Change point detection and trend analysis for time series

Trend analysis and change point detection in a time series are frequent analysis tools. Change point detection is the identification of abrupt variation in the process behaviour due to natural or artificial changes, whereas trend can be defined as estimation of gradual departure from past norms. We analyze the time series data in the presence of trend, using Cox-Stuart methods together with the change point algorithms. We applied the methods to the near-surface wind speed time series for Australia as an example. The trends in near-surface wind speeds for Australia have been investigated based upon our newly developed wind speed datasets, which were constructed by blending observational data collected at various heights using local surface roughness information. The trend in wind speed at 10 m is generally increasing while at 2 m it tends to be decreasing. Significance testing, change point analysis and manual inspection of records indicate several factors may be contributing to the discrepancy, such as systematic biases accompanying instrument changes, random data errors (e.g. accumulation day error) and data sampling issues. Homogenization technique and multiple-period trend analysis based upon change point detections have thus been employed to clarify the source of the inconsistencies in wind speed trends.