气候分段问题的一种MDL方法
An MDL approach to the climate segmentation problem
摘要：
本文提出了一种信息论方法来估计气候时间序列中变点的数量和位置。引入一个模型，具有未知数量的变点，并允许系列自相关，周期性动态，并在每个变点时间的均值漂移。基于最小描述长度（MDL）信息准则，推导出一个衡量变点数量及其位置的目标函数。然后开发了一种遗传算法来优化目标函数。该方法应用于分析一个世纪的每月温度从塔斯卡卢萨，阿拉巴马州。
英文摘要：
This paper proposes an information theory approach to estimate the number of changepoints and their locations in a climatic time series. A model is introduced that has an unknown number of changepoints and allows for series autocorrelations, periodic dynamics, and a mean shift at each changepoint time. An objective function gauging the number of changepoints and their locations, based on a minimum description length (MDL) information criterion, is derived. A genetic algorithm is then developed to optimize the objective function. The methods are applied in the analysis of a century of monthly temperatures from Tuscaloosa, Alabama.
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