A0578
Title: Spherical autoregressive multiple change-point detection
Authors: Federica Spoto - Sapienza University of Rome (Italy) [presenting]
Alessia Caponera - LUISS Guido Carli (Italy)
Pierpaolo Brutti - University of Rome - Sapienza (Italy)
Abstract: Spatio-temporal processes arise very naturally in a number of different applied fields, like Cosmology, Astrophysics, Geophysics, Climate and Atmospheric Science. In most areas, detecting structural breaks or regime shifts in the data stream is key. To this end, the method aims at generalizing the recently introduced SPHAR(p) process by allowing for temporal changes in its functional parameters and variability structure. The approach, which intrinsically integrates the spatial and temporal dimensions, could give multiscale insights into the global and local behaviour of changes, and its performance will be tested on a real dataset of global surface temperature anomalies.
