A Review and Comparison of Changepoint Detection Techniques for Climate Data

Abstract This review article enumerates, categorizes, and compares many of the methods that have been proposed to detect undocumented changepoints in climate data series. The methods examined include the standard normal homogeneity (SNH) test, Wilcoxon’s nonparametric test, two-phase regression (TPR) procedures, inhomogeneity tests, information criteria procedures, and various variants thereof. All of these methods have been proposed in the climate literature to detect undocumented changepoints, but heretofore there has been little formal comparison of the techniques on either real or simulated climate series. This study seeks to unify the topic, showing clearly the fundamental differences among the…