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Homogeneity tests on daily rainfall series in peninsular Malaysia

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 Int. J. Contemp. Math. Sciences, Vol. 7, 2012, no. 1, 9 - 22

Homogeneity Tests on Daily Rainfall Series

in Peninsular Malaysia

Ho Ming Kang1 and Fadhilah Yusof 2

1,2
Department of Mathematics, Faculty of Science
Universiti Teknologi Malaysia, 81310 Skudai, Johor, Malaysia
1
e-mail: ryanho1025@gmail.com

Abstract. Homogeneity test was performed on the daily rainfall series of stations in
Damansara, Johor and Kelantan. Four methods namely standard normal homogeneity
test (SNHT), Buishand range test, Pettitt test, and von Neumann ratio tests were
chosen to detect the inhomogeneity of the daily rainfall data with at most 10%
missing values. To evaluate the performance of the methods used, three different
variables were used, which are annual mean, annual maximum and annual median.
The results showed that all stations in those three areas are homogeneous and
considered as “useful” when annual mean and annual maximum rainfall are used as
testing variables. When annual median was used as testing variable, 12.12% of the
stations are inhomogeneous and considered as “doubtful” meanwhile 84.84% are
homogeneous and considered as “useful”.

Keywords: Homogeneity tests; standard normal homogeneity tests; Buishand range

test, Pettitt test; von Neumann ratio test; daily rainfall series.

1 Introduction

Homogeneity is an important issue to detect the variability of the data. In general

when the data is homogeneous, it means that the measurements of the data are taken
at a time with the same instruments and environments. However, it is a hard task
10 Ho Ming Kang and Fadhilah Yusof

when dealing with rainfall data because it is always caused by changes in

measurement techniques and observational procedures, environment characteristics
and structures, and location of stations.
There are various methods in detecting inhomogeneity. Demiet al. (2007)
proposed a bivariate test to detect inhomogeneities within the Australian record of
Class A pan evaporation. This method purposely used to detect a single systematic
change in mean in an independent time series. This test is similar with standard
normal homogeneity test (SNHT) proposed. Wang et al. (2006) proposed a penalized
maximal t test (PMT) to detect the undocumented mean shifts in climate data series.
It takes account the position of each station change-point to reduce the effect of
unequal sample sizes. They compared the performance with SNHT and found that
PMT is powerful in detecting all the change-points that are not too close with the end
of series. However, this test is weak in detecting the change-points that are near to the
end of series. Costa et al. (2006) also proposed a technique which used the residuals
from a Seemingly unrelated regression equation (SUR) model. Meanwhile Seleshi
and Camberlin (2006) used multiple analysis of series for homogenization (MASH)
technique in Ethiopia.
Wijngaad et al. (2003) employed four homogeneity tests, named SNHT, Buishand
range (BR) test, Pettitt test and von Neumann ratio (VNR) test to the European
Climate. The results are categorized into three classes, which are useful, doubtful and
suspect according to the number of tests rejecting the null hypothesis. Three testing
variables were used, each consists of annual values. For temperature, the two testing
variables are annual mean of diurnal temperature range and annual mean of the
absolute day-to-day differences. Meanwhile for precipitation, the annual number of
wet days (threshold 1mm) is employed.
Many countries have used the same homogeneities tests to detect the
inhomogeneities of data. Stepanek et al. (2009) used SNHT, bivariate test and
Easterling and Peterson test to detect inhomogeneities of air temperature and
precipitation series of Czech Republic. Meanwhile, Gonzalez-Rouco et al. (2001)
used SNHT to evaluate the homogeneity of precipitation series in Iberian Peninsula,
southern France and northern Africa.
In Malaysia, homogeneity tests become an important procedure in analyzing the
rainfall series. However, most of the studies used the methods proposed by Wijngaard
et al. (2003) to check the homogeneity of the data. Deni et al. (2008) used the
methods to check the homogeneity of wet days in each rain gauge station in
Peninsular Malaysia. While Suhaila et al. (2008) employed the methods as in
Homogeneity tests on daily rainfall series 11

Wijngaard et al. (2003) to test the daily rainfall series of Peninsular Malaysia from
1975 to 2004.

This study adopted the method of Wijngaard et al. (2003) to access the
homogeneity series in Damansara, Johor and Kelantan rainfall series, and the testing
variables proposed are annual mean, annual maximum and annual median. This is
because the daily rainfall series used in this study consisted of missing values. In
order to evaluate the effects to homogeneity, stations with at most 10% missing were
selected. Besides, absolute tests are used because the stations are randomly
distributed with different rainfall patterns and geographical location. The relative
tests, on the other hand, are not encouraged because of absence of high positive
correlation among stations investigated.

2 Data and Methodology

Daily rainfall data from 33 stations are obtained from JPS for stations in
Damansara (1998-2007), Johor (1996-2005) and Kelantan (1998-2007). Table 1
showed the 33 stations with their geographical coordinates and with the percentage of
missingness. These three areas are selected since there are at three different stations
and have different rainfall patterns.
Kelantan is located in the eastern part of Peninsular Malaysia with annual mean
rainfall from 2,032mm to 2,540mm. Northeast monsoon is the main factor that
contributes to high rainfall to Kelantan that occurs from November to January.
Annual average rainfall for Johor is ranges from 2,030 mm to 3,050 mm. North-
east monsoon brings heavy rainfall in December and January, especially Kota Tinggi
and Johor Bahru. However, the western Johor receives Southwest monsoon from
May until September whereby within this period, the area will receive thunderstorms,
heavy rains and strong gusting winds that caused the heavy rainfall.

Transition of southwest and southeast monsoon is known as inter-monsoon period.

The wind in this inter-monsoon period exceeds 10 knots and the direction is also
variable. Damansara is a state that experienced on inter-monsoon period in which the
heavy rainfall usually occurs in April and October.
12 Ho Ming Kang and Fadhilah Yusof

Table 1: The geographical coordinates of the stations with missing values in

Damansara, Johor and Kelantan.
Station Name of Station Latitude Longitude % of Missing
Values
Damansara
1. Sek.Men Sri Aman 3.1032 101.6294 6.763%
2. Sek Men Keb Taman Sea 3.1106 101.6174 2.820%
3. Sek Ren China Yuk Chai 3.1151 101.6077 6.846%
4. Sek Ren Dsara Utama 3.1490 101.6244 8.708%
5. Tropicana Golf 3.1369 101.5921 5.969%
6. Masjid Sg Penchala 3.1627 101.6275 8.324%
7. Sek Men Dsara Jaya 3.1303 101.6179 9.310%
8. Bkt Kiara Golf Resort 3.1338 101.6398 5.586%
Johor
9. Ldg. Sg. Pelentong 1.5347 103.8444 3.422%
10. Ldg. Sg. Tiram 1.5875 103.9181 1.697%
11. Ldg. Lim Lim Bhd. 1.5333 103.9917 2.518%
12. Ldg. Telok Sengat 1.5681 104.0833 2.491%
13. Sek. Men. Bkt. Besar 1.7639 103.7194 4.380%
14. Ldg. Getah Malaya 1.7027 103.8861 0.849%
15. Felda Bkt. Wah Ha/Aping 1.7694 104.0306 5.010%
Selatan
16. Stesen Tele. Ulu Remis 1.8458 103.4750 1.998%
17. Ldg. Rengam 1.8889 103.4157 5.913%
18. Ldg. Pekan Layang Layang 1.8556 103.5875 0.000%
19. Rancangan Ulu Sebol 1.8750 103.6375 5.064%
20. Ldg. Getah See Sun 1.9028 103.3972 6.762%
21. Ldg. Lambak 1.9681 103.3264 9.225%
Kelantan
22. Brook 4.6764 101.4844 3.505%
23. Blau 4.7667 101.7569 1.205%
24. Gunung Gagau 4.7569 102.6556 5.367%
25. Hau 4.8167 101.5333 7.284%
26. Gua Musang 4.8847 101.9694 1.889%
27. Chabai 5.0000 101.5792 5.887%
28. Kg. Aring 4.9375 102.3528 3.395%
29. Gemala 5.0986 101.7625 0.575%
30. Balai Polis Bertam 5.1458 102.0486 6.681%
31. Dabong 5.3778 102.0153 7.667%
32. Kg. Laloh 5.3083 102.2750 9.611%
33. Ulu Sekor 5.5639 102.0083 3.724%
Homogeneity tests on daily rainfall series 13

3 Statistical Methods

Four homogeneity tests are used to test the homogeneity of the rainfall data.
Standard normal homogeneity test (SNHT), Buishand range (BR) test, Pettitt test, and
von Neumann ratio (VNR) test are selected. Under null hypothesis, the annual values
Yi of the testing variables Y are independent and identically distributed and the series
are considered as homogeneous. Meanwhile under alternative hypothesis, SNHT, BR
test and Pettitt test assume the series consisted of break in the mean and considered as
inhomogeneous. These three tests are capable to detect the year where break occurs.
Meanwhile VNR test is not able to give information on the year break because the
test assumes the series is not randomly distributed under alternative hypothesis.
There are some differences between SNHT, BR test and Pettitt test. SNHT is
sensitive in detecting the breaks near the beginning and the end of the series. BR test
and Pettitt test are easier to identify the break in the middle of the series. Besides, the
SNHT and BR test assumed Yi is normally distributed, whereas Pettitt test does not
need this assumption because it is a non-parametric rank test.
For our daily rainfall series, we have considered three testing variables, which are
annual mean, annual maximum values and annual median. Given Yi (i is the year
from 1 to n) is the testing variable with Y is the mean and s is the standard deviation.

3.1 Standard Normal Homogeneity Test

A statistic T(y) is used to compare the mean of the first y years with the last of (n-
y) years and can be written as below:
T y = y z1 + (n − y ) z 2 , y = 1,2,...., n (1)

where
1 n (Yi − Y ) 1 n
(Yi − Y )
z1 = ∑ s
y i =1
and z 2 = ∑
n − y i = y +1 s
(2)

The year y consisted of break if value of T is maximum. To reject null hypothesis, the
test statistic,
T0 = max T y (3)
1≤ y ≤ n

is greater than the critical value, which depends on the sample size.
14 Ho Ming Kang and Fadhilah Yusof

3.2 Buishand Range Test

The adjusted partial sum is defined as:

y
S 0* = 0 and S *y = ∑ (Yi − Y ), y = 1,2,..., n (4)
i =1

When the series is homogeneous, then the value of S *y will rise and fall around zero.
The year y has break when S *y has reached a maximum (negative shift) or minimum
(positive shift). Rescaled adjusted range, R is obtained by

(max S *y − min S *y )
0≤ y ≤ n 0≤ y ≤ n
R= (5)
s

The R is then compared with the critical values given by Buishand (1982).
n

3.3 Pettitt Test

This test is based on the rank, ri of the Yi and ignores the normality of the series.
y
X y = 2∑ ri − y (n + 1), y = 1,2,..., n (6)
i =1

The break occurs in year k when

X k = max X y (7)
1≤ y ≤ n

The value is then compared with the critical value by Pettitt (1979).
3.4 Von Neumann Ratio Test

It is a test that used the ratio of mean square successive (year to year) difference
to the variance. The test statistic is shown as follows:
n −1 2

∑ (Y − Yi i +1 )
N= i =1
n
(8)
∑ (Yi − Y ) 2
i =1
Homogeneity tests on daily rainfall series 15

When the sample or series is homogeneous, then the expected value E(N) = 2. When
the sample has a break, then the value of N must be lower than 2, otherwise we can
imply that the sample has rapid variation in the mean.

4 Assessment of Results

The test results are classified as follows as in Wijngaard et al. (2003).

a) Class A: Useful
The series that rejects one or none null hypothesis under the four tests at 5%
significance level are considered. Under this class, the series is grouped as
homogeneous and can be used for further analysis.

b) Class B: Doubtful
The series that reject two null hypotheses of the four tests at 5% significance level is
placed in this class. In this class, the series have the inhomogeneous signal and should
be critically inspected before further analysis.

c) Class C: Suspect
When there are three or all tests are rejecting the null hypothesis at 5% significance
level, then the series is classified into this category. In this category, the series can be
deleted or ignored before further analysis.

In this study, for the stations that are classified into “suspect’ will be exclude and
with no corrections.

5 Results and Discussion

Annual mean, maximum and median of each rainfall station are tested by the four
homogeneity tests. Critical values taken from Wijngaard et al. (2003) for SNHT, BR
test, Pettitt test and VNR test are 6.95, 1.43, 57 and 1.30 respectively.
Table 2 shows the results of the homogeneity tests for annual mean, annual
maximum and annual median in Station 14. Based on the results, Station 14 is
homogeneous since the null hypothesis for the SNHT, BR test and Pettitt test are not
rejected at 5% level of significance. Although the null hypothesis is rejected in VNR
test, Station 14 can still be considered as “useful” and can be used for further analysis.
16 Ho Ming Kang and Fadhilah Yusof

All the stations in Damansara, Johor and Kelantan are homogeneous when annual
mean and annual maximum are used for all the homogeneity tests. However when
dealing with annual median, 28 stations (84.84%) are homogeneous, 4 stations
(12.12%) are inhomogeneous, and 1 station is considered as “suspect”. The “suspect”
station is found because the annual median obtained in the rainfall series are equal to
0, therefore no results gained from the four homogeneity tests.

Table 2: Comparing the results of homogeneity tests for different testing variables

Station 14 SNHT BR test Pettitt test VNR test

Annual Mean 4.4502 1.0132 21 2.0605
Annual 3.1609 0.8926 19 2.6442
Maximum
Annual 1.5774 0.8397 17 2.0605
Median

Figures below show the results of the SNHT, BR test and Pettitt test for Station
14 in Johor with 1% of missing value. Figure 1, 2 and 3 shows the result of annual
mean, annual median and annual maximum values of the daily rainfall series in the
same station respectively. In Figure 1, it can be clearly seen that there has a negative
shift (maximum value) in year 2002 for Pettitt test. The same result also appeared in
SNHT and BR test where the break is in year 2002. However, in Figures 2 and 3, the
year of break is differs. The break year is in 2000 for the three homogeneity tests in
annual maximum. Meanwhile the results indicated that year 1998 has a break when
annual median is used.
Homogeneity tests on daily rainfall series 17

0.5
4.5
0
4
-0.5 
3.5
-1
3
-1.5 
2.5
-2
2
-2.5 
1.5
-3
1
-3.5 
0.5
-4
0
-4.5  1996 1997 1998 1999 2000 2001 2002 2003 2004 2005
1996 1997 1998 1999 2000 2001 2002 2003 2004 2005

a) BR test b) SNHT

-5

-10

-15

-20

-25
1996 1997 1998 1999 2000 2001 2002 2003 2004 2005

c) Pettitt test

Figure 1: Test statistics of annual mean for BR test, SNHT and Pettitt test of Station 14
from 1996 to 2005.
18 Ho Ming Kang and Fadhilah Yusof

20 3.5

0 3

-20 2.5

-40 2

-60 1.5

1
-80

0.5
-100 

0
-120  1996 1997 1998 1999 2000 2001 2002 2003 2004 2005
1996 1997 1998 1999 2000 2001 2002 2003 2004 2005

a) BR test b) SNHT

-2

-4

-6

-8

-10

-12

-14

-16

-18

-20
1996 1997 1998 1999 2000 2001 2002 2003 2004 2005

c) Pettitt test

Figure 2: Test statistics of annual maximum of daily rainfall series for BR test, SNHT
and Pettitt test of Station 14 from 1996 to 2005.
Homogeneity tests on daily rainfall series 19

0.6 1.6

0.4
1.4
0.2
1.2
0
1
-0.2 

-0.4  0.8

-0.6 
0.6
-0.8 
0.4
-1 
0.2
-1.2 

-1.4  0
1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005

a) BR test b) SNHT

-2

-4

-6

-8

-10 

-12 

-14 

-16 

-18 
1996 1997 1998 1999 2000 2001 2002 2003 2004 2005

c) Pettitt test

Figure 3: Test statistics of annual median of daily rainfall series for BR test, SNHT
and Pettitt test of Station 14 from 1996 to 2005
 20 Ho Ming Kang and Fadhilah Yusof

Table 3 showed the comparisons of break year for station 6, 28 and 18 with 10%, 5%
and 0% missing values respectively. From the results obtained, there is no evidence to
show that the percentage of missing values in the rainfall series can influence the
detection of year break. Therefore, the analysis is still can be continues although with
some missing values in the data given.

Table 3: Comparing the years break (results of homogeneity tests) with different
percentage of missing values.
SNHT BR test Pettitt test VNR test
Annual Mean
Station 18 1996(4.6565) 1996(0.7297) 1996(9) 1.6856
Station 28 2006(4.0179) 2006(0.9049) 2006(9) 2.3230
Station 6 1999(4.2282) 1999(0.8225) 1999(16) 1.1160

Annual Maximum
Station 18 1996(7.1463) 1997(0.9943) 1997(16) 0.9613
Station 28 2002(3.3338) 2002(1.0672) 2002(17) 2.0502
Station 6 2001(1.4099) 2001(0.8795) 1999/2005(12) 2.0436

Annual Median
Station 18 1997(3.2868) 1997(1.1887) 1997(18) 1.6856
Station 28 2001(2.1818) 2001(0.9950) 2006(33) 2.3230
Station 6 2005(6.8906) 2005(1.0500) 2005(48) 1.1160

6 Conclusion

Homogeneity of the daily rainfall series was detected successfully by using annual
mean, annual maximum and median as the testing variables. The results were assessed by
classifying the stations into 3 categories, which are useful, doubtful and suspect. All the
stations in Damansara, Johor and Kelantan are homogeneous when annual mean and
annual maximum is used as testing variables, and hence these stations can used for
further analysis. However, there are 28 stations (84.84%) are homogeneous and “useful”,
4 stations (12.12%) are inhomogeneous and “doubtful”, and 1 station is considered as
“suspect” when annual median is used.
Homogeneity tests on daily rainfall series 21

Three different testing variables are used in testing the homogeneity of the daily
rainfall series. Since the data used is contained at most 10% of missingness, therefore the
choices of testing variables are important. When dealing data with missing records of
rainfall, annual mean is not suitable to use. This is because all the data in the series
should include in obtaining the mean of the rainfall series, whereas maximum and median
are only taken one value of the data. Besides, maximum and median of the rainfall of a
year also generally have lower variability than mean of a year. As a result,
inhomogeneities are easier to detect in annual maximum and median daily rainfall series
with missing values.
Among the testing variables that we used, annual median has showed different results
than others. Although inhomogeneous stations were detected, but the results obtained are
still acceptable since they do not show much different from others. However, the
computational of the homogeneity tests will fail if the annual median in the series are
equal to 0. Furthermore, the analysis also showed that there are no effects or influences of
the missing values to the homogeneity tests.
Historical of the station relocation, observing practices and instruments used are
important in analyzing the homogeneity of the stations. Unfortunately, these data are not
available in the station that we studied. Therefore it does not have evidence to evaluate
the breaks detected and correct the series. In future, it is encourage to involve historical
metadata to investigate the causes of the break occurs.

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Received: July, 2011

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