2015
DOI: 10.1002/env.2356
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Estimating trend from seasonal data: is daily, monthly or annual data best?

Abstract: We consider a model for time series whose mean has a component that is linear in time with slope b plus seasonal sinusoidal components. Suppose we have N years of observations and J observations per year. We answer the question: what is the loss in efficiency of estimating b if the J observations are grouped into weekly means, monthly means, annual means, and so on? We give answers for the cases of a single sinusoidal component and q sinusoidal components. We derive tests of hypotheses, confidence intervals, a… Show more

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Cited by 7 publications
(5 citation statements)
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“…The linear trend of wind speed at the annual and monthly time scales is also addressed. The assessment of annual mean values for the estimation of linear slope for a seasonal series is supported by Withers and Nadarajah (2015), where the authors suggest the use of annual mean values if data with duration equal to or longer than 5 years are available. The linear trend provides a quantification of the tendency of the mean intensity of wind fields in the examined time horizon.…”
Section: Variability Measures and Association Of Wind Speed And Direcmentioning
confidence: 99%
“…The linear trend of wind speed at the annual and monthly time scales is also addressed. The assessment of annual mean values for the estimation of linear slope for a seasonal series is supported by Withers and Nadarajah (2015), where the authors suggest the use of annual mean values if data with duration equal to or longer than 5 years are available. The linear trend provides a quantification of the tendency of the mean intensity of wind fields in the examined time horizon.…”
Section: Variability Measures and Association Of Wind Speed And Direcmentioning
confidence: 99%
“…Among these we model the annual cyclical patterns of the seasons as β30.3emsinfalse(2πjfalse/365false)+β40.3emcosfalse(2πjfalse/365false)2.56804pt.$$ {\beta}_3\kern0.3em \sin \left(2\pi j/365\right)+{\beta}_4\kern0.3em \cos \left(2\pi j/365\right). $$ Similar sinusoidal models for climate data are also employed in Withers and Nadarajah (2015).…”
Section: Data Analysis For Temperatures In Selected Us Citiesmentioning
confidence: 99%
“…Therefore, the general practice is averaging daily or weekly GNSS time series to monthly to keep consistent with the monthly gravity field [ 8 , 9 , 10 ]. In fact, the reduction of temporal resolution would affect the signal extraction and its accuracy [ 11 ]. To increase the temporal resolution, various groups have developed 10-day and weekly interval gravity models.…”
Section: Introductionmentioning
confidence: 99%