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A study of cross-correlations between PM2.5 and O3 based on Copula and Multifractal methods

Author

Listed:
  • Zhang, Jiao
  • Li, Youping
  • Liu, Chunqiong
  • Wu, Bo
  • Shi, Kai

Abstract

As typical nonlinear dynamic system, the interactions between PM2.5 and O3 have complexity characteristics at different spatiotemporal scales. The deep understanding of the multi-scale cross-correlation between PM2.5 and O3 is helpful to the achievement of the target on two pollutants coordinated control in environmental management. Based on copula model and Multifractal Detrended Fluctuation Analysis (MFDFA) method, this paper studies the multi-scale cross-correlation between PM2.5 and O3 in three metropolises in China (Beijing, Shanghai and Guangzhou). Furthermore, a new multifractal index is established to evaluate the difficulty degree of PM2.5-O3 coordinated control based on enlarged window method. The hourly PM2.5 and O3 concentrations in these three metropolises from 1 January 2015 to 31 December 2018 are chosen as the research objects in order to analyze the effect of Air Pollution Prevention and Control Action Plan on air quality. The results show that PM2.5 and O3 have negative correlation in January and positive correlation in July. However, compared with Beijing and Shanghai, PM2.5 and O3 have upper tail dependence in Guangzhou in July. Furthermore, the strength of multifractality for PM2.5 is the weakest and that for O3 is the strongest in Guangzhou, which may be due to the special climatic conditions in Guangzhou. Then, the difficulty degree of PM2.5-O3 coordinated control in three metropolises is quantified based on new multifractal index. Moreover, it discusses the influence of meteorological factors on PM2.5-O3 coordinated control in different metropolises. The comparative analysis confirms the availability of the multifractal index. This index can evaluate the difficulty degree of PM2.5-O3 coordinated control of metropolis according to field observation, which reduces the influence of personal subjective factors. The new method maybe contribute to the new evaluate index of atmospheric environmental management.

Suggested Citation

  • Zhang, Jiao & Li, Youping & Liu, Chunqiong & Wu, Bo & Shi, Kai, 2022. "A study of cross-correlations between PM2.5 and O3 based on Copula and Multifractal methods," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 589(C).
    • Handle: RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008918
    DOI: 10.1016/j.physa.2021.126651
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    References listed on IDEAS

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    More about this item

    Keywords

    PM2.5; O3; Copula model; Multifractal detrended fluctuation analysis; Coordinated control;
    All these keywords.

    JEL classification:

    • O3 - Economic Development, Innovation, Technological Change, and Growth - - Innovation; Research and Development; Technological Change; Intellectual Property Rights

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