Standard Article

Change-Point Methods

General

  1. Abdel H. El-shaarawi1,2,3

Published Online: 15 JAN 2013

DOI: 10.1002/9780470057339.vac016.pub2

Encyclopedia of Environmetrics

Encyclopedia of Environmetrics

How to Cite

El-shaarawi, A. H. 2013. Change-Point Methods. Encyclopedia of Environmetrics. 1.

Author Information

  1. 1

    National Water Research Institute, Burlington, Ontario, Canada

  2. 2

    McMaster University, Ontario, Canada

  3. 3

    The American University in Cairo, Cairo, Egypt

Publication History

  1. Published Online: 15 JAN 2013

Abstract

This article reviews recent applications of change-point methods for modeling nonstationarities in environmental data. In particular, maximum likelihood-based methods for the detection and estimation of parameter changes at unknown times in environmental time series data are emphasized.

Keywords:

  • time series;
  • trend;
  • step change;
  • likelihood ratio tests;
  • environmental quality;
  • Weibull distribution