Improved Tests for Trend in Time Series Data

Woodward, Wayne A.; Bottone, Steven; Gray, H. L.

doi:10.2307/1400511

Cited by 22 publications

(25 citation statements)

References 19 publications

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“…Bloomfield 1992, Wibig & Glowicki 2002. Debates about the reality and magnitude of global climate change have motivated these and other studies, including Bloomfield & Nychka (1992) and Woodward et al (1997), designed to test for deterministic trends in climate datasets. Statistical evidence of climate trends based on real climate datasets will help in predicting details of climate change and in managing agricultural adaptation.…”

Section: Trend Analysis Of Temperature and Precipitationmentioning

confidence: 99%

“…Testing for the significance of the trend term under the assumption that the error term is a white noise when in fact it is serially correlated or a unit root, will bias the test in favour of finding a trend (Woodward et al 1997, Clark et al 2000. The test for the existence of a unit root in a time series using the Dickey-Fuller test depends on whether or not one includes a trend in the model (Vogelsang 1998).…”

Section: Trend Analysis Of Temperature and Precipitationmentioning

confidence: 99%

“…Balling & Idso 1999, Barnett & Schlesinger 1987, Wibig & Glowicki 2002. Woodward et al (1997) argued that when there is strong to moderate correlation in regression residuals, the parameter estimate can have excessive actual significance levels, thus erroneously finding a significant rend in the series. The Durbin-Watson test statistics do not suggest autocorrelation among the residuals.…”

Section: Monthly Trendsmentioning

confidence: 99%

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Climatic trends in Cameroon: implications for agricultural management

Molua¹

2006

Clim. Res.

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The weather in Cameroon, an ecologically diverse country in central Africa, is determined by equatorial and tropical air masses. Agricultural production is predominantly rain-fed, and the semi-extensive farming systems are particularly sensitive to small changes in climatic conditions. To estimate the relevance of climate issues for farmers' livelihoods, time series techniques were employed to analyse real temperature and precipitation series for 1960-2000 at selected weather stations across Cameroon. Strong positive temperature trends exist for the months of July, August and September. Significant trends in precipitation are observed at Kribi and Douala in the coastal region, and Batouri in the forest savanna ecotone; marginally significant trends occur in Mamfe in the rainforest and Bafoussam in the Guinean savanna zone. The results indicate that locally increasing temperatures are linked to increasing dryness and drought. Management of Cameroon's agrarian economy will require improved monitoring and forecasting, a shift toward more drought-resistant crops and varieties, adaptation of planting methods, and implementation of water conservation techniques. KEY WORDS: Cameroon · Climate variation · Trend analysis · Agrarian economyResale or republication not permitted without written consent of the publisher

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Section: Trend Analysis Of Temperature and Precipitationmentioning

confidence: 99%

Section: Trend Analysis Of Temperature and Precipitationmentioning

confidence: 99%

Section: Monthly Trendsmentioning

confidence: 99%

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Climatic trends in Cameroon: implications for agricultural management

Molua¹

2006

Clim. Res.

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“…As a measure of global warming over this period, I use the trend (linear regression slope) for the entire period. This follows a number of earlier studies [7,10,47] but differs from Rybski et al who used a moving average measure. The trend over the entire CRUTEM3 series, fitted by standard least squares, is β 0 = 0.612 • C/century and the corresponding variance is V 0 = 0.143 • C 2 .…”

Section: A Methods To Assessing the Likelihood Of Trends In The Presenmentioning

confidence: 76%

Using models with long-term persistence to interpret the rapid increase of Earth’s temperature

Halley

2009

Physica A: Statistical Mechanics and its Applications

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“…Brillinger (1989) generalizes this approach to stationary noise processes applying a nonparametric estimator of t and large sample asymptotics. However, Monte Carlo experiments show that his rule is too sensitive even in retrospective applications to long time series (Woodward, Bottone and Gray, 1997).…”

Section: Automatic Trend Detectionmentioning

confidence: 99%

On the Online Detection of Monotonic Trends in Time Series

Fried¹,

Imhoff

2004

Biometrical J

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The online detection of a monotonic trend in a time series with a time‐varying mean is an important task in medical applications like intensive care monitoring, that is rendered difficult by autocorrelations. Statistical control charts designed for industrial processes are not adequate as they typically rely on a fixed target value, and many detection rules assume a trend to be linear or neglect autocorrelations. We report our experience with the online detection of slow monotonic trends. Our approach is based on a moving time window, and time‐varying autocorrelations are estimated online using parametric assumptions. The performance of versions of this approach is investigated in a simulation study. We find that shrinkage estimation of the time‐varying mean improves the results. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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Improved Tests for Trend in Time Series Data

Cited by 22 publications

References 19 publications

Climatic trends in Cameroon: implications for agricultural management

Climatic trends in Cameroon: implications for agricultural management

Using models with long-term persistence to interpret the rapid increase of Earth’s temperature

On the Online Detection of Monotonic Trends in Time Series

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