An extended singular spectrum transformation (SST) for the investigation of Kenyan precipitation data

Abstract

In this paper a change-point detection method is proposed by extending the singular spectrum transformation (SST) developed as one of the capabilities of singular spectrum analysis (SSA). The method uncovers change points related with trends and periodicities. The potential of the proposed method is demonstrated by analysing simple model time series including linear functions and sine functions as well as real world data (precipitation data in Kenya). A statistical test of the results is proposed based on a Monte Carlo simulation with surrogate methods. As a result, the successful estimation of change points as inherent properties in the representative time series of both trend and harmonics is shown. With regards to the application, we find change points in the precipitation data of Kenyan towns (Nakuru, Naivasha, Narok, and Kisumu) which coincide with the variability of the Indian Ocean Dipole (IOD) suggesting its impact of extreme climate in East Africa.