Search results for "change-point detection"

Atlantic salmon survival at sea: temporal changes that lack regional synchrony

2022

Spatial and temporal synchrony in abundance or survival trends can be indicative of whether populations are affected by common environmental drivers. In Atlantic salmon (Salmo salar L.), return rates to natal rivers have generally been assumed to be affected primarily by shared oceanic conditions, leading to spatially synchronous trends in mortality. Here, we investigated the existence of parallel trends in salmon sea survival, using data on migrating smolts and returning adults from seven Canadian populations presumed to share feeding grounds. We analysed sea survival, using a Bayesian change-point model capable of detecting non-stationarity in time series data. Our results indicate that w…

Detector-based visual analysis of time-series data

2015

The Decline in U.S. Output Growth Volatility: A Wavelet Analysis

2013

The aim of the paper is to determine whether or not the volatility of the growth rate of US output has changed in the period since late 1940's, and to attribute a precise date, if possible, to any such change. By applying the Discrete Wavelet Transform (DWT) to the annualized quarter-to quarter output growth series, we can test the homogeneity of the variance on a scale by scale basis without needing to fit a parametric model to the observed time series. A version of the Inclan and Tiao (1994) Normalised and Centered Cumulative Sum of Squares test, adapted to wavelet analysis, leads us to reject the null hypothesis of constant variance in the two levels of decomposition of the highest resol…