Changepoint Detection: An Analysis of the Central England Temperature Series

This paper presents a statistical analysis of structural changes in the Central England temperature series. This series contains one of the longest surface temperature records available and a changepoint analysis of it reveals several interesting aspects. Regression functions with structural breaks, including mean and trend shifts, are fitted to the series and compared via two commonly used multiple changepoint penalized likelihood criteria. In the end, the optimal model is judged to be one containing three location and trend shifts, with a transition to a rapidly warming regime circa 1989. The variability of the series is not found to be significantly changing, and shift features are judged to be more plausible than short- or long-memory autocorrelations. The analysis serves as a walk-through tutorial of different changepoint techniques, illustrating what can statistically be inferred from different models.