SOMETCUBA Bulletin

Volume  6  Number 1

January 2000

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THE CHANGE-POINT INSTABILITY OF CLIMATOLOGICAL TIME-SERIES AS ALTERNATIVE TO RANDOMNESS. THE EXAMPLE OF ANNUAL TEMPERATURE AVERAGES 1908 - 1995 AT CASABLANCA (CUBA).

Example. The annual averages of the air temperature 1908-1995 at Casablanca (Cuba).

The history of the temperature series at Casablanca (Cuba).

The Casablanca station is located on the north coast of the province of Havana City, Cuba. Its current position is at 23.15 N and 82.35 W, 50 meters above the sea level.

Measurements started on April 1908 with bihourly observations of the main meteorological variables until June 1963, when observations started been made hourly.

The data books of Casablanca station have no written records indicating changes of place or instruments, so the information gathered on these issues comes rather from testimonies of observators or studies of the observation series than from official documents. These changes can be numbered as follows:

1.  On 1926 double shield cottages were put in use and on July 19 1925 an official change of time was issued for the entire Republic. (National Observatory, 1965).

2.  On 1945, after the strong hurricane of 1944 (category IV), the station was rebuilt some 50 meters apart from the previous location with some instrumental changes (Rego, J. S. Chief of the Climatology Dept. from 1970 to 1980, personal communication) .

3.  There is a remark on the Observer’s book stating that on February 5th 1971 at 1:00 AM the official cottage at 2 meters of height was replaced by the current one at 1.5 m.

4.   Following a study of temperature observations for the calculation of yearly modes (Alvarez 1999) at least 2 changes of instruments are suggested with different scale layouts, in the years 1941 and 1968 approximately. Though there is no official evidence of them, only the testimony of personnel working at the station between 1964 and 1972.

The series of yearly mean temperatures used in this study was calculated from the widest amount of observations available, once they were validated, for the calculus of the monthly means and from them the yearly means. The books corresponding to the years 1916, 1917 and 1918 are currently under reconstruction due to the bad state of conservation, so monthly mean data were taken from climatic bulletins issued on those years and kept at the Scientific and Technical Information Centre of the Institute of Meteorology of Cuba.

This series has been confronted with series obtained by other researchers for different works showing similar values.

Testing randomness of the complete rank series

Difficulties resulting from the existence of ties, an investigation has first been made on the number of decimal digits needed for eliminating such perturbation. It was found here that when rounding up to the first, second and third decimal digit, the number of untied elements of the series reached respectively 3, 47 and 82. Ties being absent with 4 decimal digits, the substitution by their corresponding rank has been made for elements computed with this last decimal accuracy.

Testing distribution stability and independence for the complete series gives the test statistic values of table 1. It appears that, for this series, the trend u(t) and the serial correlation u(rs) statistics are highly significant with levels respectively equal to 8.E-5 and 2.E-6, while intermediate statistic values of the sequential onward and backward trend analysis for the series and for its dispersion appear to be also highly significant. Both trend and persistence are thus alternatives to randomness to be considered.

Change-point determination

Following the method described above, in a first investigation, 18 possible change-points: 1910, 1912, 1915, 1919, 1923, 1927, 1941, 1945, 1949, 1952, 1956, 1964, 1971, 1975, 1979, 1988, 1991, 1993 have been detected. Among them: 1910, 1912, 1915, 1919, 1941, 1945, 1949, 1952, 1971, 1975, 1979, 1988, 1991, 1993 have been accepted as separating groups of high or low ranks, while the others have been determined with a sequential trend analysis.

Applying the trend analysis on the re-arranged partial series with increasing rank means, gives the first group of sequences with homogeneous rank means (Table 2). Applied on the two-sided probabilities pi derived from the standardized trend and serial correlation statistics u(t), ud(t) and u(rs) and from the one-sided probabilities P(N) of the test for normality, the Fisher test statistic (Sneyers, 1975)

    XP = S i ln pi                                                                             (14)

leads to the joint significance levels a of Table 2.

These results making acceptable the assumptions of randomness and of normality, further statistical investigations may thus be performed using parametric tests.

The likelihood-ratio test of homogeneity of variances has first been applied on the standard deviations si, by means of the test statistic

    Xv = [S (ni - 1)ln s0 - S (ni - 1) ln si]/cv                                   (15)

where s02 = S (ni - 1) s12/S (ni - 1), 

cv = 1 + {S (ni - 1)-1 - [S (n1 - 1)]-1}/[3(k - 1)], and where k is the number of standard deviations si. Having a G -distribution with shape parameter (k - 1) = 3.5 and scale parameter 1, Xv leads to the probability 0.98 

Rejected in this way, complete variance homogeneity is however accepted separately for high and low standard deviations wih respective values .2296 and .1228..

On the other hand, applying the Student test on the successive means of Table 2, the grouping of homogeneous ones leads to the five final groups of sequences with different means. Reducing the probabilities p1 derived with the Student test from the final means of Table 3. with the relation

    p0 = (pi)n/ni,                                                                             (16)

where n is the size of the complete series and ni the one of the joined contiguous homogeneous groups, this relation leads to the high significance levels a (d m) of Table 2.

Accounting for these results show that among all the change-points derived by the preceding analysis, the single one separating contiguous sequences with equal means is 1952, which reduces the number of partial series from 19 to 18. Table 3 gives the final statistical characterization of the temperature instability, while Table 4 shows a chronological temperature evolution which divides the complete period 1908 - 1995 into five sub-periods, the first 1908-1927 one, involving large differences and the other ones showing a double alternance from 1924 to 1987 and an end in 1995 with the alternance of the highest values of temperature sequences. In the four last sub-periods, the oscillation amplitude of the temperature averages remains close to 0.3E.

Conclusion


Bulletin author: Alejandro Bezanilla
Copyright © 2000 Cuban Metorogical Society 
Last modified: March 08, 2000
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