TWO NON-PARAMETRIC TREND TESTS APPLICABLE FOR LONG-MEMORY PROCESSES (CASE STUDY: MASHHAD AIR TEMPERATURE)

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GHAHRAMAN B.

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

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Journal: IRAN-WATER RESOURCES RESEARCH Year:2014 | Volume:9 | Issue:3 (28) Page(s): 14-23

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Information Journal Paper

Title

TWO NON-PARAMETRIC TREND TESTS APPLICABLE FOR LONG-MEMORY PROCESSES (CASE STUDY: MASHHAD AIR TEMPERATURE)

Author(s)

GHAHRAMAN B. | Issue Writer Certificate

Keywords

HURST EXPONENTQ2

KENDALL TESTQ2

MANN-KENDALL TESTSQ2

STOCHASTIC GENERATIONQ2

Abstract

Trend investigation is one of the key characteristics of time series. However, all common trend tests (e,g. Kendall and Mann-Kendall) are based on stationary time series and with this assumption that there is no long-memory in the time series. Based on both classical Kendall and MANN-KENDALL TESTS, it was shown in this study that there was a significant (p-value<0.001) increase in annual Mashhad temperature (with a record length of 127 years spanning 1885-2011). However, considering the time series as a long-memory process (fractional Gaussian normal with HURST EXPONENT of 0.92), standard deviation of the test statistics were increased by a factor of greater than 6. As a result, the increasing trend in temperature was not accepted at common significant levels of 0.01 and 0.05. Some regression equations were developed for correction of standard deviations of Kendall and Mann-Kendall trend tests as a function of record length and HURST EXPONENT, for the first time. The results remained identical for incomplete time series. A stochastic method, based on frequency factor of Chow, was proposed for data filling and showed that the results are stable.

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APA: Copy

GHAHRAMAN, B.. (2014). TWO NON-PARAMETRIC TREND TESTS APPLICABLE FOR LONG-MEMORY PROCESSES (CASE STUDY: MASHHAD AIR TEMPERATURE). IRAN-WATER RESOURCES RESEARCH, 9(3 (28)), 14-23. SID. https://sid.ir/paper/99854/en

Vancouver: Copy

GHAHRAMAN B.. TWO NON-PARAMETRIC TREND TESTS APPLICABLE FOR LONG-MEMORY PROCESSES (CASE STUDY: MASHHAD AIR TEMPERATURE). IRAN-WATER RESOURCES RESEARCH[Internet]. 2014;9(3 (28)):14-23. Available from: https://sid.ir/paper/99854/en

IEEE: Copy

B. GHAHRAMAN, “TWO NON-PARAMETRIC TREND TESTS APPLICABLE FOR LONG-MEMORY PROCESSES (CASE STUDY: MASHHAD AIR TEMPERATURE),” IRAN-WATER RESOURCES RESEARCH, vol. 9, no. 3 (28), pp. 14–23, 2014, [Online]. Available: https://sid.ir/paper/99854/en

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