Changepoints in the North Atlantic Tropical Cyclone Record

Changepoints in the North Atlantic Tropical Cyclone Record
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DOI:
10.1198/jasa.2011.ap10023
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发表时间:
2011-03
影响因子:
3.7
通讯作者:
Michael W Robbins;R. Lund;C. Gallagher;Qiqi Lu
Michael W Robbins;R. Lund;C. Gallagher;Qiqi Lu
中科院分区:
数学1区
文献类型:
--
作者:
Michael W Robbins;R. Lund;C. Gallagher;Qiqi Lu

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本文检查了北大西洋热带气旋记录的统计不连续性(变化点)。这是一个有争议的领域,事实上,我们的最终结论与 Kelvin Droegemeier 博士 2009 年 7 月 28 日参议院证词中的结论相反。这里开发的方法应该有助于使辩论更加严谨。详细地说,我们为从多项分布中采样的分类数据序列中的变化点开发了一个α水平测试。所提出的检验统计量是相关皮尔逊卡方统计量的最大值。该检验统计量与累积和统计量相关联,其零假设渐近分布是根据平方布朗桥的上界导出的。这些方法用于识别 1851 年至 2008 年期间北大西洋盆地热带气旋记录的变化。我们发现风暴频率及其强度(风速)的变化点。使用标准累积和均值偏移变化点方法无法找到风速的变化点,因此提供了一个数据集,其中分类概率发生变化但均值没有变化。虽然一些已确定的变化可归因于数据收集技术的变化,但 1995 年左右引起激烈争论的气旋频率变化点似乎也很重要。
This article examines the North Atlantic tropical cyclone record for statistical discontinuities (changepoints). This is a controversial area and indeed, our end conclusions are opposite of those made in Dr. Kelvin Droegemeier’s July 28, 2009 Senate testimonial. The methods developed here should help rigorize the debate. Elaborating, we develop a level-α test for a changepoint in a categorical data sequence sampled from a multinomial distribution. The proposed test statistic is the maximum of correlated Pearson chi-square statistics. This test statistic is linked to cumulative sum statistics and its null hypothesis asymptotic distribution is derived in terms of the supremum of squared Brownian bridges. The methods are used to identify changes in the tropical cyclone record in the North Atlantic Basin over the period 1851–2008. We find changepoints in both the storm frequencies and their strengths (wind speeds). The changepoint in wind speed is not found with standard cumulative sum mean shift changepoint methods, hence providing a dataset where categorical probabilities shift but means do not. While some of the identified shifts can be attributed to changes in data collection techniques, the hotly debated changepoint in cyclone frequency circa 1995 also appears to be significant.