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