Detection of changes in precipitation and runoff over eastern Canada and U.S. using a Bayesian approach

Abstract. Inference about the existence and characteristics of changes in mean level of hydrometeorological sequences that may be generated by climatic variability is an important step before developing management rules in water resources systems. This paper presents a Bayesian approach, based on a single shifting model, which can be used to study a change in the mean level of a set of independent normal random variables. Two different problems are considered: the first is the detection of a change, while the second is the estimation of the change-point and its amplitude under the assumption that a change has occurred. This method is applied to precipitation and runoff data series over eastern Canada and U.S. during the twentieth century. The main results show an increase in the late sixties in the Eastern North American precipitation. This supports conclusions drawn from a number of studies which identified the late sixties to early seventies as a period of possible change.

[1]  P. Hubert Change points in meteorological time series , 1997 .

[2]  Secular Changes in Annual and Seasonal Great Lakes Precipitation, 1854-1979, and Their Implications for Great Lakes , 1981 .

[3]  A. Solow Testing for Climate Change: An Application of the Two-Phase Regression Model , 1987 .

[4]  J. Berger Statistical Decision Theory and Bayesian Analysis , 1988 .

[5]  A. Ramachandra Rao,et al.  Investigation of changes in characteristics of hydrological time series by Bayesian methods , 1996 .

[6]  Lyle D. Broemeling,et al.  Bayesian Analysis of Linear Models. , 1986 .

[7]  G. C. Tiao,et al.  Bayesian inference in statistical analysis , 1973 .

[8]  J. Hurrell Decadal Trends in the North Atlantic Oscillation: Regional Temperatures and Precipitation , 1995, Science.

[9]  R. Quayle,et al.  The Climate of the United States since 1895: Spatial and Temporal Changes , 1980 .

[10]  Edward S Epstein Statistical inference and prediction in climatology : a bayesian approach , 1985 .

[11]  Jacques Bernier,et al.  Statistical Detection of Changes in Geophysical Series , 1994 .

[12]  Adrian F. M. Smith Change-Point problems: approaches and applications , 1980 .

[13]  Michel Slivitzky,et al.  Climatic Changes during the 20th Century on the Laurentian Great Lakes and their Impacts on Hydrologic Regime , 1994 .

[14]  András Bárdossy,et al.  Detection of climate change in Europe by analyzing European atmospheric circulation patterns from 1881 to 1989 , 1990 .

[15]  A. F. Smith A Bayesian approach to inference about a change-point in a sequence of random variables , 1975 .

[16]  N. B. Booth,et al.  A Bayesian approach to retrospective identification of change-points , 1982 .

[17]  K OrJ Numerical Bayesian methods applied to signal processing , 1996 .