The Annals of Applied Statistics

An MDL approach to the climate segmentation problem

QiQi Lu, Robert Lund, and Thomas C. M. Lee

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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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Ann. Appl. Stat. Volume 4, Number 1 (2010), 299-319.

First available in Project Euclid: 11 May 2010

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Lu, QiQi; Lund, Robert; Lee, Thomas C. M. An MDL approach to the climate segmentation problem. The Annals of Applied Statistics 4 (2010), no. 1, 299--319. doi:10.1214/09-AOAS289.

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