Changepoints in the North Atlantic Tropical Cyclone Record

Abstract

This article examines the North Atlantic tropical cyclone record for statistical discontinuities (changepoints). This is a controversial area and indeed, our end conclusions are opposite of those made in Dr. Kelvin Droegemeier’s July 28, 2009 Senate testimonial. The methods developed here should help rigorize the debate. Elaborating, we develop a level-α test for a changepoint in a categorical data sequence sampled from a multinomial distribution. The proposed test statistic is the maximum of correlated Pearson chi-square statistics. This test statistic is linked to cumulative sum statistics and its null hypothesis asymptotic distribution is derived in terms of the supremum of squared Brownian bridges. The methods are used to identify changes in the tropical cyclone record in the North Atlantic Basin over the period 1851–2008. We find changepoints in both the storm frequencies and their strengths (wind speeds). The changepoint in wind speed is not found with standard cumulative sum mean shift changepoint methods, hence providing a dataset where categorical probabilities shift but means do not. While some of the identified shifts can be attributed to changes in data collection techniques, the hotly debated changepoint in cyclone frequency circa 1995 also appears to be significant.