Detecting Shifts in Hurricane Rates Using a Markov Chain Monte Carlo Approach

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Abstract
Time series of annual hurricane counts are examined using a changepoint analysis. The approach simulates posterior distributions of the Poisson-rate parameter using Gibbs sampling. A posterior distribution is a distribution of a parameter conditional on the data. The analysis is first performed on the annual series of major North Atlantic hurricane counts from the twentieth century. Results show significant shifts in hurricane rates during the middle 1940s, the middle 1960s, and at 1995, consistent with earlier published results. The analysis is then applied to U.S. hurricane activity. Results show no abrupt changes in overall coastal hurricane rates during the twentieth century. In contrast, the record of Florida hurricanes indicates downward shifts during the early 1950s and the late 1960s. The shifts result from fewer hurricanes passing through the Bahamas and the western Caribbean Sea. No significant rate shifts are noted along either the Gulf or East Coasts. Climate influences on coastal hur... Abstract Time series of annual hurricane counts are examined using a changepoint analysis. The approach simulates posterior distributions of the Poisson-rate parameter using Gibbs sampling. A posterior distribution is a distribution of a parameter conditional on the data. The analysis is first performed on the annual series of major North Atlantic hurricane counts from the twentieth century. Results show significant shifts in hurricane rates during the middle 1940s, the middle 1960s, and at 1995, consistent with earlier published results. The analysis is then applied to U.S. hurricane activity. Results show no abrupt changes in overall coastal hurricane rates during the twentieth century. In contrast, the record of Florida hurricanes indicates downward shifts during the early 1950s and the late 1960s. The shifts result from fewer hurricanes passing through the Bahamas and the western Caribbean Sea. No significant rate shifts are noted along either the Gulf or East Coasts. Climate influences on coastal hur...

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