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Detrending moving-average cross-correlation based principal component analysis of air pollutant time series

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  • Dong, Xiaofeng
  • Fan, Qingju
  • Li, Dan

Abstract

This work investigates the principal component of air pollutants. The approach is based on detrending moving-average cross-correlation analysis(DMCA) and principal component analysis (PCA). We illustrate the advantages of this method by performing several comparative numerical analysis with traditional principal component analysis (PCA). The results indicate that the principal components obtained by DMCA-based PCA are more reliable in small and medium scale range, and the new method is relatively immune to additive trend and non-stationarity. To further show the utility of DMCA-based PCA in natural complex systems, six air pollutants data collected in Beijing from December 2013 to November 2016 are investigated seasonally. We found that the pollutants PM2.5, PM10 and CO are the most important factors affecting air quality of Beijing, and O3 is the secondary contaminants among four seasons. The contributors to the principal components in winter are the most stable for all time scales, and the second are that in autumn. With these physically explainable results, we have confidence that DMCA-based PCA is an useful method in addressing non-stationary signals.

Suggested Citation

  • Dong, Xiaofeng & Fan, Qingju & Li, Dan, 2023. "Detrending moving-average cross-correlation based principal component analysis of air pollutant time series," Chaos, Solitons & Fractals, Elsevier, vol. 172(C).
    • Handle: RePEc:eee:chsofr:v:172:y:2023:i:c:s0960077923004599
    DOI: 10.1016/j.chaos.2023.113558
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    References listed on IDEAS

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    1. Ying-Hui Shao & Gao-Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou, 2015. "Effects of polynomial trends on detrending moving average analysis," Papers 1505.02750, arXiv.org.
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    4. Yue-Hua Dai & Wei-Xing Zhou, 2017. "Temporal and spatial correlation patterns of air pollutants in Chinese cities," PLOS ONE, Public Library of Science, vol. 12(8), pages 1-24, August.
    5. 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.
    6. Li, Baibing & Martin, Elaine B. & Morris, A. Julian, 2002. "On principal component analysis in L1," Computational Statistics & Data Analysis, Elsevier, vol. 40(3), pages 471-474, September.
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