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Good Practices And Common Pitfalls In Climate Time Series Changepoint Techniques: A Review, Robert B. Lund, Claudie Beaulieu, Rebecca Killick, Qiqi Lu, Xueheng Shi
Good Practices And Common Pitfalls In Climate Time Series Changepoint Techniques: A Review, Robert B. Lund, Claudie Beaulieu, Rebecca Killick, Qiqi Lu, Xueheng Shi
Department of Statistics: Faculty Publications
Climate changepoint (homogenization) methods abound today, with a myriad of techniques existing in both the climate and statistics literature. Unfortunately, the appropriate changepoint technique to use remains unclear to many. Further complicating issues, changepoint conclusions are not robust to perturbations in assumptions; for example, allowing for a trend or correlation in the series can drastically change changepoint conclusions. This paper is a review of the topic, with an emphasis on illuminating the models and techniques that allow the scientist to make reliable conclusions. Pitfalls to avoid are demonstrated via actual applications. The discourse begins by narrating the salient statistical features …
Prediction In Several Conventional Contexts, Bertrand Clarke, Jennifer Clarke
Prediction In Several Conventional Contexts, Bertrand Clarke, Jennifer Clarke
Department of Statistics: Faculty Publications
We review predictive techniques from several traditional branches of statistics. Starting with prediction based on the normal model and on the empirical distribution function, we proceed to techniques for various forms of regression and classification. Then, we turn to time series, longitudinal data, and survival analysis. Our focus throughout is on the mechanics of prediction more than on the properties of predictors.