Innovative Variance Corrected Sen’s Trend Test on Persistent Hydrometeorological Data

Linear Trend Detection in Serially Dependent Hydrometeorological Data Based on a Variance Correction Spearman Rho Method

1 College of Hydrology and Water Resources, Hohai University, Nanjing 210098, China; [email protected] (Y.C.); [email protected] (B.L.) 2 Department of Earth, Environmental and Geospatial Sciences, Lehman College, City University of New York, Bronx, New York, NY 10468, USA; [email protected] * Correspondence: [email protected]; Tel.: +86-25-8378-7358; Fax: +86-25-83787361 †...

Testing for a Trend with Persistent Errors

We develop new tests for the coe¢ cient on a time trend in a regression of a variable on a constant and time trend where there is potentially strong serial correlation. This serial correlation can also include a unit root. We obtain tests under two different assumptions on the initial value for the stochastic component of the variable being examined, either this being zero asymptotically (as in...

Persistent collective trend in stock markets.

Empirical evidence is given for a significant difference in the collective trend of the share prices during the stock index rising and falling periods. Data on the Dow Jones Industrial Average and its stock components are studied between 1991 and 2008. Pearson-type correlations are computed between the stocks and averaged over stock pairs and time. The results indicate a general trend: whenever...

Quality Assurance of Hydrometeorological Data in Urban Areas

Variance reduction for trend analysis of hydrochemical data from brackish waters

We propose one parametric and one non-parametric method for detection of monotone trends in nutrient concentrations in brackish waters. Both methods take into account that temporal variation in the quality of such waters can be strongly influenced by mixing of salt and fresh water, thus salinity is used as a classification variable in the trend analysis. With the non-parametric approach, Mann-K...