Nonparametric tests against trend
About: This article is published in Econometrica.The article was published on 1945-07-01. It has received 10523 citations till now. The article focuses on the topics: Nonparametric statistics.
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TL;DR: In this paper, effective sample size (ESS) has been proposed to modify the nonparametric Mann-Kendall (MK) statistical test to assess the significance of trend in hydrological time series.
Abstract: The non-parametric Mann-Kendall (MK) statistical test has been popularly used to assess the significance of trend in hydrological time series The test requires sample data to be serially independent When sample data are serially correlated, the presence of serial correlation in time series will affect the ability of the test to correctly assess the significance of trend To eliminate the effect of serial correlation on the MK test, effective sample size (ESS) has been proposed to modify the MK statistic This study investigates the ability of ESS to eliminate the influence of serial correlation on the MK test by Monte Carlo simulation Simulation demonstrates that when no trend exists within time series, ESS can effectively limit the effect of serial correlation on the MK test When trend exists within time series, the existence of trend will contaminate the estimate of the magnitude of sample serial correlation, and ESS computed from the contaminated serial correlation cannot properly eliminate the effect of serial correlation on the MK test However, if ESS is computed from the sample serial correlation that is estimated from the detrended series, ESS can still effectively reduce the influence of serial correlation on the MK test
878 citations
TL;DR: Wang et al. as discussed by the authors examined the long-term change in the summer precipitation and associated large-scale monsoon circulation features by using the new dataset of 740 surface stations for recent 54 years (1951-2004) and about 123-yr (1880-2002) records of precipitation in East China.
Abstract: In recent two decades, North and Northeast China have suffered from severe and persistent droughts while the Yangtze River basin and South China have undergone much more significant heavy rainfall/floods events This long-term change in the summer precipitation and associated large-scale monsoon circulation features have been examined by using the new dataset of 740 surface stations for recent 54 years (1951–2004) and about 123-yr (1880–2002) records of precipitation in East China The following new findings have been highlighted: (1) One dominating mode of the inter-decadal variability of the summer precipitation in China is the near-80-yr oscillation Other modes of 12-yr and 30–40-yr oscillations also play an important role in affecting regional inter-decadal variability (2) In recent 54 years, the spatial pattern of the inter-decadal variability of summer precipitation in China is mainly structured with two meridional modes: the dipole pattern and the positive-negative-positive (“+ − + ” pattern) In this period, a regime transition of meridional precipitation mode from “+ − + ” pattern to dipole pattern has been completed In the process of southward movement of much precipitation zone, two abrupt climate changing points that occurred in 1978 and 1992, respectively, were identified (3) Accompanying the afore-described precipitation changes, the East Asian summer monsoon have experienced significant weakening, with northward moisture transport and convergence by the East Asian summer monsoon greatly weakened, thus leading to much deficient moisture supply for precipitation in North China (4) The significant weakening of the component of the tropical upper-level easterly jet (TEJ) has made a dominating contribution to the weakening of the Asian summer monsoon system The cooling in the high troposphere at mid- and high latitudes and the possible warming at low latitude in the Asian region is likely to be responsible for the inter-decadal weakening of the TEJ Copyright © 2007 Royal Meteorological Society
838 citations
Cites background or methods from "Nonparametric tests against trend"
...Table II indicates the trend changing points derived with three different methods (Mann, 1945; Kendall, 1975; Yamamoto et al., 1986)....
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...TP and its neighbourhood appears to play an important role (Figure 4 of Part II). Yu et al. (2004) also found the...
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TL;DR: This work analyzes eight ancient abrupt climate shifts and shows that they were all preceded by a characteristic slowing down of the fluctuations starting well before the actual shift, implying independent empirical evidence for the idea that past abrupt shifts were associated with the passing of critical thresholds.
Abstract: In the Earth's history, periods of relatively stable climate have often been interrupted by sharp transitions to a contrasting state. One explanation for such events of abrupt change is that they happened when the earth system reached a critical tipping point. However, this remains hard to prove for events in the remote past, and it is even more difficult to predict if and when we might reach a tipping point for abrupt climate change in the future. Here, we analyze eight ancient abrupt climate shifts and show that they were all preceded by a characteristic slowing down of the fluctuations starting well before the actual shift. Such slowing down, measured as increased autocorrelation, can be mathematically shown to be a hallmark of tipping points. Therefore, our results imply independent empirical evidence for the idea that past abrupt shifts were associated with the passing of critical thresholds. Because the mechanism causing slowing down is fundamentally inherent to tipping points, it follows that our way to detect slowing down might be used as a universal early warning signal for upcoming catastrophic change. Because tipping points in ecosystems and other complex systems are notoriously hard to predict in other ways, this is a promising perspective.
767 citations
TL;DR: In this paper, the authors presented trends computed for the past 30-50 years for 11 hydroclimatic variables obtained from the recently created Canadian Reference Hydrometrie Basin Network database.
Abstract: This study presents trends computed for the past 30–50 years for 11 hydroclimatic variables obtained from the recently created Canadian Reference Hydrometrie Basin Network database. It was found that annual mean streamflow has generally decreased during the periods, with significant decreases detected in the southern part of the country. Monthly mean streamflow for most months also decreased, with the greatest decreases occurring in August and September. The exceptions are March and April, when significant increases in streamflow were observed. Significant increases were identified in lower percentiles of the daily streamflow frequency distribution over northern British Columbia and the Yukon Territory. In southern Canada, significant decreases were observed in all percentiles of the daily streamflow distribution. Breakup of river ice and the ensuing spring freshet occur significantly earlier, especially in British Columbia. There is also evidence to suggest earlier freeze-up of rivers, particularly in eastern Canada. The trends observed in hydroclimatic variables are entirely consistent with those identified in climatic variables in other Canadian studies.
706 citations