Monthly Weather Review · 1981 · 151 citations · 0 references
Natural SciencesEarth SciencesMeteorologyClimatologyTime Series AnalysisWeather ForecastingChange DetectionChange-point DetectionPrecipitationStationarity AnalysisTime Series ForecastingTime Series ModelingPrecipitation ObservationsRainfall ClimatologyRainfall Time Series AnalysisTime Series Trend AnalysisTime-series Change Detection
Abstract Maronna and Yohai (1978) have introduced a new test for detecting a shift in mean in an independent time series, based on a second correlated series. Unlike other procedures commonly applied to precipitation series, this test is statistically rigorous and provides estimates of the time and amount of change in mean. Application of the test to nineteen 100-year annual precipitation series from the northeast United States indicates that it should be a very valuable toot for testing precipitation series.