Articles | Volume 12, issue 2
Nonlin. Processes Geophys., 12, 201–210, 2005
https://doi.org/10.5194/npg-12-201-2005

Special issue: Nonlinear analysis of multivariate geoscientific data - advanced...

Nonlin. Processes Geophys., 12, 201–210, 2005
https://doi.org/10.5194/npg-12-201-2005

  08 Feb 2005

08 Feb 2005

Trend assessment: applications for hydrology and climate research

M. Kallache, H. W. Rust, and J. Kropp M. Kallache et al.
  • Potsdam Institute for Climate Impact Research, P.O. Box 60 12 03, 14412 Potsdam, Germany

Abstract. The assessment of trends in climatology and hydrology still is a matter of debate. Capturing typical properties of time series, like trends, is highly relevant for the discussion of potential impacts of global warming or flood occurrences. It provides indicators for the separation of anthropogenic signals and natural forcing factors by distinguishing between deterministic trends and stochastic variability. In this contribution river run-off data from gauges in Southern Germany are analysed regarding their trend behaviour by combining a deterministic trend component and a stochastic model part in a semi-parametric approach. In this way the trade-off between trend and autocorrelation structure can be considered explicitly. A test for a significant trend is introduced via three steps: First, a stochastic fractional ARIMA model, which is able to reproduce short-term as well as long-term correlations, is fitted to the empirical data. In a second step, wavelet analysis is used to separate the variability of small and large time-scales assuming that the trend component is part of the latter. Finally, a comparison of the overall variability to that restricted to small scales results in a test for a trend. The extraction of the large-scale behaviour by wavelet analysis provides a clue concerning the shape of the trend.