Detection of undocumented changepoints: A revision of the two-phase regression model

Abstract

Changepoints (inhomogeneities) are present in many climatic time series. Changepoints are physically plausible whenever a station location is moved, a recording instrument is changed, a new method of data collection is employed, an observer changes, etc. If the time of the changepoint is known, it is usually a straightforward task to adjust the series for the inhomogeneity. However, an undocumented changepoint time greatly complicates the analysis. This paper examines detection and adjustment of climatic series for undocumented changepoint times, primarily from single site data. The two-phase regression model techniques currently used are demonstrated to be biased toward the conclusion of an excessive number of unobserved changepoint times. A simple and easily applicable revision of this statistical method is introduced.