A novel method to test for significant trends in extreme values in serially dependent time series

Franzke, C.. 2013 A novel method to test for significant trends in extreme values in serially dependent time series. Geophysical Research Letters, 40 (7). 1391-1395. https://doi.org/10.1002/grl.50301

Before downloading, please read NORA policies.

Preview

Text (An edited version of this paper was published by AGU. Copyright American Geophysical Union.) grl50301.pdf - Published Version Download (786kB) | Preview

Abstract/Summary

We propose a novel method to investigate the statistical significance of trends of extreme values in serially correlated time series based on quantile regression and surrogate data. This method has the advantage over traditional extreme value methods that it takes into account all data points from the time series. We test this method on a temperature time series from the Antarctic Peninsula (Faraday/Vernadsky station), which is highly non-Gaussian and serially correlated. We find evidence for a significant upward nonlinear trend in the extreme cold temperatures (95th percentile) and that most of the observed warming at Faraday/Vernadsky is due to a reduction in cold extremes. Quantile regression can also be used for multivariate regression with external factors. This multivariate regression analysis suggests that CO 2 emissions play a large role in the observed trend at Faraday/Vernadsky while also the ozone hole and solar fluctuations play some role.

Item Type:	Publication - Article
Digital Object Identifier (DOI):	https://doi.org/10.1002/grl.50301
Programmes:	BAS Programmes > Polar Science for Planet Earth (2009 - ) > Environmental Change and Evolution
ISSN:	00948276
Additional Keywords:	extremes, quantile regression, significance test
NORA Subject Terms:	Mathematics
Date made live:	22 May 2013 10:10 +0 (UTC)
URI:	https://nora.nerc.ac.uk/id/eprint/502028

Actions (login required)

View Item

Document Downloads

More statistics for this item...