Linear trend estimation

Linear trend estimation is a statistical method used to analyze data patterns. When a series of measurements of a process are treated as a sequence or time series, trend estimation can be used to make and justify statements about tendencies in the data by relating the measurements to the times at which they occurred. This model can then be used to describe the behavior of the observed data.

In particular, it is useful to determine if measurements exhibit an increasing or decreasing trend which is statistically distinguished from random behavior. Examples include: determining the trend of the daily average temperatures at a given location from winter to summer; and determining the trend in a global temperature series over the last 100 years. In the latter case, issues of homogeneity are important (for example, knowing whether the series is equally reliable throughout its length).