Application of change-point detection to a structural component of water quality variables

Abstract

In this study were developed methodologies in statistical time series models, such as multivariate state‐space models, to be applied to water quality variables in a river basin. In the modelling process is considered a latent variable that allows incorporating a structural component, such as seasonality, in a dynamic way. A change‐point detection method is applied to the structural component in order to identify possible changes in the water quality variables in consideration.