Intervention analysis in environmental engineering

Abstract

Intervention analysis techniques are described for identifying and statistically modelling trends which may be present in water quality time series. At the exploratory data analysis stage, simple graphical and modelling methods can be employed for visually detecting and examining trends in a time series caused by one or more external interventions. For instance, a plot of a robust locally weighted regression smooth through a graph of the observations over time may reveal trends and other interesting statistical properties contained in the time series. In addition, statistical tests, such as different versions of the nonparametric Mann-Kendall test, can be used to detect the presence of trends caused by unknown or known external interventions. To characterize rigorously and estimate trends which may be known in advance or else detected using exploratory data analysis studies, different parametric methods can be utilized at the confirmatory data analysis stage. Specifically, the time series modelling approach to intervention analysis can be employed to estimate the magnitudes of the changes in the mean level of the series due to the interventions. Particular types of regression models can also be used for estimating trends, especially when there are many missing observations. To demonstrate how intervention analysis methods can be effectively used in environmental impact assessment, representative applications to water quality time series are presented.