89 research outputs found

    Introductory Statistics and Analytics: A Resampling Perspective

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    Detection of changes in the characteristics of oceanographic time-series using changepoint analysis.

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    Changepoint analysis is used to detect changes in variability within GOMOS hindcast time-series for significant wave heights of storm peak events across the Gulf of Mexico for the period 1900ā€“2005. To detect a change in variance, the two-step procedure consists of (1) validating model assumptions per geographic location, followed by (2) application of a penalized likelihood changepoint algorithm. Results suggest that the most important changes in time-series variance occur in 1916 and 1933 at small clusters of boundary locations at which, in general, the variance reduces. No post-war changepoints are detected. The changepoint procedure can be readily applied to other environmental time-series

    A changepoint approach to modelling non-stationary soil moisture dynamics

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    Soil moisture dynamics provide an indicator of soil health that scientists model via soil drydown curves. The typical modeling process requires the soil moisture time series to be manually separated into drydown segments and then exponential decay models are fitted to them independently. Sensor development over recent years means that experiments that were previously conducted over a few field campaigns can now be scaled to months or even years, often at a higher sampling rate. Manual identification of drydown segments is no longer practical. To better meet the challenge of increasing data size, this paper proposes a novel changepoint-based approach to automatically identify structural changes in the soil drying process, and estimate the parameters characterizing the drying processes simultaneously. A simulation study is carried out to assess the performance of the method. The results demonstrate its ability to identify structural changes and retrieve key parameters of interest to soil scientists. The method is applied to hourly soil moisture time series from the NEON data portal to investigate the temporal dynamics of soil moisture drydown. We recover known relationships previously identified manually, alongside delivering new insights into the temporal variability across soil types and locations.Comment: 19 pages for the main manuscript, 6 pages for the supplemental documen

    The uncertainty of storm season changes:quantifying the uncertainty of autocovariance changepoints

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    In oceanography, there is interest in determining storm season changes for logistical reasons such as equipment maintenance scheduling. In particular, there is interest in capturing the uncertainty associated with these changes in terms of the number and location of them. Such changes are associated with autocovariance changes. This paper proposes a framework to quantify the uncertainty of autocovariance changepoints in time series motivated by this oceanographic application. More specifically, the framework considers time series under the Locally Stationary Wavelet framework, deriving a joint density for scale processes in the raw wavelet periodogram. By embedding this density within a Hidden Markov Model framework, we consider changepoint characteristics under this multiscale setting. Such a methodology allows us to model changepoints and their uncertainty for a wide range of models, including piecewise second-order stationary processes, for example piecewise Moving Average processes

    Just browsing?:understanding user journeys in online TV

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    Understanding the dynamics of user interactions and the behaviour of users as they browse for content is vital for advancements in content discovery, service personalisation, and recommendation engines which ultimately improve quality of user experience. In this paper, we analyse how more than 1,100 users browse an online TV service over a period of six months. Through the use of model-based clustering, we identify distinctive groups of users with discernible browsing patterns that vary during the course of the day

    A Bayesian binary algorithm for root mean squared-based acoustic signal segmentation

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    Changepoint analysis (also known as segmentation analysis) aims to analyze an ordered, one-dimensional vector in order to find locations where some characteristic of the data changes. Many models and algorithms have been studied under this theme, including models for changes in mean and/or variance, changes in linear regression parameters, etc. This work is interested in an algorithm for the segmentation of long duration acoustic signals; the segmentation is based on the change of the root-mean-square power of the signal. It investigates a Bayesian model with two possible parameterizations and proposes a binary algorithm in two versions using non-informative or informative priors. These algorithms are tested in the segmentation of annotated acoustic signals from the Alcatrazes marine preservation park in Brazil

    Exceptional retreat of Novaya Zemlya's marine-terminating outlet glaciers between 2000 and 2013

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    Novaya Zemlya (NVZ) has experienced rapid ice loss and accelerated marine-terminating glacier retreat during the past 2 decades. However, it is unknown whether this retreat is exceptional longer term and/or whether it has persisted since 2010. Investigating this is vital, as dynamic thinning may contribute substantially to ice loss from NVZ, but is not currently included in sea level rise predictions. Here, we use remotely sensed data to assess controls on NVZ glacier retreat between 1973/76 and 2015. Glaciers that terminate into lakes or the ocean receded 3.5 times faster than those that terminate on land. Between 2000 and 2013, retreat rates were significantly higher on marine-terminating outlet glaciers than during the previous 27 years, and we observe widespread slowdown in retreat, and even advance, between 2013 and 2015. There were some common patterns in the timing of glacier retreat, but the magnitude varied between individual glaciers. Rapid retreat between 2000 and 2013 corresponds to a period of significantly warmer air temperatures and reduced sea ice concentrations, and to changes in the North Atlantic Oscillation (NAO) and Atlantic Multidecadal Oscillation (AMO). We need to assess the impact of this accelerated retreat on dynamic ice losses from NVZ to accurately quantify its future sea level rise contribution
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