Estimating Linear Trends : Simple Linear Regression versus Epoch Differences

  title={Estimating Linear Trends : Simple Linear Regression versus Epoch Differences},
  author={Elizabeth A. Barnes and Randal J. Barnes},
Two common approaches for estimating a linear trend are 1) simple linear regression and 2) the epoch difference with possibly unequal epoch lengths. The epoch difference estimator for epochs of length M is defined as the difference between the average value over the last M time steps and the average value over the first M time steps divided by N 2 M, where N is the length of the time series. Both simple linear regression and the epoch difference are unbiased estimators for the trend; however… CONTINUE READING
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