Talk 4
XII Workshop of Probability and Statistics group
CIDMA- University of Aveiro
Speaker: Magda Monteiro - ESTGA & CIDMA, University of Aveiro
Title of the talk: How to detect structural changes in environmental time series? Some approaches for tackling the problem
Abstract: Changes in time series often arise due to various factors like financial crises, government regulations, natural disasters, and technological advancements. These structural changes, referred to as change points, can significantly influence the behavior and characteristics of time series data, leading to shifts in trends, seasonality, volatility, or other important features. Failure to detect these change points can result in misleading analyses and conclusions. Therefore, the investigation of change point detection methods has been extensively explored in recent decades. Firstly, in the context of independent and identically distributed random variables sequence, mostly under the assumption of Gaussian distribution, and then extended to the context of temporally correlated random variables. When the distributional form of the phenomenon is unknown, non-parametric methods are employed for studying change points. This talk will focus on two different approaches to detect multiple change in long environmental time series. The first is based on model residuals, from parametric and non-parametric perspectives different types of models. The second approach uses Kalman filter smoothers, that represent the trend prediction, within a state-space model framework for the time series under analysis.Magda Monteiro, completed her Ph.D. from the University of Aveiro in 2010 and currently, she is an Associate Professor (Polytechnic) at the Águeda School of Technology and Management (ESTGA) at the University of Aveiro where she has been teaching since 2001. Additionally, she is a researcher at the Center for Research and Development in Mathematics and Applications (CIDMA) at the same university. Her contributions include several scientific articles in indexed international journals, chapters of scientific books of international circulation and scientific papers published in national and international conferences. She also is a reviewer of articles.
ORCID: 0000-0001-8585-4440