Trend tests in time series with missing values: a case study with imputation

Ramos, Maria do Rosário; Cordeiro, Clara

http://hdl.handle.net/10400.2/14718

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Autores

Ramos, Maria do Rosário

Cordeiro, Clara

Resumo(s)

Testing for trend is an important problem, especially when one is dealing with environmental time series. The tests considered here are the usual t-test and the Mann-Kendall test, a nonparametric version widely used because it requires fewer assumptions. The aim is to assess the performance of two trend tests in time series with autocorrelation after an imputation method is applied to estimate the missing observations. The performance of the trend tests will be illustrated for some well-known data sets existing in R software.

Palavras-chave

Trend tests Mann-Kendall Missing values Sieve bootstrap Time series T-test

URI

http://hdl.handle.net/10400.2/14718

Citação

Ramos, M. R., & Cordeiro, C. (2013). Trend tests in time series with missing values: A case study with imputation. AIP Conference Proceedings 1558, 1909 (2013) https://doi.org/10.1063/1.4825905

Editora

AIP Publishing

DOI

10.1063/1.4825905

Coleções

Matemática e Estatística | Comunicações em congressos, conferências e seminários / Communications in congresses, conferences

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