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Robustness Assessment of the RSD t‐Test for Detecting Trend Turning in a Time Series

机译:RSD T检测检测趋势转向时间序列的鲁棒性评估

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Trend turning (or trend change) is a type of structural change that is common in climate data, and methods for detecting it in time series with multiple turning‐points need to be developed. A recently developed method for this, the running slope difference (RSD) t‐test, examines trend differences in sub‐series of the sample time series to identify the trend turning‐points. In this paper, we use Monte Carlo simulation to evaluate this method's detection ability. Evaluation results show the method to be an effective tool for detecting trend turning time series and identify three major advantages of the RSD t‐test: ability to detect multiple turning‐points, capacity to detect all three types of trend turning, and great performance of reducing false alarm rate.
机译:趋势转弯(或趋势变化)是一种结构变化,在气候数据中常见,并且需要开发具有多个转折点的时间序列中的检测方法。最近开发的方法,运行斜率差(RSD)T检验,检查采样时间序列的子系列趋势差异,以识别趋势转折点。在本文中,我们使用Monte Carlo仿真来评估该方法的检测能力。评估结果表明,该方法是检测趋势转向时间序列的有效工具,并确定RSD T检测的三大优势:检测多个转折点的能力,检测所有三种类型的趋势转向,以及卓越的性能减少误报率。

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