Genetic-algorithm based changepoints detection and homogenization of precipitation series
摘要
Changepoint (CP) detection in climate time series is challenging due to seasonality, trends, and serial correlation. This study introduces a method that combines regression modeling with autoregressive error structures to detect abrupt regime shifts. The model breaks down the series into seasonal means, a linear trend, and shift offsets, while capturing seasonally varying autocorrelation using a periodic autoregressive process (PAR). Parameters are estimated via the iterative Cochrane–Orcutt method and Yule–Walker equations, and the model selection is guided by the Minimum Description Length principle (MDL). A multi-island genetic algorithm (GA) searches for optimal CPs and autoregressive (AR) orders. Validation on synthetic data shows the approach reliably detects CPs across varying shift magnitudes and autocorrelation levels. A homogenization procedure for the monthly series from a network of meteorological stations across a study region is also proposed and built on the aforementioned GA approach to minimize an MDL objective function.