Instability and change detection in exponential families and generalized linear models, with a study of Atlantic tropical storms

Lu, Y.; Chatterjee, S.

doi:https://doi.org/10.5194/npg-21-1133-2014

Articles | Volume 21, issue 6

https://doi.org/10.5194/npg-21-1133-2014

© Author(s) 2014. This work is distributed under
the Creative Commons Attribution 3.0 License.

Special issue:

Physics-driven data mining in climate change and weather...

https://doi.org/10.5194/npg-21-1133-2014

© Author(s) 2014. This work is distributed under
the Creative Commons Attribution 3.0 License.

Articles | Volume 21, issue 6

Research article

|

28 Nov 2014

Research article |

| 28 Nov 2014

Instability and change detection in exponential families and generalized linear models, with a study of Atlantic tropical storms

Y. Lu and S. Chatterjee

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Apr 2014	24	172	3	199
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Jun 2014	5	16	1	22
Jul 2014	8	17	1	26
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Oct 2014	4	9	2	15
Nov 2014	38	22	1	61
Dec 2014	43	31	3	77
Jan 2015	29	25	1	55
Feb 2015	16	9	1	26
Mar 2015	17	19	1	37
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May 2015	7	9	0	16
Jun 2015	37	3	2	42
Jul 2015	30	18	0	48
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Saved (final revised paper)

Latest update: 04 Nov 2025

Short summary

It is rarely ensured that the parameters of statistical distributions are stable through the entire duration of a data collection process. A failure of stability leads to nonsmoothness and nonlinearity in the physical processes. We propose testing for stability of parameters of exponential family distributions and generalized linear models. We study Atlantic tropical storms using the techniques developed here.