Dear Researcher,
I would like to ask that how can I detect the "Change Point" in longterm daily time series of river flows. Please share your expertise and knowledge.
Thanks in anticipation.
Regards
Naveed.
See the book
Basseville M., Nikiforov I.V. Detection of abrupt changes: theory and application. Prentice Hall, 1993.
You can find this book here: http://people.irisa.fr/Michele.Basseville/kniga/.
Said Tifaoui
Chow, Gregory C. (1960). "Tests of Equality Between Sets of Coefficients in Two Linear Regressions". Econometrica, 28 (3), 591–605. doi:10.2307/1910133
It is implemented in MATLAB function chowtest, https://www.mathworks.com/help/econ/chowtest.html
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