Abstract

In this paper, we examine the multiple change-point and change pattern in the 54 years (1954-2007) time series of the annual and the heavy precipitation characteristics (amount, days and intensity) averaged over South Korea. A Bayesian approach is used for detecting of mean and/or variance changes in a sequence of independent univariate normal observations. Using non-informative priors for the parameters, the Bayesian model selection is performed by the posterior probability through the intrinsic Bayes factor of Berger and Pericchi (1996). To investigate the significance of the changes in the precipitation characteristics between before and after the change-point, the posterior probability and 90% highest posterior density credible intervals are examined. The results showed that no significant changes have occurred in the annual precipitation characteristics (amount, days and intensity) and the heavy precipitation intensity. On the other hand, a statistically significant single change has occurred around 1996 or 1997 in the heavy precipitation days and amount. The heavy precipitation amount and days have increased after the change-point but no changes in the variances.

Keywords

• Annual and heavy precipitation;
• Bayesian model selection;
• change-point problem;
• highest posterior density