importance of prewhitening in change point analysis under persistence

The presence of serial correlation in hydro-meteorological time series often makes the detection of deterministic gradual or abrupt changes with tests such as Mann–Kendall (MK) and Pettitt problematic. In this study we investigate the adverse impact of serial correlation on change point analyses per...

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Veröffentlicht in:	Stochastic environmental research and risk assessment 2016-02, Vol.30 (2), p.763-777
Hauptverfasser:	Serinaldi, Francesco, Kilsby, Chris G
Format:	Artikel
Sprache:	eng
Schlagworte:	Aquatic Pollution autocorrelation Chemistry and Earth Sciences Computational Intelligence Computer Science Correlation analysis Determinism Earth and Environmental Science Earth Sciences Environment Hydrologic sciences Math. Appl. in Environmental Science Meteorology Monte Carlo method Physics Probability Theory and Stochastic Processes Short Communication Statistics for Engineering Stochastic models Time series time series analysis Waste Water Technology Water Management Water Pollution Control
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