2020
DOI: 10.3390/rs12061008
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On the Performances of Trend and Change-Point Detection Methods for Remote Sensing Data

Abstract: Detecting change-points and trends are common tasks in the analysis of remote sensing data. Over the years, many different methods have been proposed for those purposes, including (modified) Mann–Kendall and Cox–Stuart tests for detecting trends; and Pettitt, Buishand range, Buishand U, standard normal homogeneity (Snh), Meanvar, structure change (Strucchange), breaks for additive season and trend (BFAST), and hierarchical divisive (E.divisive) for detecting change-points. In this paper, we describe a simulati… Show more

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Cited by 64 publications
(41 citation statements)
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References 56 publications
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“…The CS test is also a member of the non-parametric family, just like the Mann-Kendall test. The CS test has limited use but is very powerful for trend analysis in datasets [65]. The CS test is applied to numerous circumstances to understand the trueness of the obtained values, where the substructure of this technique is the binomial distribution.…”
Section: Cox and Stuart (Cs) Testmentioning
confidence: 99%
“…The CS test is also a member of the non-parametric family, just like the Mann-Kendall test. The CS test has limited use but is very powerful for trend analysis in datasets [65]. The CS test is applied to numerous circumstances to understand the trueness of the obtained values, where the substructure of this technique is the binomial distribution.…”
Section: Cox and Stuart (Cs) Testmentioning
confidence: 99%
“…The breaks for additive seasonal and trend (BFAST) method has been widely used to detect seasonal, gradual, and abrupt changes in monthly NDVI time series. The breaks detected in the seasonal component represent a land cover change; as such, BFAST has been applied in many different regions to describe abrupt changes to land cover as a result of climate change or anthropogenic activity [12][13][14].…”
Section: Introductionmentioning
confidence: 99%
“…This is a non-parametric sign test for detecting trends in independent, time-ordered data [11]. Although this test is not as powerful as the Mann-Kendall test [39], the computational effort of this test is lower (increases linearly with the sequence size). The main steps to perform the Cox-Stuart test are shown in Algorithm 1.…”
Section: Increasing/decreasing Trendsmentioning
confidence: 99%