globalchange  > 气候变化事实与影响
DOI: 10.1175/JCLI-D-15-0032.1
Scopus记录号: 2-s2.0-84957624893
论文题名:
Estimating linear trends: Simple linear regression versus epoch differences
作者: Barnes E.A.; Barnes R.J.
刊名: Journal of Climate
ISSN: 8948755
出版年: 2015
卷: 28, 期:24
起始页码: 9969
结束页码: 9976
语种: 英语
Scopus关键词: Linear regression ; Regression analysis ; Statistical methods ; Time series ; Time series analysis ; Average values ; First order autoregressive ; Linear trends ; Regression estimators ; Simple linear regression ; Statistical techniques ; Time step ; Unbiased estimator ; Estimation ; climate change ; mathematical analysis ; regression analysis ; time series analysis ; trend analysis
英文摘要: Two common approaches for estimating a linear trend are 1) simple linear regression and 2) the epoch difference with possibly unequal epoch lengths. The epoch difference estimator for epochs of length M is defined as the difference between the average value over the last M time steps and the average value over the first M time steps divided by N - M, where N is the length of the time series. Both simple linear regression and the epoch difference are unbiased estimators for the trend; however, it is demonstrated that the variance of the linear regression estimator is always smaller than the variance of the epoch difference estimator for first-order autoregressive [AR(1)] time series with lag-1 autocorrelations less than about 0.85. It is further shown that under most circumstances if the epoch difference estimator is applied, the optimal epoch lengths are equal and approximately one-third the length of the time series. Additional results are given for the optimal epoch length at one end when the epoch length at the other end is constrained. © 2015 American Meteorological Society.
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资源类型: 期刊论文
标识符: http://119.78.100.158/handle/2HF3EXSE/50672
Appears in Collections:气候变化事实与影响

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作者单位: Department of Atmospheric Science, Colorado State University, Fort Collins, CO, United States; Department of Civil, Environmental and Geo-Engineering, University of Minnesota, Minneapolis, MN, United States

Recommended Citation:
Barnes E.A.,Barnes R.J.. Estimating linear trends: Simple linear regression versus epoch differences[J]. Journal of Climate,2015-01-01,28(24)
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