The influence of autocorrelation on the ability to detect trend in hydrological series
The influence of autocorrelation on the ability to detect trend in hydrological series
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DOI：
10.1002/hyp.1095
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发表时间：
2002-06
影响因子：
3.2
通讯作者：
S. Yue;P. Pilon;Bob Phinney;G. Cavadias
中科院分区：
文献类型：
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作者：
S. Yue;P. Pilon;Bob Phinney;G. Cavadias
本研究利用蒙特卡罗模拟研究了当线性趋势和滞后自回归（AR(1)）过程同时存在于时间序列中时两者之间的相互作用。仿真实验表明，序列相关的存在改变了Mann-Kendall （MK）统计量估计的方差；趋势的存在改变了序列相关大小的估计。此外，研究表明，通过预白化去除时间序列中的序列正相关分量会导致现有趋势的幅度减小；从时间序列中去除趋势分量作为预白化之前的第一步，消除了趋势对序列相关性的影响，并且不会严重影响真实AR的估计(1)。这些结果表明，通常用于消除序列相关性对MK检验影响的预白化程序可能导致对趋势显著性的不准确评估；某些程序将更适合于消除序列相关对MK检验的影响。从本质上讲，主张在确定序列相关性的大小之前先从序列中去除趋势。采用这种替代方法和已有的方法对加拿大安大略省一些原始河流流域的年平均和年最小流量数据序列相关趋势的意义进行了评估。结果表明，使用先前存在的程序，研究人员和从业人员可能错误地确定了重大趋势的可能性。版权所有©加拿大环境部。约翰·威利父子有限公司出版。
This study investigated using Monte Carlo simulation the interaction between a linear trend and a lag‐one autoregressive (AR(1)) process when both exist in a time series. Simulation experiments demonstrated that the existence of serial correlation alters the variance of the estimate of the Mann–Kendall (MK) statistic; and the presence of a trend alters the estimate of the magnitude of serial correlation. Furthermore, it was shown that removal of a positive serial correlation component from time series by pre‐whitening resulted in a reduction in the magnitude of the existing trend; and the removal of a trend component from a time series as a first step prior to pre‐whitening eliminates the influence of the trend on the serial correlation and does not seriously affect the estimate of the true AR(1). These results indicate that the commonly used pre‐whitening procedure for eliminating the effect of serial correlation on the MK test leads to potentially inaccurate assessments of the significance of a trend; and certain procedures will be more appropriate for eliminating the impact of serial correlation on the MK test. In essence, it was advocated that a trend first be removed in a series prior to ascertaining the magnitude of serial correlation. This alternative approach and the previously existing approaches were employed to assess the significance of a trend in serially correlated annual mean and annual minimum streamflow data of some pristine river basins in Ontario, Canada. Results indicate that, with the previously existing procedures, researchers and practitioners may have incorrectly identified the possibility of significant trends. Copyright © Environment Canada. Published by John Wiley & Sons, Ltd.