Elastic Changepoint Detection for Globally-indexed Functional Time Series Data with Climate Applications

Abstract

Changepoint detection is a vital tool in the application of climate data analysis. Numerous types of climate observation data are most properly represented by functional time series, implying a need for accurate changepoint detection methods applicable to functional time series data. Such data taken at a global scale often contain both spatial heterogeneity and dependence as well as phase (time) misalignment. In this report, we present methods which can detect spatially-dependent changepoints while allowing different estimates of change time and change strength depending on location. Additionally, we provide extensions to this spatially-predicted model which controls for phase variability among observations. Our methods provide the ability to detect a single change, or control for epidemic changes (where a “return-to-normal” change is more likely to be detected than the initial change). We showcase results analyzing the June 1991 eruption of Mt. Pinatubo, where our methods demonstrate the ability to accurately detect both single and epidemic changepoints even in the presence of strong seasonal variability. We find that our spatially-predicted model improves the detection of relevant changepoints versus methods which do not take spatial information into account, and we find that controlling for phase variability helps to control the false discovery rate during the detection process.