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| Titel |
An extended singular spectrum transformation (SST) for the investigation of Kenyan precipitation data |
| VerfasserIn |
N. Itoh, N. Marwan |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
1023-5809
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| Digitales Dokument |
URL |
| Erschienen |
In: Nonlinear Processes in Geophysics ; 20, no. 4 ; Nr. 20, no. 4 (2013-07-12), S.467-481 |
| Datensatznummer |
250018984
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| Publikation (Nr.) |
 copernicus.org/npg-20-467-2013.pdf |
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| Zusammenfassung |
| In this paper a change-point detection method is proposed by
extending the singular spectrum transformation (SST) developed as one of the
capabilities of singular spectrum analysis (SSA). The method uncovers change
points related with trends and periodicities. The potential of the proposed
method is demonstrated by analysing simple model time series including linear
functions and sine functions as well as real world data (precipitation data
in Kenya). A statistical test of the results is proposed based on a Monte
Carlo simulation with surrogate methods. As a result, the successful
estimation of change points as inherent properties in the representative time
series of both trend and harmonics is shown. With regards to the application,
we find change points in the precipitation data of Kenyan towns (Nakuru,
Naivasha, Narok, and Kisumu) which coincide with the variability of the
Indian Ocean Dipole (IOD) suggesting its impact of extreme climate in East
Africa. |
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