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On the basis of the mean air temperature, precipitation, sunshine duration and pan evaporation at 23 meteorological stations in the headwater catchment of the Yellow River basin from 1960 to 2001, the long-term monotonic trend and abrupt changes for major climate variables have been investigated. The plausible monotonic trend of annual climatic time series are detected using a non-parametric method. The abrupt changes have been investigated in terms of a 5 year moving averaged annual series, using the moving t-test (MTT) method, Yamamoto method and Mann-Kendall method. The results showed that the annual air temperature has increased by 0.80°C in the headwater catchment of the Yellow River basin during the past 42 years. One obvious cold period and one warm period were detected. The warmest centre was located in the northern part of the basin. The long-term trend for annual precipitation was not significant during the same period, but a dry tendency was detected. According to the Kendall slope values, the declining centre for annual precipitation was located in the eastern part and the centre of the study area. The long-term monotonic trend for annual sunshine duration and pan evaporation were negative. The average Kendall slopes are −29.96 h/10 yr and −39.63 mm/10 yr, respectively. The tests for abrupt changes using MTT and Yamamoto methods show similar results. Abrupt changes occurred in the mid 1980s for temperature, in the late 1980s for precipitation and in the early 1980s for sunshine duration and pan evaporation. It can be seen that the abrupt changes really happened in the 1980s for the climate variables. Different results are shown using the Mann-Kendall method. Both the abrupt changes of temperature and precipitation took place in the early 1990s, and that of pan evaporation occurred in the 1960s. The only abrupt change in sunshine duration happened during the similar period (in the 1980s) with the results detected by the MTT and Yamamoto methods. The abrupt changes which occurred in the 1990s and 1960s are not detectable using the MTT and Yamamoto methods because of the data limitation. However, the results tested by the MTT and Yamamoto methods exhibited great consistency. Some of the reasons may be due to the similar principles for these two methods. Different methods testing the abrupt climatic changes have their own merits and limitations and should be compared based on their own assumption and applicable conditions when they are used.