Print Email Facebook Twitter Comparative analysis of nonparametric change-point detectors commonly used in hydrology Title Comparative analysis of nonparametric change-point detectors commonly used in hydrology Author Zhou, C. (TU Delft Water Resources) van Nooijen, R.R.P. (TU Delft Water Resources) Kolechkina, A.G. (TU Delft Water Resources) Hrachowitz, M. (TU Delft Water Resources) Date 2019 Abstract Several commonly-used nonparametric change-point detection methods are analysed in terms of power, ability and accuracy of the estimated change-point location. The analysis is performed with synthetic data for different sample sizes, two types of change and different magnitudes of change. The methods studied are the Pettitt method, a method based on the Cramér von Mises (CvM) two-sample test statistic and a variant of the CUSUM method. The methods differ considerably in behaviour. For all methods the spread of estimated change-point location increases significantly for points near one of the ends of the sample. Series of annual maximum runoff for four stations on the Yangtze River in China are used to examine the performance of the methods on real data. It was found that the CvM-based test gave the best results, but all three methods suffer from bias and low detection rates for change points near the ends of the series. Subject abilitychange-point detectionCramér von Mises testCUSUM testPettitt testpoweruncertainty To reference this document use: http://resolver.tudelft.nl/uuid:9be9c07f-0399-49f7-b6bf-99d725ad7e25 DOI https://doi.org/10.1080/02626667.2019.1669792 ISSN 0262-6667 Source Hydrological Sciences Journal, 64 (14), 1690–1710 Part of collection Institutional Repository Document type journal article Rights © 2019 C. Zhou, R.R.P. van Nooijen, A.G. Kolechkina, M. Hrachowitz Files PDF Comparative_analysis_of_n ... rology.pdf 3.29 MB Close viewer /islandora/object/uuid:9be9c07f-0399-49f7-b6bf-99d725ad7e25/datastream/OBJ/view