The uncertainty of storm season changes: Quantifying the uncertainty of autocovariance changepoints

Technometrics

Volumn 57, Issue 2, 2015, Pages 194-206

  Nam, Christopher F H ^a   Aston, John A D ^a,b   Eckley, Idris A ^c   Killick, Rebecca ^c  

^a UNIVERSITY OF WARWICK   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c LANCASTER UNIVERSITY   (United Kingdom)

Author keywords

Hidden Markov models; Locally stationary wavelet processes; Oceanography; Sequential Monte Carlo

Indexed keywords

MONTE CARLO METHODS; OCEANOGRAPHY; STORMS; TIME SERIES; TRELLIS CODES;

AUTOCOVARIANCES; CHANGE-POINTS; EQUIPMENT MAINTENANCE; JOINT DENSITIES; MOVING AVERAGE PROCESS; SEQUENTIAL MONTE CARLO; STATIONARY PROCESS; STATIONARY WAVELET;

HIDDEN MARKOV MODELS;

EID: 84942902243     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1080/00401706.2014.902776     Document Type: Article

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