Journal of Hydrology 279 (2003) 144–150

www.elsevier.com/locate/jhydrol

Monotonic trend and step changes in Japanese precipitation

Z.X. Xu*,a,b, K. Takeuchia, H. Ishidairaa
a
Institute of Materials and Environmental Technology, Graduate School of Engineering,
Yamanashi University, Kofu 400-8511, Japan
b
College of Resources and Environment, Beijing Normal University, 100875 Beijing, P.R. China

Received 9 October 2001; accepted 28 April 2003

Abstract
For the purpose of detecting the possible long-term trends of Japanese precipitation, both parametric t-test and nonparametric
Mann – Kendall and Mann –Whitney techniques are applied to the spatially averaged precipitation time series over Japan. The
results indicate that although several step changes occurred in Japanese precipitation, the time series did not exhibit significant
evidence of monotonic trend during the past century. When a step change is present, the number of observations required for
detecting the trend of a given magnitude at a specified significance and power level is investigated with the power function of
the t-test. Results indicate that if the magnitude of the step change reaches one or two times of its standard deviation, the
previous 50-year of record together with 5 years or more of new data will be available for detecting the possible trend. This
conclusion may be helpful for the detection of step changes in the regions where the precipitation has near-normal distributions.
q 2003 Elsevier B.V. All rights reserved.
Keywords: Japan national precipitation; Time series; Trend; Mann–Kendall test; Mann–Whitney test; t-test

1. Introduction surface precipitation continues to show an increase of

Hydrological processes are conventionally
regarded as stationary processes. However, there is
growing evidence of trends and long-term variability,
which may be related to anthropogenic influences and
the natural features of the climate system (Jain and
Lall, 2000). The detection of long-term trends in
hydrological time series has, therefore, received a
great attention worldwide, e.g. from Australia (Frank,
2002) to Canada (Westmacott and Burn, 1997; Gan,
1998; Zhang et al., 2001; Burn and Elnur, 2002).
Studies on climate change demonstrated that the land-
* Corresponding author.
E-mail address: xu@mail.yamanashi.ac.jp (Z.X. Xu).
0022-1694/03/$ - see front matter q 2003 Elsevier B.V. All rights reserved.
doi:10.1016/S0022-1694(03)00178-1
0.5– 1% per decade in much of the northern hemi-
sphere mid- and high latitudes, and annual zonally
averaged precipitation increased by between 7 –12%
for the zones 30– 85 8N and by about 2% between
0– 55 8S over the 20th century (IPCC, 2001).
In Japan, a step change around 1935 and an upward
trend of the annual maximum daily precipitation over
the past 100 years were detected with statistical
significance (Yamamoto and Sakurai, 1999; Iwashima
et al., 2002). By using the weather pattern simulation,
Terakawa et al. (1996) found that the annual
precipitation in Kanto, Chubu, and Seinan inner belt
of Japan showed a downward trend, while annual
precipitation in other regions including Hokkaido and
Tohoku did not show any long-term trend. Recently, a
 Z.X. Xu et al. / Journal of Hydrology 279 (2003) 144–150 145

detection test was made for the possible trend of their parametric counterpart of the t-test will be
precipitation in Southeast Asia and the Pacific over employed.
the last century. The results indicated that the
downward trend dominated most regions, and upward 2.1. Mann –Whitney test
trend distributed somewhere in Japan (Xu et al.,
2001). As for the temporal distribution of the Given the data vector X ¼ ðx1 ; x2 ; …; xn Þ; partition
precipitation trend, it was noted that March and X such that Y ¼ ðx1 ; x2 ; …; xn1 Þ and Z ¼
September show strong upward trend and other 10 ðxn1 þ1 ; xn1 þ2 ; …; xn1 þn2 Þ: The Mann – Whitney test
months exhibited downward trends with the July as statistic is given as
the strongest, May the second, October the third, and X
n1
December the forth (Xu et al., 2002). As the follow-up rðxt Þ 2 n1 ðn1 þ n2 þ 1Þ=2
investigation of the study, the long-term trends of the t¼1
Zc ¼  1=2 ð1Þ
spatially averaged national precipitation in Japan n1 n2 ðn1 þ n2 þ 1Þ=12
during the past century are detected and the result is
represented in this paper. in which rðxt Þ is the rank of the observations. The null
During the past decades, numerous parametric and hypothesis H0 is accepted if 2Z12a=2 # Zc # Z12a=2 ;
nonparametric techniques for the detection of long- where ^Z12a=2 are the 1 2 a=2 quantiles of the
term trends in time series were developed (Lettenma- standard normal distribution corresponding to the
ier, 1976; Hirsch et al., 1991). Several of these given significance level a for the test.
techniques are used in this study. They will be briefly
described in Section 2. It is followed by a description 2.2. Mann –Kendall test
of the precipitation dataset used in this study and the
trend detection results. Section 4 is devoted to the The Mann – Kendall test statistic is given as
discussion on the number of observations required to follows (Burn, 1994; Westmacott and Burn, 1997),
detect trends in hydrological time series. And the 8
> S21
>
> pffiffiffiffiffiffiffiffi ; S . 0
paper ends with a summary of the findings from this >
> varðSÞ
study. <
Zc ¼ 0 S¼0 ð2Þ
>
>
>
> Sþ1
>
: pffiffiffiffiffiffiffiffi ; S , 0
2. Techniques used for trend detection varðSÞ
in which
In the hypothesis testing for long-term trends, two
nX
21 X
n
types of trends are usually considered: one is the
monotonic trend; the other is the step (shift) change S¼ sgnðxk 2 xi Þ ð3Þ
i¼1 k¼iþ1
(Hirsch et al., 1991). In trend test, the null hypothesis
H0 is that there is no trend in the population from where the xk ; xi are the sequential data values, n is the
which the data set X is drawn. Hypothesis H1 is that length of the data set, and sgnðuÞ is equal to 1, 0, 2 1 if
there is a trend in the record. Depending on the u is greater than, equal to, or less than zero,
characteristics of the data being studied, either respectively. The null hypothesis H0 is accepted if
parametric or nonparametric method may be 2Z12a=2 # Zc # Z12a=2 :
employed for trend detection. Nonparametric tests In Mann – Kendall test, another very useful index is
are more robust compared to their parametric the Kendall slope, which is the magnitude of the
counterparts. Speaking on the power of the test, i.e. monotonic trend and is given as
the ability to distinguish between H0 and H1, the

xi 2 xj
Mann – Kendall test for monotonic trends and the b ¼ Median ; ;j , i ð4Þ
i2j
Mann – Whitney’s test for step changes perform well
in comparison to the parametric t-test (Belle and in which 1 , j , i , n: The estimator b is the
Hughes, 1984). In this study, both tests together with median over all combination of record pairs for
146 Z.X. Xu et al. / Journal of Hydrology 279 (2003) 144–150
the whole data set and is thereby resistant to the effect
of extreme values in the observations (Hirsch et al.,
1982). A positive value of b indicates an ‘upward
trend’, i.e. increasing values with time, and a negative
value of b indicates a ‘downward trend’, i.e.
decreasing values with time.
3. Selection and analysis of dataset
The earliest Japanese rain gauge was established in
1872, and then widely distributed in the entire country
around 1900s. For example, 26 rain gauges had been
established in Gunma Prefecture (shown in Fig. 1) in
1910 (Ikeda et al., 2000). In 1950s, many rain gauges
had been further established and used for more than
20 years. From 1970s, the Automated Meteorological
Data Acquisition System (AMeDAS) began to be
investigated and the first device was developed in
1972. With nearly 10 years effort, the AMeDAS
becomes available everywhere and the development
for the entire AMeDAS has been completed in 1979.
Presently more than 1300 AMeDAS rain gauges have
been established and provide real-time meteorological
Fig. 1. Study area showing the rain gauges and several regions mentioned in the Introduction.
data for the water authorities and public in the entire
country.
On the basis of the data from these more than 1300
rain gauges, a subset of 46 main rain gauges with
continuous measurement, shown in Fig. 1, was
selected by Japan Ministry of Land, Infrastructure
and Transport to representatively estimate the
national mean precipitation, and this dataset is widely
used to depict the long-term changes of water
resources in Japan (Japan Ministry of Land, Infra-
structure and Transport, 2001). The dataset was
evaluated qualitatively on the basis of natural
conditions to ensure that only stations with good
quality data were used. The time series inhomogeneity
issues that arose due to the use of different
measurement devices in different periods of time
were addressed in the pre-processing of the dataset by
restoring the instrumental homogeneity of the
measurement. The stations were selected as homo-
geneously distributed over the study area as possible,
as given in Fig. 1. Therefore, this dataset may be
regarded adequate to represent the large-scale pre-
cipitation variations over Japan. The statistics for the
national precipitation time series is given in Table 1.
Fig. 2 shows the plot of the mean annual precipitation.
 Z.X. Xu et al. / Journal of Hydrology 279 (2003) 144–150 147

Table 1 Table 2
Statistics for precipitation time series Partitions of the precipitation time series

Statistics Precipitation No. Time series Length Mean Standard Coeff. of

of record value dev. variation
Mean 1634.44
Variance 24950.40 1 1897–1923 27 1696.22 113.48 0.07
Standard deviation 157.96 2 1924–1940 17 1559.35 123.52 0.08
Coefficient of variation 0.10 3 1941–1972 32 1667.22 138.71 0.08
Coefficient of skewness 20.27 4 1973–1999 27 1581.07 201.86 0.13
Maximum value 1995.00
Minimum value 1170.00
Range 825.00
subdivided time series should exist; the other is that
any one of the two subdivided series has to have
For the visualization purposes, the 10-year moving
enough length of record. According to these
averages (MA) are also given in the graph. Scrutiny of
principles, the national precipitation time series is
the time series in Fig. 2 reveals that precipitation
divided into four sub-series (Table 2).
peaked in the early 1920s and has been declining since
Table 3 presents the t-test result on the assessment
then. Several patterns emerged in annual precipitation
of step changes for the national precipitation, while
with two distinct regimes: a low precipitation regime
Table 4 presents the Mann – Whitney test results.
from 1924 to 1940 and a significantly higher
Obviously, both parametric and nonparametric
precipitation regime from 1941 to 1959. The period
approaches give the same results: significant step
from 1973 to 1997 was one of the driest periods
changes in 1924 and 1941. Thus, although the climate
during the study period. Three years: 1978, 1984, and
background needs to be further investigated, the
1994, were the three driest on record; and 16 years
analysis in this study shows that step changes did
over this 25-year period had below-average
occur in annual national precipitation over Japan
precipitation.
around 1924 and 1941 (Fig. 3).

4.2. The test on monotonic trend

4. Result analysis and discussion
4.1. The test on step trends
In this study, the possible partition points are
identified by visual observation. In this visual
identification, two principles were used. One is that
large difference between the mean values of the two
The results of both t-test and Mann – Kendall test
on monotonic trend for the precipitation time series
are summarized in Table 5. In this table, b is the
Mann – Kendall slope, and b1 is the linear slope
obtained from t-test. The results from both tests
suggest that the null hypothesis H0, i.e. there is no
monotonic trend in the precipitation time series,
could not be rejected. In other words, the long-term

Table 3
t-Test results of step trend for precipitation time series

No. Series Test

n1 n2 Tc H0

1 27 17 3.77 R
2 17 32 2.69 R
Fig. 2. Annual average precipitation over 46 main rain gauges. 3 32 27 1.93 A
*Arithmetic averaging of the gauge data was used to construct the
national precipitation time series. R: reject H0; A: accept H0.
148 Z.X. Xu et al. / Journal of Hydrology 279 (2003) 144–150

Table 4 Table 5
Mann–Whitney test results of step trend for precipitation time Monotonic trend test for precipitation time series
series
t-Test Mann –Kendall test
No. Series Test
b0 b1 Tc H0 b Z0 H0
n1 n2 Zc H0
Precipitation 1677.39 20.826 1.590 A 20.7218 21.271 A
1 27 17 3.24 R
2 17 32 2.50 R
3 32 27 1.49 A
the sample size after the step change may be
expressed as follows
monotonic trend in annual precipitation is weak over
n2 ¼ f ðl; h; Cv ; n1 ; T12a=2;y Þ ð5Þ
time and statistically insignificant. Although the
average annual precipitation over Japan decreased in which l ¼ x 2 =x1 ; h ¼ s22 =s21 ; n1 and n2 are the
by 8.3 mm per decade, or 0.5% per decade, sample sizes before and after a step change, and Cv is
corresponding to a decrease of 5 – 6% per century, the coefficient of variation for the time series. As the
both t-test and the Mann – Kendall test results sample size becomes large, the Student’s distribution
show that this decrease is statistically insignificant. approaches a normal distribution, T12a=2;y will tend to
Thus, it is still too early to conclude about any a constant independent of the degree of freedom n; Eq.
systematic nationwide monotonic trend in precipi- (5) is then further simplified as
tation over Japan, at least using the data of only 46
rain gauges. n2 ¼ f ðl; h; Cv ; n1 Þ ð6Þ

For any given l; h; Cv and n1 ; n2 may be easily

5. Required number of observations to detect step
changes
In hydrological trend detection, another problem
which may receive wide attention is: how many years
of new data will be required to detect possible long-
term trend from present, once trend has or will occur?
As the first step of this study, the t-test will be used to
examine this problem. The purpose is to find the
minimum required sample size in order to detect a
pre-specified step change at a pre-assigned signifi-
cance level. According to t-test (Lettenmaier, 1976),
estimated. Actually, there are only two degrees of
freedom (mean and variance) for normal distribution.
Once any two of the three parameters l; h; Cv are
determined, the other parameter left is also fixed. As
one example of special cases, Fig. 4 shows the
relationship between n1 and n2 for different Cv at
specified values of l ¼ 0:9 and h ¼ 1:0; which means
that the mean of the physical variables decreases by
10% and the variance does not change. Obviously the
required number of observations for detecting the step
change will increase with the increase of Cv value.
When the previous sample size is 50, the required

Fig. 3. Average annual precipitation showing the possible step Fig. 4. Changes of the required numbers of observation with Cv for
trends. l ¼ 0:9 and h ¼ 1:0:
 Z.X. Xu et al. / Journal of Hydrology 279 (2003) 144–150 149

Part of the results presented in Figs. 4 –5 is further

Fig. 5. Changes of the required numbers of observation with l for
h ¼ 1:0 and Cv ¼ 0:2:
number of observations for detecting step change will
be less than five if the Cv of the previous time series is
less than 0.1. Otherwise it would be 23 if the
coefficient of variation increases to 0.2. Large values
of Cv imply greater noise or larger fluctuation for the
time series and the number of observations required
will be thereby large.
Fig. 5 presents the graph among n1 ; n2 ; and l
for specified values of h ¼ 1:0 and Cv ¼ 0:2: With
the decreasing deviation of l values from 1.0, i.e.
the decrease of the step magnitude, the required
number of observations will increase dramatically.
For example, when the mean value after step is
0.85 or 1.15 times of the mean value before step
ðl ¼ 0.85 or 1.15) and the previous length of the
time series is 50 years, the step change will be
easily detected once 8 years of new data is
recorded. Otherwise, more than 20 years of data
will be needed if the change of the step magnitude
becomes smaller and l value is 0.9 or 1.1.
summarized in Table 6. It represents the number of
observations required to detect step change for x 2 ¼
x 1 ^ ks1 with 50 years of record till date ðn1 Þ: For
the Japan national precipitation time series studied in
this paper, parameters l is 0.92 – 1.07, h is 1.19 –2.12,
and Cv is 0.07 –0.13 for the several possible steps
detected. With the combination of these parameters
and above results, it can be seen that once step change
occurs from nowadays once again, on the basis of the
past 50 years of record (i.e. l ¼ 1:1; h ¼ 2:0; and
Cv ¼ 0:1Þ; another approximate 5 years or more
longer of records will be required for detecting this
step change.
It should be pointed out that the conclusions
obtained in this section might only be used for
reference due to the lack of strong mathematic basis
on the assumption of t-test for hydrological time
series being far from normal distribution. These
conclusions need to be further validated for more
skewed precipitation distributions. But these results
could be helpful for the detecting of trends in time
series that have distributions close to normal. For
example, the nationwide annual precipitation time
series over humid regions (i.e. Japan) should have
distributions that are close to normal. Thus, using the
t-test for such time series can be a reasonable
approach and the result obtained in this section
would be significant for this kind of region.
6. Conclusions

Table 6 Several hypothesis test techniques to identify the

Required number of observations when x 2 ¼ x 1 ^ k·s1 long-term trends in time series have been used in this
study. Application of the Mann –Kendall and Mann –
s22 =s21 k
Whitney tests for national precipitation time series
2 1 1/2 2/5 1/3 over Japan showed step changes, but no monotonic
trend in Japanese precipitation. Thus, the downward
0.5 ^2 ^5 ^1 ^ 32 ^ 53 changes in the observed century-long precipitation are
0.6 ^2 ^5 ^ 19 ^ 34 ^ 60 within the range of normal fluctuations and could not
0.8 ^2 ^5 ^ 21 ^ 40 ^ 78
be definitively ascribed to monotonic trend. In other
0.9 ^2 ^5 ^ 22 ^ 43 ^ 92
1.0 ^2 ^5 ^ 23 ^ 47 ^ 113 words, although there is a decreasing tendency in
1.1 ^2 ^5 ^ 24 ^ 51 ^ 145 annual precipitation during the past century, the
1.2 ^2 ^5 ^ 25 ^ 57 ^ 204 decreasing trend is not significant at the 5% level of
1.5 ^2 ^5 ^ 29 ^ 87 / significance.
1.8 ^2 ^5 ^ 35 ^ 179 /
In this investigation, only 46 gauges with century-
2.0 ^2 ^5 ^ 40 / /
long records are used. If all the 1300 rain gauges are
150 Z.X. Xu et al. / Journal of Hydrology 279 (2003) 144–150
averaged in the study area, even the time series
becomes shorter over the past several decades, what
trends will be detected for this new time series? Japan
is an island country with frequent typhoons. If all
the typhoon-related precipitation data are separated
from the present precipitation, what will happen for
the new time series? Although these ideas are beyond
the study represented in this paper, they will be
interested field of research in the on-going
investigation.
Acknowledgements
This study has been supported by the Revolu-
tionary Research Project 2002 (RR2002), Japan
Ministry of Education, Culture, Sports, Science and
Technology (MEXT) under the project "Model
development for prediction of water resources change
due to natural variation and human modification in the
Asian monsoon region". The permission using the
averaged precipitation from the Japan Ministry of
Land, Infrastructure and Transport is appreciated. The
authors would like to thank the editor and two
anonymous reviewers for their constructive comments
and suggestions, which resulted in a significant
improvement of the quality of the paper. The opinions
expressed here are those of the authors and not those
of other individuals or organizations.
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