Parametric Assessment of Trend Test Power in a Changing Environment

In the context of climate and environmental change assessment, the use of probabilistic models in which the parameters of a given distribution may vary in accordance with time has reinforced the need for appropriate procedures to recognize the “statistical significance” of trends in data series aris...

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Bibliographic Details
Published inSustainability Vol. 12; no. 9; p. 3889
Main Authors Gioia, Andrea, Bruno, Maria Francesca, Totaro, Vincenzo, Iacobellis, Vito
Format Journal Article
LanguageEnglish
Published Basel MDPI AG 01.05.2020
Subjects
Adaptation
Annual precipitation
Changing environments
Climate change
Climate models
Coefficient of variation
Computer simulation
Environmental assessment
Environmental changes
Hydrology
Investigations
Mathematical models
Parameters
Precipitation
Random variables
Sensitivity analysis
Statistical analysis
Statistical tests
Stochastic models
Stochastic processes
Stochasticity
Time series
Trends
Wind speed
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Summary:In the context of climate and environmental change assessment, the use of probabilistic models in which the parameters of a given distribution may vary in accordance with time has reinforced the need for appropriate procedures to recognize the “statistical significance” of trends in data series arising from stochastic processes. This paper introduces a parametric methodology, which exploits a measure based on the Akaike Information Criterion (AICΔ), and a Rescaled version of the Generalized Extreme Value distribution, in which a linear deterministic trend in the position parameter is accounted for. A Monte Carlo experiment was set up with the generation of nonstationary synthetic series characterized by different sample lengths and covering a wide range of the shape and scale parameters. The performances of statistical tests based on the parametric AICΔ and the non-parametric Mann-Kendall measures were evaluated and compared with reference to observed ranges of annual maxima of precipitation, peak flow, and wind speed. Results allow for sensitivity analysis of the test power and show a strong dependence on the trend coefficient and the L-Coefficient of Variation of the parent distribution from the upper-bounded to the heavy-tailed special cases. An analysis of the sample variability of the position parameter is also presented, based on the same generation sets.
ISSN:2071-1050
2071-1050
DOI:10.3390/su12093889