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Statistical Methods for Trend Detection and Analysis in the Environmental Sciences

ISBN: 9780470015438 | 0470015438
Edition: 1st
Format: Hardcover
Publisher: Wiley
Pub. Date: 4/11/2011

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SummaryTable of Contents
Statistical methodology itself has made some significant developments in areas that are highly relevant to the problems faced by environmentalists; thus this book fills a gap in the market in which there is currently a lot of interest. Split into two parts, part 1 - Theory and methods - introduces the basis for and scope of the book, and covers amongst others the chief topics of exploratory analysis, non-parametric estimation and testing, and parametric modeling. Part 2 - Case Studies - introduces a number of co-authors, specialists in their ow... MORE
Prefacep. xi
Contributing authorsp. xiii
Methodologyp. 1
Introductionp. 3
What is a trend?p. 4
Why analyse trends?p. 5
Some simple examplesp. 6
Dutch wind speedsp. 6
North Sea haddock stocksp. 8
Alkalinity in the Round Loch of Glenheadp. 10
Atmospheric ozone in eastern Engla... MOREp. 12
Considerations and difficultiesp. 14
Autocorrelationp. 14
Effect of other variablesp. 15
Lack of designed experimentsp. 15
Consideration of auxiliary informationp. 16
The necessity of extrapolationp. 17
Scope of the bookp. 19
Further readingp. 20
Referencesp. 21
Exploratory analysisp. 25
Data visualisationp. 25
Time series plotsp. 26
Boxplotsp. 28
The autocorrelation functionp. 30
Irregularly spaced data - the variogramp. 35
Relationships between variablesp. 38
Simple smoothingp. 41
Moving averagesp. 41
Local polynomial fittingp. 42
Further considerationsp. 43
Linear filtersp. 45
Frequency considerationsp. 46
The convolution theorem and filter designp. 48
Dealing with end effectsp. 50
Other applicationsp. 51
Classical test proceduresp. 54
Concluding commentsp. 57
Referencesp. 58
Parametric modelling - deterministic trendsp. 61
The linear trendp. 63
Checking the model assumptionsp. 65
Choosing the time indexp. 69
An overview of least squaresp. 70
Extrapolationp. 74
Influential observationsp. 76
Other methods of model fittingp. 79
Multiple regression techniquesp. 82
Representing seasonality in regression modelsp. 83
Interactionsp. 86
Model building and selectionp. 87
Violations of assumptionsp. 94
Dealing with heteroscedasticityp. 94
Dealing with non-normalityp. 96
Dealing with autocorrelationp. 97
Nonlinear trendsp. 105
Nonlinear least squaresp. 105
Cyclesp. 106
Changepoints and interventionsp. 108
Generalised linear modelsp. 111
Parameter estimationp. 113
Model comparisonp. 115
Model checkingp. 116
Prediction with GLMsp. 117
Extensions and refinementsp. 118
Inference with small samplesp. 120
Referencesp. 122
Nonparametric trend estimationp. 127
An introduction to nonparametric regressionp. 127
Linear smoothingp. 128
Local linear regressionp. 129
Spline smoothingp. 130
Choice of smoothing parameterp. 131
Variance estimatorsp. 135
Standard errors for the regression functionp. 135
Testing for consistency with parametric modelsp. 136
Multiple covariatesp. 140
Additive, semiparametric and bivariate modelsp. 140
The backfitting algorithmp. 142
Inference for additive modelsp. 144
Handling autocorrelationp. 148
Other nonparametric estimation techniquesp. 151
Lowess smoothingp. 151
Waveletsp. 154
Varying coefficient modelsp. 160
Discontinuity detectionp. 161
Quantile regressionp. 162
Parametric or nonparametric?p. 166
Referencesp. 167
Stochastic trendsp. 171
Stationary time series models and their propertiesp. 171
Autoregressive processesp. 171
Moving average processesp. 174
Mixed ARMA processesp. 174
Model identificationp. 175
Parameter estimationp. 177
Model checkingp. 182
Forecastingp. 186
The backshift operatorp. 190
Trend removal via differencingp. 193
ARIMA modelsp. 194
Spurious regressionsp. 199
Long memory modelsp. 201
Models for irregularly spaced seriesp. 205
State space and structural modelsp. 207
Simple structural time series modelsp. 207
The state space representationp. 209
The Kalman filterp. 213
Parameter estimationp. 217
Connection with nonparametric smoothingp. 219
Nonlinear modelsp. 228
Referencesp. 231
Other issuesp. 235
Multisite datap. 235
Visualisationp. 236
Modellingp. 239
Multivariate seriesp. 241
Dimension reductionp. 241
Multivariate modelsp. 244
Point process datap. 245
Poisson processesp. 246
Other point process modelsp. 249
Marked point processesp. 250
Trends in extremesp. 250
Approaches based on block maximap. 251
Approaches based on threshold exceedancesp. 253
Modern developmentsp. 256
Censored datap. 257
Referencesp. 260
Case Studiesp. 265
Additive models for sulphur dioxide pollution in Europep. 267
Introductionp. 267
Additive models with correlated errorsp. 269
An introduction to additive modelsp. 269
Smoothing techniquesp. 270
Smoothing correlated datap. 272
Fitting additive modelsp. 273
Comparing nonparametric modelsp. 276
Models for the SO2 datap. 277
Conclusionsp. 281
Acknowledgementp. 282
Referencesp. 282
Rainfall trends in southwest Western Australiap. 283
Motivationp. 283
The study regionp. 285
Data used in the studyp. 285
Modelling methodologyp. 289
Generalised linear models for daily rainfallp. 289
Temporal and spatial dependencep. 290
Covariates consideredp. 291
Modelling strategyp. 292
Resultsp. 293
Diagnosticsp. 294
Trends in wet-day precipitation amountsp. 295
Trends in precipitation occurrencep. 296
Combined trends in occurrence and amountsp. 302
Summary and conclusionsp. 303
Referencesp. 304
Estimation of common trends for trophic index seriesp. 307
Introductionp. 307
Data explorationp. 311
Common trends and additive modellingp. 314
Adding autocorrelation to the additive modelp. 316
Combining the data from the eight stationsp. 319
Doing it all within a parametric modelp. 323
Dynamic factor analysis to estimate common trendsp. 324
The underlying modelp. 324
Discussionp. 328
Acknowledgementp. 329
Referencesp. 329
A space-time study on forest healthp. 333
Forest health: survey and datap. 333
Regression models for longitudinal data with ordinal responsesp. 336
Spatiotemporal modelsp. 340
Penalised splinesp. 341
Interaction surfacesp. 343
Spatial trendsp. 344
Inference in spatiotemporal modelsp. 346
Spatiotemporal modelling and analysis of forest health datap. 348
Acknowledgementsp. 357
Referencesp. 357
Indexp. 359
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