourly weather station measurements, daily data, and six‐day satellite data. Further when researchers want to combine the data into a single analysis this often requires data aggregation or down‐scaling. When one is seeking to identify changes within multivariate data, the aggregation and/or down‐scaling processes obscure the changes we seek. In this article, we propose a novel changepoint detection algorithm which can analyze multiple time series for co‐occurring changepoints with potentially different sampling rates, without requiring preprocessing to a standard sampling scale. We demonstrate the algorithm on synthetic data before providing an example identifying simultaneous changes in multiple variables at a location on the Greenland ice sheet using synthetic aperture radar and weather station data.
Detecting changes in mixed‐sampling rate data sequences
Different environmental variables are often monitored using different sampling rates; examples include half‐hourly weather station measurements, daily data, and six‐day satellite data. Further when researchers want to combine the data into a single analysis this often requires data aggregation or down‐scaling. When one is seeking to identify changes within multivariate data, the aggregation and/or down‐scaling processes obscure the changes we seek. In this article, we propose a novel changepoint detection algorithm which can analyze multiple time series for co‐occurring changepoints with potentially different sampling rates, without requiring preprocessing to a standard sampling scale. We demonstrate the algorithm on synthetic data before providing an example identifying simultaneous changes in multiple variables at a location on the Greenland ice sheet using synthetic aperture radar and weather station data.
Detecting changes in mixed‐sampling rate data sequences
Lowther, Aaron Paul (author) / Killick, Rebecca (author) / Eckley, Idris Arthur (author)
Environmetrics ; 34
2023-02-01
15 pages
Article (Journal)
Electronic Resource
English
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