Abstract: Time series pattern discovery is of great importance in a large variety of environmental and engineering applications, from supporting predictive models to helping to understand hidden underlying processes. This work develops a multiresolution time series method for extracting patterns in weather records, particular temperature data. The topic is important, as, given a warming climate, morbidity and mortality are expected to rise as heatwave frequency and intensity increase. By analysing summer temperature quantiles at different levels of coarseness, it was found that compounding models can contain a complete description of severe weather events. This new multiresolution quantile approach is developed as an extension of the symbolic aggregate approximation of the temperature time series in which quantiles are computed at every stretch of the piecewise partition. The process is iterated at different scales of the partition, and it was found to be a very useful approach for finding patterns related to both heatwave periods and intensities. The method is successfully tested using real weather records from Brazil (Recife) and the UK (London), and it was found that in both locations heatwave intensity and frequency are increasing at a substantial rate. In addition, it was found that the rate of increase in intensity of the heatwaves is far outstripping the rate of increase in mean summer temperature: by a factor of 2 in Recife and a factor of 6 in London. The approach will be of use to those looking at the impact of future climates on civil engineering, water resources, energy use, agriculture and health care, or those looking for sustained extreme events in any time series.
Keywords: Multiresolution, quantile methods, time series analysis, weather forecast, heatwave events