Publications and Research

Document Type

Article

Publication Date

12-17-2015

Abstract

Hydrometeorological data are commonly serially dependent and thereby deviate from the assumption of independence that underlies the Spearman rho trend test. The presence of autocorrelation will influence the significance of observed trends. Specifically, the positive autocorrelation inflates Type І errors, while it deflates the power of trend detection in some cases. To address this issue, we derive a theoretical formula and recommend an appropriate empirical formula to calculate the rho variance of dependent series. The proposed procedure of the variance correction for the Spearman rho method is capable of mitigating the effect of autocorrelation on both, Type І error and power of the test. Similar to the Block Bootstrap method, it has the advantage that it does not require an initial knowledge of the autocorrelation structure or modification of the series. In comparison, the capability of the Pre-Whitening method is sensitive to model misspecification if the series are whitened by a parametric autocorrelation model. The Trend-Free Pre-Whitening method tends to lead to an overestimation of the statistical significance of trends, similar to the original Spearman rho test. The results of the study emphasize the importance of selecting a reliable method for trend detection in serially dependent data.

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This article originally appeared in Water, available at DOI: 10.3390/w7126673

© 2015 by the authors. This article is an open access article distributed under the terms and conditions of the Creative Commons by Attribution (CC-BY) license (http://creativecommons.org/licenses/by/4.0/).

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