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An analysis of the intrinsic cross-correlations between API and meteorological elements using DPCCA

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  • Shen, Chen-hua
  • Li, Cao-ling

Abstract

In order to reveal the intrinsic cross-correlations between air pollution index (API) records and synchronously meteorological elements data, the detrended partial cross-correlation (DPCC) coefficients are analyzed using a detrended partial cross-correlation analysis (DPCCA). DPCC coefficients for different spatial locations and seasons are calculated and compared. The results show that DPCCA can uncover intrinsic cross-correlations between API and meteorological elements, and most of their interactional mechanisms can be explained. DPCC coefficients are either positive or negative, and vary with spatial locations and seasons, with consistently interactional mechanisms. More remarkable, we find that detrended cross-correlation analysis can present the cross-correlations between the fluctuations in two nonstationary time series, but this cross-correlation does not always fully reflect the interactional mechanism for the original time series. Despite this, DPCCA is recommended as a comparatively reliable method for revealing intrinsic cross-correlations between API and meteorological elements, and it can also be useful for our understanding of their interactional mechanisms.

Suggested Citation

  • Shen, Chen-hua & Li, Cao-ling, 2016. "An analysis of the intrinsic cross-correlations between API and meteorological elements using DPCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 100-109.
    • Handle: RePEc:eee:phsmap:v:446:y:2016:i:c:p:100-109
    DOI: 10.1016/j.physa.2015.11.024
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    7. Shen, Chenhua, 2017. "A comparison of principal components using TPCA and nonstationary principal component analysis on daily air-pollutant concentration series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 467(C), pages 453-464.
    8. Shen, Chenhua, 2019. "The influence of a scaling exponent on ρDCCA: A spatial cross-correlation pattern of precipitation records over eastern China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 516(C), pages 579-590.

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