Abstract
In recent years, global warming and climate change impacts on hydro-meteorological variables and water resources triggered extensive focus on trend analyses. Especially, in historical records and climate change model scenario projections, trend feature searches help for better predictions prior to mitigation and adaptation activities. Each trend identification technique has a set of restrictive assumptions and limitations, but they are not cared for by many researchers. The major problem with trend research is that the researchers do not care for the basic assumptions of any methodology but use ready software to solve their problems. Among these assumptions, the most significant ones are the normal (Gaussian) probability distribution function (PDF) and serially independent structure of a given time series. It is the main objective of this review paper to present each trend identification methodology including classical ones with the new alternatives so that any researcher in need of trend analysis can have concise and clear interpretations for the choice of the most convenient trend method. In general, parametric, non-parametric, classical and innovative trend methods are explained comparatively including the linear regression, Mann–Kendall (MK) trend test with Sen slope estimation, Spearman’s rho, innovative trend analysis (ITA), partial trend analysis (PTA) and crossing trend analysis (CTA). Pros and cons are given for each methodology. In addition, for improvement of serial independence requirement of the classical trend analyses, methods are introduced briefly by pre- and over-whitening processes. Finally, a set of recommendations is suggested for future research possibilities.
Similar content being viewed by others
References
Alexandresson H, Moberg A (1997) Homogenization of Swedish temperature data. Part I: homogeneity test for linear trends. Int J Climatol 17:25–34
Almazroui M, Şen Z, Mohorji AM et al (2018) Impacts of climate change on water engineering structures in arid regions: case studies in Turkey and Saudi Arabia. Earth Syst Environ 3(1):1–15
Anderson RL (1942) Distribution of the serial correlation coefficient. Ann Math Stat 13(1):1–13
Bao Z et al (2012) Sensitivity of hydrological variables to climate change in the Haihe River basin, China. Hydrol Process 26(15):2294–2306
Bates BC, Kundzewicz Z, Wu WS, Palutikof J (2008) Climate change and water. Technical Paper of the Intergovernmental Panel on Climate Change, IPCC Secretariat, Geneva
Bayazit M, Önöz B (2007) To pre-whiten or not to pre-whiten in trend analysis? Hydrol Sci J 52:611–624
Blain GC (2012) Monthly values of the standardized precipitation index in the State of São Paulo, Brazil: trends and spectral features under the normality assumption. Bragantia 71(1):122–131
Bradley JV (1968) Distribution-free statistical tests. Prentice-Hall, Englewood Cliffs
Burn DH, Hag Elnur MA (2002) Detection of hydrologic trends and variability. J Hydrol 255:107–122
Cailas MD, Cavadias G, Gehr R (1986) Application of a non-parametric approach for monitoring and detecting trends in water quality data of the St. Lawrence River. Water Pollut Res J Can 21(2):153–167
Chandler R, Scott M (2011) Statistical methods for trend detection and analysis in the environmental sciences. Wiley, New York
Coggin TD (2012) Using econometric methods for trends in the HadCRUT3 global and hemispheric data. Int J Climate 32:315–320
Cox DR, Miller HD (1965) The theory of stochastic process. Methuen, London
Daniel WW (1990) Spearman rank correlation coefficient. Applied nonparametric statistics, 2nd edn. PWS-Kent, Boston, pp 358–365
Demaree GR, Nicolis C (1990) Onset of Sahelian drought viewed as a fluctuation-induced transition. Q J R Meteorol Soc 116:221–238
Douglas EM, Fairbank CA (2011) Is precipitation in Northern New England becoming more extreme? Statistical analysis of extreme rainfall in Massachusetts, New Hampshire, and Maine and updated estimates of the 100-year storm. J Hydrol Eng. https://doi.org/10.1061/(ASCE)HE.1943-5584.0000303
Douglas EM, Vogel RM, Kroll CN (2000) Trends in floods and low flows in the United States: impact of spatial correlation. J Hydrol 240:90–105
Ehsanzadeh E, Ouarda TBMJ, Saley HM (2011) A simultaneous analysis of gradual and abrupt changes in Canadian low streamflows. Hydrol Processes 25(5):727–739
Emanuel K (2005) Are there trends in hurricane destruction? Nature 436:686–688
Fatichi S, Ivanov VY, Caporali E (2013) Assessment of a stochastic downscaling methodology in generating an ensemble of hourly future climate time series. Climate Dyn 40:1841–1861
Feller W (1967) An introduction to probability theory and its applications, vol II. Wiley, New York, p 626
Forsee WJ, Ahmad S (2011) Estimating urban storm water infrastructure design in response to projected climate change. J Hydrol Eng 16(11):865–873
Gan TY (1998) Hydro-climatic trends and possible climatic warming in the Canadian prairies. Water Resour Res 34(11):3009–3015
Garbrecht J, Van Liew M, Brown GO (2004) Trends in precipitation, streamflow, and evapotranspiration in the Great Plains of the United States. J Hydrol Eng. https://doi.org/10.1061/(ASCE)1084-0699(2004)9:5(360)
Gupta A (2007) Large rivers: geomorphology and management. Wiley, Chichester
Haktanir T, Citakoglu H (2014) Trend, independence, stationarity, and homogeneity tests on maximum rainfall series of standard durations recorded in Turkey. J Hydrol Eng 19(9):05014009
Hamed KH (2009) Enhancing the effectiveness of prewhitening in trend analysis of hydrologic data. J Hydrol 368:143–155
Hamed KH, Rao AR (1998) A modified Mann–Kendall trend test for auto-correlated data. J Hydrol 204:182–196
Hamilton JP, Whitelaw GS, Fenech A (2001) Mean annual temperature and annual precipitation trends at Canadian biosphere reserves. Environ Monit Assess 67:239–275
Han J, Huang G, Zhang H, Li Z, Li Y (2014) Heterogeneous Precipitation and Streamflow Trends in the Xiangxi River Watershed, 1961–2010. J Hydrol Eng 19(6):1247–1258
Hannaford J, Marsh T (2006) An assessment of trends in UK runoff and low flows using a network of undisturbed catchments. Int J Climatol 26(9):1237–1253
Helsel DR, Hirsch RM (1992) Statistical methods in water resources: studies in environmental science 49. Geological Survey Water Resources Division, Reston. Elvesier, New York
Hipel KW, McLeod AI, Weiler RR (1988) Data analysis of water quality time series in Lake Erie. Water Resour Bull 24(3):533–544
Hirsch RM, Slack JR, Smith RA (1982) Techniques of trend analysis for monthly water quality analysis. Water Resource Res 18(1):107–121
Hirsh RM, Slack JR (1984) A nonparametric trend test for seasonal data with serial dependence. Water Resour Res 20(6):727–732
IPCC (2007) Working group II contribution to the intergovernmental panel on climate change fourth assessment report climate change 2007: climate change impacts, adaptation and vulnerability, pp 9–10
IPCC (2014) Climate change: synthesis report. An assessment of intergovernmental panel on climate change. IPCC, Geneva. http://ipcc.ch/index.html
Johnston M (1989). Involving the public. In: Hibberd BG (ed) Urban forestry practice. Forestry Commission Handbook 5. HMSO, pp 26–34
Kalra A, Piechota TC, Davies R, Tootle GA (2008) Changes in U.S. streamflow and western U.S. snowpack. J Hydrol Eng 13:156–163
Karpouzos DK, Kavalieratou S, Babajimopoulos C (2008) Trend analysis in hydro-meteorological data. Technical Report No. 5.4, MEDDMAN, Interreg III B—MEDOCC, Thessaloniki
Kendall MG (1975) Rank correlation methods, 4th edn. Charles Griffin, London
Koenker R (2004) Quantile regression for longitudinal data. Int Multi Anal 92:78–89
Koutsoyiannis D (2003) Climate change, the Hurst phenomenon, and hydrological statistics. Hydrol Sci J 48:3–24
Koutsoyiannis D, Montanari A (2007) Statistical analysis of hydroclimatic time series: uncertainty and insights. Water Resour Res 43(5):W05429. https://doi.org/10.1029/2006WR005592
Krauskopf KB (1968) A tale of ten plutons. Bull Geol Soc Am 79:1–18
Larsen J, Ussing L, Brunø T (2013) Trend-analysis and research direction in construction management literature. ICCREM 2013:73–82
Leopold LB, Langbein WB (1963) Association and indeterminacy in geomorphology. In: The fabric of geology, pp 184–192
Lins HF, Slack JR (1999) Streamflow trends in the United States. Geophys Res Lett 26(2):227–230
Lorenzo-Lacruz J, Vicente-Serrano SM, Lopez-Moreno JI, Moran-Tejeda E, Zabalza J (2012) Recent trends in Iberian streamflows (1945–2005). J Hydrol 414–415:463–475
Luo Y, Liu S, Fu SF, Liu J, Wang G, Ahou G (2008) Trend of precipitation in Beijing River Basin, Guangdong Province, China. Hydrol Process 27:2377–2386
Maass A, Hufschmidt MM, Dorfman R, Thomas HA Jr, Marglin SA, Fair GM (1962) Design of water resources systems. Harvard University Press, Cambridge
Mallakpour I, Villarini G (2016) Investigating the relationship between the frequency of flooding over the central United States and large-scale climate. Adv Water Resour 92:159–171
Mann HB (1945) Non-parametric test against trend. Econometrica 13:245–259
Mann CJ (1970) Randomness in nature. Bull Geol Soc Am 81:95–104
Mastrandrea M et al (2011) The IPCC AR5 guidance note on consistent treatment of uncertainties: a common approach across the working groups. Clim Change 108:675–691
Matalas NC, Sankarasubramanian A (2003) Effect of persistence on trend detection via regression. Water Resour Res 39(12):WR002292
Milly PCD, Betancourt J, Falkenmark M, Hirsch RM, Kundzewicz ZW, Lettenmaier DP, Stouffer RJ (2008) Stationarity is dead: whither water management? Science 319(5863):573–574
Mohorji AM, Şen Z, Almazroui M (2017) Trend analyses revision and global monthly temperature innovative multi-duration analysis. Earth Syst Environ 1:9
Nalley D, Adamowski J, Khalil B, Ozga-Zielinski B (2013) Trend detection in surface temperature in Ontario and Quebec, Canada during 1967–2006 using the discrete wavelet transforms. Atmos Res 132:375–398
Önöz B, Bayazit M (2011) Block bootstrap for Mann–Kendall trend test of serially dependent data. Hydrol Process 26:1–19
Pettitt AN (1979) A non-parametric approach to the change-point problem. Appl Stat 28:126–135
Pielke RA Jr, Landsea CW (1998) Normalized hurricane damages in the United States: 1925–95. Weather Forecast 13:621–631
Popper K (1957) The poverty of historicism. Routledge and Kegan Paul, London
Qaiser K, Ahmad S, Johnson W, Batista J (2011) Evaluating the impact of water conservation on fate of outdoor water use: a study in an arid region. J Environ Manag 98(8):2061–2068
Rivard C, Vigneault H (2009) Trend detection in hydrological series: when series are negatively correlated. Hydrol Process 23(19):2737–2743
Rivard C, Vigneault H, Piggott AR, Larocque M, Anctil F (2009) Groundwater recharge trends in Canada. Can J Earth Sci 46:841–854
Sen PK (1968) Estimates of the regression coefficient based on Kendall’s Tau. J Am Stat Assoc 63:1379–1389
Şen Z (1977) Autorun analysis of hydrologic time series. J Hydrol 36:75–85
Şen Z (1991) Probabilistic modelling of crossing in small samples and application of runs to hydrology. J Hydrol 124(3–4):345–362
Şen Z (2012) Innovative trend analysis methodology. J Hydrol Eng ASCE 17(9):1042–1046
Şen Z (2014) Trend identification simulation and application. J Hydrol Eng ACSE 19(3):635–642
Şen Z (2016) Hydrological trend analysis with innovative and over-whitening procedures. Hydrol Sci J 62(2):294–305
Şen Z (2017a) Innovative trend methodologies in science and engineering. Springer, Heidelberg
Şen Z (2017b) Innovative trend significance test and applications. Theor Appl Climatol 127:939–947
Şen Z (2018) Crossing trend analysis methodology and application for Turkish rainfall records. Theor Appl Climatol 131:285–293
Şen Z (2019) Partial trend identification by change-point successive average methodology (SAM). J Hydrol 571:288–299
Serinaldi F, Kilsby CG, Lombardo F (2018) Untenable non-stationarity: an assessment of the fitness for purpose of trend tests in hydrology. Adv Water Resour 111:132–155
Sonali P, Kumar D (2013) Review of trend detection methods and their application to detect temperature changes in India. J Hydrol 476:212–227
Spearman C (1904) The proof and measurement of association between two things. In: Sharif M, Archer D, Hamid A (eds) Trends in streamflow magnitude and timings in Satluj River Basin. World Environmental and Water Resources Congress 2012, pp 2013–2021
Taylor CH, Loftis JC (1989) Testing for trend in lake and groundwater quality time series. Water Resour Bull 25(4):715–726
Theil H (1950) A rank-invariant method of linear and polynomial regression analysis, 1,2, and 3: Ned. Akad Wentsch Proc 53, 386–392, 521–525, and 1397–1412
Thomas BF, Timothy JV (2002) The applications of size robust trend statistics to global-warming temperature series. J Climate 15:117–123
von Storch H (1995) Misuses of statistical analysis in climate research. In: Storch HV, Navarra A (eds) Analysis of climate variability: applications of statistical techniques. Springer, New York, pp 11–26
Von Storch H, Navarra A (1995) Analysis of climate variability: applications of statistical techniques. Springer, Berlin
Wagesho N, Goel NK, Jain MK (2012) Investigation of non-stationarity in hydro-climatic variables at Rift Valley lakes basin of Ethiopia. J Hydrol 444:113–133
Wang W, Chen Y, Becker S, Liu B (2015) Variance correction prewhitening method for trend detection in autocorrelated data. J Hydrol Eng 20(12):04015033
Wayne AW, Gray HL (1995) Selecting a model for detecting the presence of a trend. J Climate 8:1929–1937
Wilcox RR (2001) Fundamentals of modern statistical methods: Substantially improving power and accuracy. Springer, New York
Yu YS, Zou S, Whittemore D (1993) Non-parametric trend analysis of water quality data of river in Kansas. J Hydrol 150:61–80
Yue S, Pilon PA (2004) Comparison of the power of the t test, Mann-Kendall and bootstrap tests for trend detection. Hydrol Sci J 49:53–57
Yue S, Wang CY (2002) Applicability of prewhitening to eliminate the influence of serial correlation on the Mann–Kendall test. Water Resour Res 38(6):41–47
Yue S, Wang CY (2004) The Mann–Kendall test modified by effective sample size to detect trend in serially correlated hydrological series. Water Resour Manag 18:201–218
Yue S, Pilon P, Phinney B, Cavadias G (2002a) The influence of autocorrelation on the ability to detect trend in hydrological series. Hydrol Processes 16:1807–1829
Yue S, Pilon P, Cavadias G (2002) Power of the Mann–Kendall and Spearman’s rho tests for detecting monotonic trends in hydrological series. J Hydrol 259:254–271
Yue S, Pilon PJ, Phinney B, Cavadias G (2002b) The influence of autocorrelation on the ability to detect trend in hydrological series. Hydrol Process 16:1807–1829
Zhang Q, Wang YP, Pitman AJ, Dai YJ (2011) Limitations of nitrogen and phosphorous on the terrestrial carbon uptake in the 20th century. Geophys Res Lett 38:L22701. https://doi.org/10.1029/2011GL049244
Author information
Authors and Affiliations
Corresponding author
Ethics declarations
Conflict of interest
The authors declare that they have no conflict of interest.
Appendix
Appendix
In the following table, time series with 100 data are given and the regression trend analysis details are given numerically similar to Table 1 in the text. The necassary arithmetic mean values are given in tlast row in bold.
t | v | tv | t2 | t | v | tv | t2 |
---|---|---|---|---|---|---|---|
1 | 16.7008 | 16.7008 | 1 | 51 | 17.0601 | 870.065 | 2601 |
2 | 13.2639 | 26.5278 | 4 | 52 | 15.9999 | 831.995 | 2704 |
3 | 15.2602 | 45.7806 | 9 | 53 | 15.9905 | 847.497 | 2809 |
4 | 13.9909 | 55.9636 | 16 | 54 | 14.4837 | 782.12 | 2916 |
5 | 15.707 | 78.535 | 25 | 55 | 18.1374 | 997.557 | 3025 |
6 | 13.9193 | 83.5158 | 36 | 56 | 15.8536 | 887.802 | 3136 |
7 | 16.1199 | 112.839 | 49 | 57 | 14.7109 | 838.521 | 3249 |
8 | 16.6387 | 133.11 | 64 | 58 | 18.8628 | 1094.04 | 3364 |
9 | 18.6038 | 167.434 | 81 | 59 | 15.7305 | 928.1 | 3481 |
10 | 14.8118 | 148.118 | 100 | 60 | 15.0219 | 901.314 | 3600 |
11 | 10.9433 | 120.376 | 121 | 61 | 15.6325 | 953.583 | 3721 |
12 | 13.5608 | 162.73 | 144 | 62 | 14.5441 | 901.734 | 3844 |
13 | 17.9692 | 233.6 | 169 | 63 | 14.0197 | 883.241 | 3969 |
14 | 13.1357 | 183.9 | 196 | 64 | 21.332 | 1365.25 | 4096 |
15 | 17.2219 | 258.329 | 225 | 65 | 19.611 | 1274.72 | 4225 |
16 | 15.5681 | 249.09 | 256 | 66 | 16.9351 | 1117.72 | 4356 |
17 | 18.2134 | 309.628 | 289 | 67 | 13.8258 | 926.329 | 4489 |
18 | 11.4382 | 205.888 | 324 | 68 | 14.6291 | 994.779 | 4624 |
19 | 14.9846 | 284.707 | 361 | 69 | 16.0269 | 1105.86 | 4761 |
20 | 12.9843 | 259.686 | 400 | 70 | 17.9828 | 1258.8 | 4900 |
21 | 21.236 | 445.956 | 441 | 71 | 13.756 | 976.676 | 5041 |
22 | 17.0904 | 375.989 | 484 | 72 | 11.7803 | 848.182 | 5184 |
23 | 18.2179 | 419.012 | 529 | 73 | 13.5618 | 990.011 | 5329 |
24 | 13.3636 | 320.726 | 576 | 74 | 17.147 | 1268.88 | 5476 |
25 | 14.5628 | 364.07 | 625 | 75 | 17.2827 | 1296.2 | 5625 |
26 | 14.9751 | 389.353 | 676 | 76 | 17.4234 | 1324.18 | 5776 |
27 | 17.7368 | 478.894 | 729 | 77 | 16.2794 | 1253.51 | 5929 |
28 | 15.0043 | 420.12 | 784 | 78 | 16.9274 | 1320.34 | 6084 |
29 | 16.9831 | 492.51 | 841 | 79 | 15.6277 | 1234.59 | 6241 |
30 | 11.4964 | 344.892 | 900 | 80 | 18.324 | 1465.92 | 6400 |
31 | 14.9123 | 462.281 | 961 | 81 | 13.8966 | 1125.62 | 6561 |
32 | 13.9928 | 447.77 | 1024 | 82 | 17.5501 | 1439.11 | 6724 |
33 | 12.5059 | 412.695 | 1089 | 83 | 14.9626 | 1241.9 | 6889 |
34 | 16.6959 | 567.661 | 1156 | 84 | 16.0102 | 1344.86 | 7056 |
35 | 16.264 | 569.24 | 1225 | 85 | 17.8056 | 1513.48 | 7225 |
36 | 15.787 | 568.332 | 1296 | 86 | 18.7982 | 1616.65 | 7396 |
37 | 13.0726 | 483.686 | 1369 | 87 | 14.5047 | 1261.91 | 7569 |
38 | 18.015 | 684.57 | 1444 | 88 | 19.2813 | 1696.75 | 7744 |
39 | 16.4804 | 642.736 | 1521 | 89 | 18.1003 | 1610.93 | 7921 |
40 | 15.2019 | 608.076 | 1600 | 90 | 16.6643 | 1499.79 | 8100 |
41 | 15.8658 | 650.498 | 1681 | 91 | 16.4296 | 1495.09 | 8281 |
42 | 15.316 | 643.272 | 1764 | 92 | 16.4048 | 1509.24 | 8464 |
43 | 12.3596 | 531.463 | 1849 | 93 | 16.2538 | 1511.6 | 8649 |
44 | 15.3087 | 673.583 | 1936 | 94 | 16.9261 | 1591.05 | 8836 |
45 | 14.2373 | 640.679 | 2025 | 95 | 17.0026 | 1615.25 | 9025 |
46 | 13.9616 | 642.234 | 2116 | 96 | 18.5721 | 1782.92 | 9216 |
47 | 13.6272 | 640.478 | 2209 | 97 | 19.994 | 1939.42 | 9409 |
48 | 14.8929 | 714.859 | 2304 | 98 | 17.8938 | 1753.59 | 9604 |
49 | 11.9747 | 586.76 | 2401 | 99 | 16.5606 | 1639.5 | 9801 |
50 | 17.9285 | 896.425 | 2500 | 100 | 18.2504 | 1825.04 | 10,000 |
Means | 25.5 | 15.202 | 385.11 | 858.5 |
The substitution of the mean values into Eqs. (3) and (4) yields the slope of the regression line as 0.022.
Rights and permissions
About this article
Cite this article
Almazroui, M., Şen, Z. Trend Analyses Methodologies in Hydro-meteorological Records. Earth Syst Environ 4, 713–738 (2020). https://doi.org/10.1007/s41748-020-00190-6
Received:
Accepted:
Published:
Issue Date:
DOI: https://doi.org/10.1007/s41748-020-00190-6