2004
DOI: 10.1023/b:warm.0000043140.61082.60
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The Mann-Kendall Test Modified by Effective Sample Size to Detect Trend in Serially Correlated Hydrological Series

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Cited by 1,070 publications
(704 citation statements)
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“…This is because they are not only simple to use, but they are also resilient to skewed distribution, missing values and values that fall outside the detection limit, and to the nonstationary nature of data (Chaouche et al 2010;Jeneiova et al 2014). However, the MK test does not account for the serial correlation that very often exists in hydrological time series (Yue and Wang 2004;Partal and Küçük 2006). The presence of serial correlation in a data set may lead to a misleading interpretation because it enhances the probability of finding a significant trend, when actually there is an absence of such a trend.…”
Section: Trend Detection Methods Applied In the Studymentioning
confidence: 99%
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“…This is because they are not only simple to use, but they are also resilient to skewed distribution, missing values and values that fall outside the detection limit, and to the nonstationary nature of data (Chaouche et al 2010;Jeneiova et al 2014). However, the MK test does not account for the serial correlation that very often exists in hydrological time series (Yue and Wang 2004;Partal and Küçük 2006). The presence of serial correlation in a data set may lead to a misleading interpretation because it enhances the probability of finding a significant trend, when actually there is an absence of such a trend.…”
Section: Trend Detection Methods Applied In the Studymentioning
confidence: 99%
“…The rejection of the null hypothesis (understood here as ''no trend'') will be more likely to occur when in fact it should be accepted (Hamed and Rao 1998;Partal 2010). Positive serial correlation can lead to an increase in falsely rejecting the null hypothesis (Douglas et al 2000), whereas the presence of a negative serial correlation can lead to an increase in falsely accepting the null hypothesis (Yue and Wang 2004). As such, it is important to address the issue of serial correlation in time series prior to applying a trend test.…”
Section: Introductionmentioning
confidence: 98%
“…Before performing these analyses, whether the lag-1 correlation is significantly different from 0 at the 5% level is checked. The presence of autocorrelation can affect the significance of the trend tests (Kulkarni and von Storch, 1995;Yue et al, 2003;Yue and Wang, 2004;Hamed, 2009), resulting in the detection of statistically significant trends even though no trend is present (Cox and Stuart, 1955;Cohn and Lins, 2005). Out of 27 stations, only one has a lag-1 value slightly outside of the 95% confidence intervals.…”
Section: Stationaritymentioning
confidence: 99%
“…In this paper, a methodolgy outlined in [7] was adopted, which means that the Yue-Wang (YW) modification of the nonparametric Mann-Kendall (MK) test was employed in particular. For more details the readers are referred to the original paper [8] or to [7]. Primarily, the test was applied to annual series, but also monthly series were of interest because they may reveal important changes in the seasonal course.…”
Section: Trend Test Employedmentioning
confidence: 99%