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strucchange algorithm

Subcategory: time series analysis
Standard reference: Zeileis et al. 2002
Papers: 1 | Mentions: 1

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Description

Statistical method using the strucchange package in R to detect structural changes in meteorological time series by evaluating F-statistics and identifying optimal breakpoints using dynamic programming. Applied to identify temporal segments in temperature and precipitation data.

Typical Equipment

  • R strucchange package
  • F-statistic evaluation
  • BIC function
  • RSS calculation

Output Measurements

  • temporal breakpoints
  • confidence intervals
  • time series segments