Applicability of prewhitening to eliminate the influence of serial correlation on the Mann‐Kendall test

By S. Yue, C. Y. Wang. 2002

797 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/141b5ba029816b95587dda9b4a39461f7a73e67c

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In Global and Planetary Change

Citations in the corpus

Temporal-Spatial Variation of Drought Indicated by SPI and SPEI in Ningxia Hui Autonomous Region, China (2015, methodology): “Since the SPI and SPEI at the 3- and 12-month scales are strongly autocorrelated by definition, the M–K test with the trend-free pre-whitening performed by R package “zyp” [83] was applied in these temporal data series.”
Re-evaluation of the Power of the Mann-Kendall Test for Detecting Monotonic Trends in Hydrometeorological Time Series (2020, methodology): “…of the null hypothesis of no trend (Cox and Stuart, 1955), which has long been discussed and welldocumented (Kulkarni and Von Storch, 1995; Von Storch and Navarra, 1995; Hamed and Ramachandra Rao, 1998; Yue and Wang, 2002; Yue et al., 2002a, 2003; Bayazit and Önöz, 2007; Bayazit, 2015).”
Comment on “Applicability of prewhitening to eliminate the influence of serial correlation on the Mann‐Kendall test” by Sheng Yue and Chun Yuan Wang (2004, neutral): “[1] Simulation experiments of Yue and Wang [2002] show that the existence of positive serial correlation significantly increases the probability of rejecting the null hypothesis of no trend while it is actually true, no matter what the sample size is.”
Analyzing trend and forecasting of rainfall changes in India using non-parametrical and machine learning approaches (2020, methodology): “To perform this test, it is essential to evaluate the presence of serial correlation within the data series 85 .”
To prewhiten or not to prewhiten in trend analysis? (2007, methodology): “…is fundamentally wrong” because “… the existence of a trend in a time series will produce a spurious serial correlation when there is no serial correlation, and the presence of trend will increase the estimate of positive serial correlation when the serial correlation exists…” (Yue & Wang, 2004c).”
pyMannKendall: a python package for non parametric Mann Kendall family of trend tests (2019, methodology): “This test was suggested by Yue & Wang (2002) to use Pre-Whitening the time series before the application of trend test.”
An improved version of innovative trend analyses (2018, background): “However, the process is found controversial by different researchers due to removal of some portion of the trend (Yue et al. 2002; Yue and Wang 2002; Bayazit and Önöz 2007).”
Is southwestern China experiencing more frequent precipitation extremes? (2014, methodology): “Therefore, a modified pre-whitening method, namely trend free pre-whitening (MK-TFPW), was applied to our dataset in order to eliminate the effect of serial correlation (Yue and Wang 2002).”
The importance of prewhitening in change point analysis under persistence (2016, background): “soyiannis 2003; Yue and Wang 2004c; Hamed 2008b, 2009) and prewhitening procedures (e.g., Katz 1988; Kulkarni and von Storch 1995; von Storch 1999; Yue et al. 2002b; Yue and Wang 2002; Bayazit and Önöz 2007; Hamed 2009).”