Detecting change-points in noisy GPS time series with continuous piecewise structures
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Detecting change-points in noisy data sequences with an underlying continuous piecewise structure is a challenging problem, especially when prior knowledge of the exact nature of the structural changes is unknown. One important application is the automatic detection of slow slip events (SSEs), a type of slow earthquakes, in GPS measurements of ground deformation. We propose a new method based on Singular Spectrum Analysis to obscure the deviation from the piecewise-linear structure, allowing us to apply Isolate-Detect to detect change-points in SSE data with piecewise-non-linear structures. We demonstrate its effectiveness in both simulated and real SSE data.
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