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Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea

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  • Wang, Jian
  • Shao, Wei
  • Kim, Junseok

Abstract

Recently, air pollution such as the respirable particulate PM10 results in negative impact on human health. We study the non-linear cross-correlations between respiratory diseases and haze in South Korea, using multifractal detrended cross-correlation analysis (MF-DCCA). The empirical tests indicate that there exists cross-correlations between the monthly average PM10/Bronchitis time series pair, and monthly average PM10/Rhinitis time series pair. Metrics such as Hurst exponents, scaling exponents, and multifractal spectrums show that the multifractal characteristics of both the time series pairs are significant. In addition, we compare the degrees of multifractal spectrums and find that the cross-correlation of the time series pair PM10/Bronchitis is stronger than that of PM10/Rhinitis, which indicates that the monthly outpatient quantity of bronchitis is more sensitive to PM10 concentration. Furthermore, to identify the main source of multifractality for two time series pairs, we phase-randomize and shuffle the original series. The computational results demonstrate that fat-tailed distribution contributes to the multifractality between respiratory diseases and haze.

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  • Wang, Jian & Shao, Wei & Kim, Junseok, 2020. "Multifractal detrended cross-correlation analysis between respiratory diseases and haze in South Korea," Chaos, Solitons & Fractals, Elsevier, vol. 135(C).
    • Handle: RePEc:eee:chsofr:v:135:y:2020:i:c:s0960077920301831
    DOI: 10.1016/j.chaos.2020.109781
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    5. Borko Stosic & Tatijana Stosic, 2024. "Dissecting Multifractal detrended cross-correlation analysis," Papers 2406.19406, arXiv.org.
    6. Fernandes, Leonardo H.S. & Silva, José W.L. & de Araujo, Fernando H.A. & Ferreira, Paulo & Aslam, Faheem & Tabak, Benjamin Miranda, 2022. "Interplay multifractal dynamics among metal commodities and US-EPU," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 606(C).
    7. Dianyuan Ma & Hui Sun & Xuechao Xia & Yan Zhao, 2022. "The Impact of Government and Public Dual-Subject Environmental Concerns on Urban Haze Pollution: An Empirical Research on 279 Cities in China," Sustainability, MDPI, vol. 14(16), pages 1-21, August.
    8. Pan, Yueling & Hou, Lei & Pan, Xue, 2022. "Interplay between stock trading volume, policy, and investor sentiment: A multifractal approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 603(C).
    9. Wu, Bo & Jiang, Feng & Zhang, Jiao & Liu, Chunqiong & Shi, Kai, 2024. "Deep multifractal detrended cross-correlation analysis algorithm for multifractals," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 653(C).
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    Keywords

    PM10; Bronchitis; Rhinitis; Multifractality; Cross-correlation;
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