A novel change-point approach for the detection of gas emission sources using remotely contained concentration data
Idris Eckley, Claudia Kirch, Silke Weber
The Annals of Applied Statistics · 2020 · Volume 14 · Issue 3
Abstract
Motivated by an example from remote sensing of gas emission sources, we derive two novel change-point procedures for multivariate time series where, in contrast to classical change-point literature, the changes are not required to be aligned in the different components of the time series. Instead, the change points are described by a functional relationship where the precise shape depends on unknown parameters of interest such as the source of the gas emission in the above example. Two different types of tests and the corresponding estimators for the unknown parameters describing the change locations are proposed. We derive the null asymptotics for both tests under weak assumptions on the error time series and show asymptotic consistency under alternatives. Furthermore, we prove consistency for the corresponding estimators of the parameters of interest. The small-sample behavior of the methodology is assessed by means of a simulation study, and the above remote sensing example analyzed in detail.
Keywords
dependent errors, Epidemic model, multivariate change points, Nonaligned change points, projection methods
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