amorese.data.txtR Documentation

Dataset amorese.data.txt

Description

This data set is a small simulated time series to test the ACA package.

Format

This data set contains 2 columns. The first column is an index, from 1 to 410. The second column are the values of a synthetic combination of normal distributions. This is a modified version of the data example from James & Mattesons (2014) study: a sequence of 100 independent samples from normal distributions (N(0, 1), N(0, 3), N(2, 1) and N(2, 4)). The notation N(??, ??) means normally distributed with mean ?? and standard deviation ??. This synthetic data set is slighty upgraded by adding an extra N(0, 3) very short (10 samples) segment at the end of the initial sequence. This extra tip is added in order to assess the detection capability for a breakpoint close to series??? end, where an edge effect may be significant. Moreover, a 5 per cent slope is added to this synthetic series to simulate a series with upward trend. This synthetic series is plotted in Figures 2b and 2d in Amorese & al. (2018).

Source

James, N.A. & Matteson, D.S., ecp: an R package for nonparametric multiple change point analysis of multivariate data, J. Stat. Softw., 62(7), 1???25 (2014).

Amorese, D., Grasso, J. R., Garambois, S., and Font, M., "Change-point analysis of geophysical time-series: application to landslide displacement rate (Sechilienne rock avalanche, France)", Geophysical Journal International, 213(2), 1231-1243 (2018).