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September 2020 A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
Idris Eckley, Claudia Kirch, Silke Weber
Ann. Appl. Stat. 14(3): 1258-1284 (September 2020). DOI: 10.1214/20-AOAS1345

Abstract

Motivated by an example from remote sensing of gas emission sources, we derive two novel change-point procedures for multivariate time series where, in contrast to classical change-point literature, the changes are not required to be aligned in the different components of the time series. Instead, the change points are described by a functional relationship where the precise shape depends on unknown parameters of interest such as the source of the gas emission in the above example. Two different types of tests and the corresponding estimators for the unknown parameters describing the change locations are proposed. We derive the null asymptotics for both tests under weak assumptions on the error time series and show asymptotic consistency under alternatives. Furthermore, we prove consistency for the corresponding estimators of the parameters of interest. The small-sample behavior of the methodology is assessed by means of a simulation study, and the above remote sensing example analyzed in detail.

Citation

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Idris Eckley. Claudia Kirch. Silke Weber. "A novel change-point approach for the detection of gas emission sources using remotely contained concentration data." Ann. Appl. Stat. 14 (3) 1258 - 1284, September 2020. https://doi.org/10.1214/20-AOAS1345

Information

Received: 1 January 2019; Revised: 1 April 2020; Published: September 2020
First available in Project Euclid: 18 September 2020

MathSciNet: MR4152132
Digital Object Identifier: 10.1214/20-AOAS1345

Keywords: dependent errors , Epidemic model , multivariate change points , Nonaligned change points , projection methods

Rights: Copyright © 2020 Institute of Mathematical Statistics

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Vol.14 • No. 3 • September 2020
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