An Improved Version of the Prewhitening Method for Trend Analysis in the Autocorrelated Time Series

An Improved Version of the Prewhitening Method for Trend Analysis in the Autocorrelated Time Series

Nonparametric trend detection tests like the Mann–Kendall (MK) test require independent observations, but serial autocorrelation in the datasets inflates/deflates the variance and alters the Type-I and Type-II errors. Prewhitening (PW) techniques help address this issue by removing autocorrelation p...

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Bibliographic Details
Main Authors: Rahul Sheoran, Umesh Chandra Dumka, Rakesh K. Tiwari, Rakesh K. Hooda
Format: Article
Language:English
Published: MDPI AG 2024-09-01
Series:Atmosphere
Subjects:
trend
Mann–Kendall
prewhitening
auto correlation
Monte Carlo
statistical analysis
Online Access:https://www.mdpi.com/2073-4433/15/10/1159
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