Effects of the prewhitening method, the time granularity, and the time segmentation on the Mann–Kendall trend detection and the associated Sen's slope

Details

• Journal Title:
  Atmospheric Measurement Techniques
• Personal Author:
  Collaud Coen, Martine ; Andrews, Elisabeth ; Bigi, Alessandro ; Martucci, Giovanni ; Romanens, Gonzague ; Vogt, Frédéric P. A. ; Vuilleumier, Laurent
• NOAA Program & Office:
  CIRES (Cooperative Institute for Research in Environmental Sciences) ; OAR (Oceanic and Atmospheric Research) ; ESRL (Earth System Research Laboratory)
• Description:
  The Mann–Kendall test associated with the Sen's slope is a very widely used non-parametric method for trend analysis. It requires serially uncorrelated time series, yet most of the atmospheric processes exhibit positive autocorrelation. Several prewhitening methods have therefore been designed to overcome the presence of lag-1 autocorrelation. These include a prewhitening, a detrending and/or a correction of the detrended slope and the original variance of the time series. The choice of which prewhitening method and temporal segmentation to apply has consequences for the statistical significance, the value of the slope and of the confidence limits. Here, the effects of various prewhitening methods are analyzed for seven time series comprising in situ aerosol measurements (scattering coefficient, absorption coefficient, number concentration and aerosol optical depth), Raman lidar water vapor mixing ratio, as well as tropopause and zero-degree temperature levels measured by radio-sounding. These time series are characterized by a broad variety of distributions, ranges and lag-1 autocorrelation values and vary in length between 10 and 60 years. A common way to work around the autocorrelation problem is to decrease it by averaging the data over longer time intervals than in the original time series. Thus, the second focus of this study evaluates the effect of time granularity on long-term trend analysis. Finally, a new algorithm involving three prewhitening methods is proposed in order to maximize the power of the test, to minimize the number of erroneous detected trends in the absence of a real trend and to ensure the best slope estimate for the considered length of the time series.
• Keywords:
  Atmosphere Mann–Kendall Test Sen's Slope Trend Analysis Mann–Kendall Test Sen's Slope Trend Analysis
• Source:
  Atmos. Meas. Tech., 13, 6945–6964
• DOI:
  https://doi.org/10.5194/amt-13-6945-2020
• Document Type:
  Journal Article
• Rights Information:
  CC BY
• Compliance:
  Submitted
• Main Document Checksum:
  urn:sha256:6af03b36959ca59f5a438dc5a56cbb67b8d15965b4dc3d60db92e12a6b8d2a2d
• Download URL:
  https://repository.library.noaa.gov/view/noaa/31961/noaa_31961_DS1.pdf
• File Type:
  [PDF - 1.48 MB ]