2005
DOI: 10.1029/2005gl024476
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Nature's style: Naturally trendy

Abstract: Hydroclimatological time series often exhibit trends. While trend magnitude can be determined with little ambiguity, the corresponding statistical significance, sometimes cited to bolster scientific and political argument, is less certain because significance depends critically on the null hypothesis which in turn reflects subjective notions about what one expects to see. We consider statistical trend tests of hydroclimatological data in the presence of long‐term persistence (LTP). Monte Carlo experiments empl… Show more

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Cited by 336 publications
(334 citation statements)
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“…It is known that there are various robust nonparametric trend estimators (e.g. Helsel and Hirsch, 1992;Moberg and Jones, 2005;Moberg et al, 2006) but the trend magnitude is quite similar, whereas the corresponding statistical significance is less certain (Cohn and Lins, 2005). Special attention is paid to the statistical modelling of the temporal variation of weather events represented as count data (e.g.…”
Section: Methodsmentioning
confidence: 99%
“…It is known that there are various robust nonparametric trend estimators (e.g. Helsel and Hirsch, 1992;Moberg and Jones, 2005;Moberg et al, 2006) but the trend magnitude is quite similar, whereas the corresponding statistical significance is less certain (Cohn and Lins, 2005). Special attention is paid to the statistical modelling of the temporal variation of weather events represented as count data (e.g.…”
Section: Methodsmentioning
confidence: 99%
“…A linear trend in climatological or hydrological records is no more than a hypothesis which can only be falsified (as it almost certainly will be) after the passage of years and possibly decades. This point has been forcefully made by Cohn & Lins (2005), whilst the weakness inherent in much of the current methodology in statistical hydrology applied to timeseries analysis has been emphasized by Koutsoyiannis (2003) and Koutsoyiannis & Montanari (2007a).…”
Section: Trendsmentioning
confidence: 99%
“…From this point of view, the failure to find a significant difference between prediction and observation is an indication of success rather than failure. Indeed the exaggerated importance given to significance-testing is widely deplored by many professional statisticians (Cohn & Lins, 2005); there is also a website (http://www.indiana.edu/∼stigtsts/refs.html) giving examples of their inappropriate use. The limitations of significance testing are also set out very clearly by Cox & Hinkley (1974, p. 81 In hydro-climatological research, the second possibility mentioned in this quotation from Cox & Hinkley appears to be more than "probably rarer in applications", since it is not difficult to find accounts of highly significant multiple regressions whose predictive potential is very low; a recent paper in Physical Review Letters presented a multiple regression equation "with a Pearson correlation coefficient r = 0.66" [corresponding to 43% explained variation] "significant to 99.99%".…”
Section: Exaggerated Importance Of Statistical Tests Particularly Thmentioning
confidence: 99%
“…Before performing these analyses, whether the lag-1 correlation is significantly different from 0 at the 5% level is checked. The presence of autocorrelation can affect the significance of the trend tests (Kulkarni and von Storch, 1995;Yue et al, 2003;Yue and Wang, 2004;Hamed, 2009), resulting in the detection of statistically significant trends even though no trend is present (Cox and Stuart, 1955;Cohn and Lins, 2005). Out of 27 stations, only one has a lag-1 value slightly outside of the 95% confidence intervals.…”
Section: Stationaritymentioning
confidence: 99%