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Step 2 The trend coef ficients, αjandβjforj=1,…,m, are then |
computed using robust regression of Eq. (1)based on M- |
estimation ( Venables and Ripley, 2002 ). The trend estimate is |
then set to T ̂t=α ̂j+β ̂jtfort=t j−1⁎+1,…,tj⁎. |
Step 3 If the OLS-MOSUM test indicates that breakpoints are |
occurring in the seasonal component, the number and |
position of the seasonal break points ( t1#,…,tp#) are estimated |
from the detrended data, Yt−T ̂t. |
Step 4 The seasonal coef ficients, γi,jforj=1,…,mandi=1,…,s−1, |
are then computed using a robust regression of Eq. (4)based |
on M-estimation. The seasonal estimate is then set to ˆSt=Ps−1 |
i=1 ˆγi;jdt;i−dt;0/C0/C1 |
fort=t j−1#+1,…,tj#.These steps are iterated until the number and position of the |
breakpoints are unchanged. We have followed the recommendations |
ofBai and Perron (2003) and Zeileis et al. (2003) concerning the |
fraction of data needed between the breaks. For 16-day time series, |
we used a minimum of one year of data (i.e. 23 observations) between |
successive change detections, corresponding to 12% of a 9 year data |
span (2000 –2008). This means that if two changes occur within a |
year, only the most signi ficant change will be detected. |
3. Validation |
The proposed approach can be applied to a variety of time series, |
and is not restricted to remotely sensed vegetation indices. However, |
validation has been conducted using Normalized Difference Vegeta- |
tion Index (NDVI) time series, the most widely used vegetation index |
in medium to coarse scale studies. The NDVI is a relative and indirect |
measure of the amount of photosynthetic biomass, and is correlated |
with biophysical parameters such as green leaf biomass and the |
fraction of green vegetation cover, whose behavior follows annual |
cycles of vegetation growth ( Myneni et al., 1995; Tucker, 1979 ). |
We validated BFAST by (1) simulating 16-day NDVI time series, and |
(2) applying the method to 16-day MODIS satellite NDVI time series(2000 –2008). Validation of multi-temporal change detection methods |
is often not straightforward, since independent reference sources for a |
broad range of potential changes must be available during the change |
interval. Field validated single-date maps are unable to represent the |
type and number of changes detected ( Kennedy et al., 2007 ). We |
simulated 16-day NDVI time series with different noise, seasonality, |
and change magnitudes in order to robustly test BFAST in a controlled |
environment. However, it is challenging to create simulated time |
series that approximate remotely sensed time series which contain |
combined information on vegetation phenology, interannual climate |
variability, disturbance events, and signal contamination (e.g. clouds) |
(Zhang et al., 2009 ). Therefore, applying the method to remotely |
sensed data and performing comparisons with in-situ data remains |
necessary. In the next two sections, we apply BFAST to simulated and |
MODIS NDVI time series. |
3.1. Simulation of NDVI time series |
NDVI time series are simulated by extracting key characteristics from |
MODIS 16-day NDVI time series. We selected two MODIS NDVI time |
series (as described in Section 3.2 ) representing a grassland and a pine |
plantation ( Fig. 1 ), expressing the most different phenology in the study |
area, to extract seasonal amplitude, noise level, and average value. |
Simulated NDVI time series are generated by summing individually |
simulated seasonal, noise, and trend components. First, the seasonal |
component is created using an asymmetric Gaussian function for each |
season. This Gaussian-type function has been shown to perform well |
when used to extract seasonality by fitting the function to time series |
(Jönsson and Eklundh, 2002 ). The amplitude of the MODIS NDVI time |
series was estimated using the range of the seasonal component derived |
with the STL function, as shown in Fig. 2 . The estimated seasonal |
amplitudes of the real forest and grassland MODIS NDVI time series |
were 0.1 and 0.5 ( Fig. 1 ). Second, the noise component was generated |
using a random number generator that follows a normal distribution N |
(µ=0,σ=x), where the estimated xvalues were 0.04 and 0.02, to |
approximate the noise within the real grass and forest MODIS NDVI time |
series ( Lhermitte et al., submitted for publication ). Vegetation index |
specific noise was generated by randomly replacing the white noise by |
noise with a value of −0.1, representing cloud contamination that often |
remains after atmospheric correction and cloud masking procedures. |
Third, the real grass and forest MODIS NDVI time series were |
approximated by selecting constant values 0.6 and 0.8 and summingthem with the simulated noise and seasonal component. A comparison |
between real and simulated NDVI time series is shown in Fig. 1 .108 J. Verbesselt et al. / Remote Sensing of Environment 114 (2010) 106 –115 |
Based on the parameters required to simulate NDVI time series |
similar to the real grass and forest MODIS NDVI time series ( Fig. 1 ), we |
selected a range of amplitude and noise values for the simulation |
study ( Table 1 ). These values are used to simulate NDVI time series of |
different quality (i.e. varying signal to noise ratios) representing a |
large range of land cover types. |
The accuracy of the method for estimating the number, timing and |
magnitude of abrupt changes was assessed by adding disturbances with |
as p e c i fic magnitude to the simulated time series. A simple disturbance |
was simulated by combining a step function with a speci fic magnitude |
(Table 1 ) and linear recovery phase ( Kennedy et al., 2007 ). As such, the |
disturbance can be used to simulate, for example, a fire in a grassland or |
an insect attack on a forest. Three disturbances were added to the sum of |
simulated seasonal, trend, and noise components using simulation |
parameters in Table 1 . An example of a simulated NDVI time series with |
three disturbances is shown in Fig. 3 . A Root Mean Square Error (RMSE) |
was derived for 500 iterations of all the combinations of amplitude, |
noise and magnitude of change levels to quantify the accuracy of |
estimating: (1) the number of detected changes, (2) the time of change, |