This package performs operations known as “homogenization” on time series data that is subject to various non-natural anomalies such as instrument baseline changes and spikes.
Preliminary testing indicates that it has a considerably higher sensitivity to small baseline shifts than a Chow test. Below is a scatterplot of the size of a single shift on a series of length 10. These series and the shift both had a standard deviation of one, which is similar to an annual temperature series.
The Chow test – red dots I(0) – does not reliabily detect a change in level until around 1 degree C. However the new method – blue dots I(1) – reliably detects changes in level down to around 0.25 degrees C.
Download the R package for testing here: Anomaly_0.1.tar