A review and comparison of changepoint detection techniques for climate data

This review article enumerates, categorizes, and compares many of the methods that have been proposed to detect undocumented changepoints in climate data series. The methods examined include the standard normal homogeneity (SNH) test, Wilcoxon's nonparametric test, two-phase regression (TPR) procedures, inhomogeneity tests, information criteria procedures, and various variants thereof. All of these methods have been proposed in the climate literature to detect undocumented changepoints, but heretofore there has been little formal comparison of the techniques on either real or simulated climate series. This study seeks to unify the topic, showing clearly the fundamental differences among the assumptions made by each procedure and providing guidelines for which procedures work best in different situations. It is shown that the common trend TPR and Sawa's Bayes criteria procedures seem optimal for most climate time series, whereas the SNH procedure and its nonparametric variant are probably best when trend and periodic effects can be diminished by using homogeneous reference series. Two applications to annual mean temperature series are given. Directions for future research are discussed.