Dynamic Linear Models for analysing time series data in coastal environmental monitoring

Type Article
Date 2023-02-28
Language English
Author(s) Soudant DominiqueORCID1, Hernandez Farinas Tania2
Affiliation(s) 1 : Service Valorisation de l’Information et Gestion Integree des donnees de la surveillance, Ifremer, rue de l’ˆıle d’Yeu, BP 21105, Nantes Cedex 03, 44311, France
2 : Laboratoire Environnement et Ressources de Normandie, Ifremer, Av. Du General de Gaulle, BP 32, Port en Bessin, 14520, France
Source Preprint (Research Square Platform LLC), 2023-02-28 , P. 40p.
DOI 10.21203/rs.3.rs-2613044/v1
Note This is a preprint ; it has not been peer reviewed by a journal
Keyword(s) Dynamic Linear Model, Time series, Coastal monitoring, Outliers, Missing data, Mean changes
Abstract

Global changes have led to a renewed interest in time series of environmental monitoring. In France, for example, the French Research Institute for the Exploitation of the Sea (Ifremer) has been managing for 40 years several networks with hundreds of active sites, with annual to fortnightly sampling frequencies, measuring dozens of variables. These long-term datasets are difficult to analyse due to their characteristics (e.g. missing data, outliers, changes in sampling frequency, shifts).For this large number of time series, this paper proposes a semi-automatic procedure based on Dynamic Linear Models, detailed from data pre-processing (e.g. time unit definition, aggregations, transformations), through model specification, automatic and manual intervention, outlier and shift handling, to model hypothesis testing.When applied to three time series combining the above features, the results showed that missing data and changes in sampling frequency were adequately handled. Outliers and structural breaks were identified automatically, but also added manually. Highlighted shifts were identified as artefactual (e.g. probe drift), anthropogenic (e.g. ministerial decree) and ecological changes (e.g. storm impact).Finally, the presented treatment has been successfully applied routinely to more than 19,000 time series with a common and simple model structure. The broad theoretical framework offered by dynamic linear models opens up fruitful perspectives for improving and extending the results presented here, in particular for dealing with measurement quantification limits and time-varying observation variances.

Licence CC-BY
Full Text
File Pages Size Access
Preprint 40 1 MB Open access
Top of the page