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ABSTRACT
Estimating the present status, detecting and estimating trends,
identifying problem areas, and testing for compliance with standards are
some common goals of environmental monitoring programmes. Issues of
concern when setting these programmes are what to measure, how and when
to make these measurements, and how to interpret the data. The role of
statistics in addressing these issues is discussed and illustrated using three
examples. The first is the upstream/downstream Niagara River monitoring
program which is used to: (1) estimate the loads of contaminants to the
river and from the river to Lake Ontario; (2) compare the concentrations
of various contaminants with water quality standards. The monitoring
programme for the Fraser River provides the second example. The Fraser
River has, in contrast to the Niagara River, a complicated hydrological
cycle which needs to be considered when interpreting water quality changes.
The third is the before and after time series experiments for environmental
impact assessment. In these examples, parametric and non-parametric
methods are used to model seasonality and trends. Techniques for dealing
with censored data are also discussed.
In recent years, more scientific and public efforts have been directed
to understanding the changes occurring in environmental systems. For example, the Great Lakes and various rivers in Canada such as the Niagara
and the Fraser Rivers are monitored routinely for chemical and biological
National Water Research Institute, Burlington, Ontario, Canada L7R 4A6.
118O-4OO9/93/040381-18$14.00
& Sons, Ltd
382
A. H. EL-SHAARAWI
pollutants. The objectives are to find out: (1) what causes the changes; (2)
that are the effects of the changes, and (3) how to control the directions,
magnitudes and effects of the changes. In 1969, the International Joint
Commission (IJC) prepared a report on the water quality of the Great Lakes
which illustrates the ahove points. The report (Slater and Bangay 1980) lists
the following problems which require remedial action:
1. accelerated eutrophication of Lake Ontario and a condition of advanced
eutrophication in the western basin of Lake Erie, largely as a result of
increased nutrient inputs, especially phosphorus;
2. a disruption of beneficial uses of water as a result of changing trophic
conditions;
3. dramatic changes in the species composition of commercial fish catches;
4. pollution problems related to dredge spoil disposal;
5. bacterial pollution of nearshore waters;
6. pollution from organic contaminants, spills of oil and other hazardous
substances, radioactive materials, viral contamination and thermal
pollution.
ENVIROMENTAL
MONITORING,ASSESSMENTAND PREDICTION
383
along with their objectives. In addition, the analysis of the before and after
time series experimental design for assessing the environmental impact of
a given point source is discussed. Statistical methods commonly used for
detecting and estimating environmental changes are described and their
limitations are indicated. These methods are illustrated by examples.
2.
The Niagara River is part of the Great Lakes and the St. Lawrence
River system. It is the main drainage system for Lakes Superior, Huron,
Michigan and Erie into Lake Ontario (Figure 1). A water quality monitoring programme involving the collection of ambient water and suspended
solids at the head (Fort Erie) and mouth (Niagara-on-the-Lake) of the Niagara River has been in place since 1984. The presence of toxic organic
pollutants in the Niagara River has been a source of concern to environmental agencies from both the United States and Canada for more than a
decade. In 1987 Canada and the United States signed the Declaration of
Intent which calls for a target reduction level of 50 per cent of loadings
of persistent toxic chemicals of concern. The monitoring programme is used
to estimate the loadings from Lake Erie to the Niagara River and from the
river to Lake Ontario. The difference between the upstream and downstream
loadings is used as an indirect estimate of the loadings from the point and
non-point sources along the course of the river. One of the major difficulties in computing the loading is that some concentration values are recorded
USA
Fig 1. The Niagara River and the locations of the sampling stations.
384
A. H. EL-SHAARAWI
Fig 2. The Fraser River and the locations of the sampling stations.
3. TESTING
FOR TREND
3.1 THEUNIVARIATE CASE
Water quality time series data are usually short with missing
and censored values. This makes the detailed modelling of the data
computationally difficult and unreliable. As a result, simple computational
ENVIROMENTAL
MONITORING,
ASSESSMENTAND
PREDICTION
385
C Uj;eg(s>
e<
and
u j ; l g ( s >=
1,
z(6-l)b+j(s)
-11
ql-i)b+j.(s)
0,
otherwise.
> qg-I)b+j(S),
< qg-I)b+j(S),
b
j-1
where
A. H. EL-SHAARAWI
386
P2
P=?(S),
81 =
C ~j ( ~ ) Ej I
j-1
7
C tfj
C tzj
3''
j-1
var(jl) = -,
b
U2
02
var(pl) = - var&
C tfj'
CJ232'
Finally, the adequacy of linear and quadratic trends are tested by computing
the statistics
3+l)b+j(s')
ENVIROMENTAL
MONITORING,ASSESSMENT
AND PREDICTION
387
we have
COV ( T j ( S ) , T j ( S ) ) =
2
n
[(t) sin-
PS,SI
+2
(;)
sin-
=u
~ , , ~ 1 / 2
rs,st
H2 =
C D2,j - b?;C-?2,
j-1
4. EAMPLES
The monthly stream flow (cubic metres/second) data over the period
1979-90 at four monitoring stations (Red Pass, Nansard, Marguerite and
Hope) in the Fraser River are displayed in Figure 3. In this example,
k=b=12 and p=4 with the values s=1,2,3 and 4 corresponding to the stations Red Pass, Hansard, Marguerite and Hope respectively (Figure 1).The
flow has a regular seasonal cycle with high values occurring in the summer and low values in the winter (Figure 3). The cycle has a consistent
shape for the different years and stations. Two time series, the flow at Marare used to illustrate the previguerite q&,)b+j(3)and at Hope ~+~)b+j(4)
ous methods. Table 1 shows that the month of April indicates a significant
A. H. EL-SHAARAWI
388
1979
1: Hope
2 Marguerite 3 H a n d 4:
Red Pass
Fig 3. The flow data at the four monitoring stations on the F'raser River.
increase in the flow over the years, but the seasonal test did not suggest the
existence of trend in the data. The homogeneity test was not significant.
The bivariate and conditional test statistics are also given in the table, and
show a significant trend for the month of April. It is interesting to note that
the conditional test showed a decreasing trend at Hope after removing the
effect of the Marguerite station.
5. TIMESERIESAPPROACH
Figure 3 suggests modelling the log flow (all the logarithms used here
are in base e) data as
where g(i-I)b+j(S) is the log flow for the jthmonth in the P1*year at I&
cation s, p j ( s ) is the seasonal mean, PS is the slope of the trend line,
ENVIROMENTAL
MONITORING,ASSESSMENTAND PREDICTION
389
Marguerite
7j. (3)
January
February
March
April
May
June
July
August
September
October
November
December
Hope
Tj (4)
4
-8
4
36t
-8
10
-2
0
-30
-14
10
8
2
-8
-6
46t
4
8
-6
6
-28
-14
12
-6
D2,j
Hope
rj (413)
0.645
-0.126
1.774
-2.38*
-1.359
0.472
0.366
-1.642
-0.773
-0.167
0.037
2.01*
0.189
0.327
1.935
11.495+
1.330
0.481
0.247
1.231
4.236
0.978
0.691
2.495
Overall Test
25.634
where the a's are independent N(O,aZ,(s)).Table 2 gives the estimates of the
parameters of the model, their standard errors (given in parentheses) and
the Box-Pierce statistic at lag 24. The Box-Pierce statistic is not significant
for each station, indicating the adequacy of the model. The standard errors
of the bs,the estimate of Ps, exceed their estimated values, indicating nonvalues are significantly different from zero.
significant trends, while the
The estimates of the white noise variances 8i(s) are nearly the same for the
four stations.
The cross-correlation between the residuals & + j ( S ) and i l i b + j ( ~ - 1) (e.g.
t,he downstream station and the upstream station) showed that only the
cross correlation at lag zero was significant. This led to the identification of
a model of the form
e,
A. H. EL-SHAARAWI
390
Station
bs
-0.3397
(0.0789)
-0.4280
(0.0759)
-0.5109
(0.0721)
-0.4721
(0.0741)
0.00011
(0.0251)
0.00041
(0.03209)
-0.00017
(0.02873)
-0.00015
(0.02485)
Red Pass
Hansard
Marguerite
Hope
Table 2.
6s
%(s)
Modified
Box-Pierce
statistic at
lag 24
0.0507
21 .?
0.0728
21.1
0.0522
27.2
0.0411
21.9
= (1
(1 + 0.428B)
(1 + 0.3397B) (1 - B)yib+j(l)
with c?& = 0.0331.
+0.4280B)q,jb+j+0.882
(1 - B)yib+j(3)= (1 +0.5109B)e3,ib+j+0.734
with
&.3,e
&z,e
&z,e
By comparing
and ?i(s) (given in Table 2) we note a major improvement in the model for the flow at the downstream station by taking the flow
at the upstream station as a covariate. Also it will be useful to eliminate the
ENVIROMENTAL
MONITORING, ASSESSMENT AND PREDICTION
5.5-
4.5-
5(
r
391
W
!4-
8 3.5-
a:p
32.5-
-1
(a)
wc
0 0
1.5
1-l
+ +
I
2
3
Ln Suspended Solids (Wg)
1
Fig 4a. Plot of the regression line and P,P-DDE data vs Suspended Solids on the log
scale. Uncensored observations are indicated by a star, In detection limits by an empty
square, and expected values obtained for censored observations by a plus.
nearly common factors (1 + 8,B) and (1 + ds-l B ) , for this leads to the simple
and easy to interpret model for the flow as
A. H. EL-SHAARAWI
392
4.54-
)I(
+
1-
++ +
Fig 4b. Plot of the regression line and P,P-DDT data vs Suspended Solids on the log
scale. Uncensored observations are indicated by a star, In detection limits by an empty
square, and expected values obtained for censored observations by a plus.
Chemical
(ng/g)
P,P-DDE
P,P-DDT
P,P-TDE
No. of
observations
No. of censored
values
Detect ion
limit
48
41
2
12
5.6
45
7.5
6.0
and the ats are independent with the common normal variate with mean 0
and variance c2.
ENVIROMENTAL
MONITORING, ASSESSMENTAND PREDICTION
393
5-
M
M
la
b- f
v
f!4
&
m #
a52-
M I
10.
m 0
[IBI(o
* +
+ +
Fig. 4c. Plot of the regression line and P,P-TDE data vs Suspended Solids on the log
scale. Uncensored observations are indicated by a star, In detection limits by an empty
square, expected values obtained for censored observations by a plus.
Data
&
P,P-DDE
P,P-DDT
P,P-TDE
3.840
2.784
3.451
-0.347
-0.269
-0.381
0.834
0.900
0.999
0.129
-0.352
0.273
The parameters a, p, 8 and o2 are fitted by maximizing the pseudolikelihood function as suggested by Zeger and Brookmeyer (1986) and
modified by Dagenais (1989, 1991) in order to achieve the consistency
of the estimates. The estimates of the parameters are given in Table 4.
The estimates of the autoregressive parameter d indicate moderate autodependence between the ets. The model was also fitted assuming that
6=0, to see if the estimates (Table 5) of the regression parameters under the assumption of independence differed from those given in Table 4.
As can be seen, the differences between the two sets of estimates are not
A. H. EL-SHAARAWI
394
Data
P,P-DDE
P,P-DDT
P,P-TDE
3.862
2.709
3.528
-0.370
-0.231
-0.458
0.831
0.868
1.007
Contaminant
P,P-DDE
P,P-DDT
P,P-TDE
0.129
0
-0.352
0
0.273
0
var (&)
0.0342
0.0355
0.04847
0.04784
0.13810
0.06124
var (b)
0.0213
0.01381
0.03861
0.02163
0.05917
0.02358
cov (@)
0.0055
-0.0170
-0.03058
-0.02404
-0.07400
-0.02986
where
ENVIROMENTAL MONITORING,
ASSESSMENTAND PREDICTION
395
The Student t with (n-2) degrees of freedom is used to assess the significance
of T .
The above analysis is valid for testing Hf:A = 0, where A is the
treatment effect in the following model:
1,2, .. . ,n,
i = 1,2, . . . ,n1,,
Pi + E ; ,
~ + p i + e ; , i - n l + l , . . . ,n,
Xi=pi+Ei,
Yi=
2 =
then
where
Under this model, testing A=O, using the T statistic is appropriate only if
,8=1. The distribution of T is a function of p l , . .. ,Pn and under the null
hypothesis. Conditional on the x i s , the model
yi = a + p x z + + ; ,
=A+a+pa;+e;,
2 = 1 , 2 , ...,n]
i = n l i l , ... ,n
A. H. EL-SHAARAWI
396
.WIIQ.
.
.OS?OO~
..
.
.
I
-
.OS210
.(
:
.04720
I
c
-:
.04230
. .
.OS?40
032so
.02?6I
,039
Fig 5. The plot of the log chlorophyll a for the treatment site against that of the control.
... , n ~
= c Y ' + ~ ) x ~ + + z; =
, n 1 + 1 , ... ,n
8.
SUMMARY
Three monitoring systems are described. The first two represent the
Canadian monitoring programmes for the Fraser and the Niagara Rivers,
while the third deals with monitoring the impact of an intervention by
ENVIROMENTAL
MONITORING,
ASSESSMENTAND PREDICTION
397
Fig 6. The plot of the difference (log treatment-log control) against the log control.
collecting data at a control site and a treatment site before and after the
intervention. Kendall's T is usually used to detect the existence of monotonic
trends. El-Shaarawi and Niculescu (1992) have shown that ignoring serial
correlation when it exists can severely impair the interpretation of the
observed value of T . Here we have described how to extend the test for
detecting seasonal heterogeneity by giving a simple extension to Van Belle's
test. This extension is designed to detect simple seasonal patterns in
the values of TS such as linear, quadratic etc. Furthermore, the bivariate
extension of 7 is also given along with a closed form expression for the
variance-covariance matrix under the normality assumption. The results can
be easily extended to the multivariate case. The same data set was treated
using a standard time series modelling approach. Univariate and transfer
function models were fitted to the data. The resulting models are simple
and can be used for forecasting the flow both in time and at a downstream
location using the immediate upstream time series. On the basis of this
work,it seems more useful to use parametric modelling than non-parametric
methods for summarizing the data.
The second example was concerned with regression analysis in the
presence of type I censoring. If serial correlation is ignored, the estimates of
the regression coefficientsseem to change little but the estimates of standard
errors appear to be seriously impaired. The conclusion from this is that if
A. H. EL-SHAARAWI
inferences are required about the parameters of the model, serial correlations
have to be included in the analysis.
The third example was chosen to illustrate that in the before and after
monitoring programme, performing the t-test on the mean differences, m is
usually done in ecological work, can lead to incorrect conclusions about the
effect of intervention.
REFERENCES
Dagenais, M.G. (1991). Comment on Zeger and Brookmeyer. Journal of the American
Statistical Association 86, 413.
Dagenais, M.G. (1989). Small sample performance of parameter estimator, for tobit
models with serial correlation. Journal of Statistical Computation Simulation 33,
11-26.
Data Interpretation Group (1989). Joint Evaluation of Upstream/Downstream Niagara
River Monitoring Data. New York State Department of Environmental Conservation,
Environment Canada, US Environmental Protection Agency and Ontario Ministry of
the Environment.
El-Shaarawi, A.H., S.R. Esterby and K.W. Kuntz (1983). A Statistical Evaluation of
trends in the Water Quality of the Niagara River. Journal of Great Lakes Research
2, 234-240.
El-Shaarawi, A.H., S.R. Esterby and J. Yip (1991). %nd Assessment Techniques:
Application to Prairie Provinces Water Board Quality Data Set. Prairie Provinces
Water Board report no. 113, Regina, Saskatchewan, Canada.
El-Shaarawi, A.H. and S.P. Niculescu (1992). On Kendalls tau as a test of trend in time
series data. Environmetrics 3,385-411.
Esterby, S.R., A.H. El-Shaarawi and H.O. Block (1992). Detection of water quality
changes along a river system. Environmental Monitoring and Assessment 23, 219242.
Slater, R.W. and G.E. Bangay (1980). Action Taken to Control Phosphorus in the Great
Lakes. In Phosphorus Management Strategies for Lakes, eds R.C. Loehr, C.S. Martin,
C.S. and W. Rast. Ann Arbor Science Publishers, Ann Arbor, 13-25.
Zeger, S.L. and R. Brookmeyer (1986). Regression analysis with censored autocorrelated
data. Journal of the American Statistical Association 81 395, 722-729.