2004/06/11 by Henri Caussinus, Olivier Mestre · 2 citations
Economics, Econometrics and Finance · Environmental Science · #Climate variability and models #Financial Risk and Volatility Modeling #Hydrology and Drought Analysis
paper · pdf · doi:10.1111/j.1467-9876.2004.05155.x
openalex publication_date 2004/06/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/30
Summary Many long instrumental climate records are available and might provide useful information in climate research. These series are usually affected by artificial shifts, due to changes in the conditions of measurement and various kinds of spurious data. A comparison with surrounding weather-stations by means of a suitable two-factor model allows us to check the reliability of the series. An adapted penalized log-likelihood procedure is used to detect an unknown number of breaks and outliers. An example concerning temperature series from France confirms that a systematic comparison of the series together is valuable and allows us to correct the data even when no reliable series can be taken as a reference.