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ρDCCA applied between air temperature and relative humidity: An hour/hour view

Author

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  • Zebende, G.F.
  • Brito, A.A.
  • Silva Filho, A.M.
  • Castro, A.P.

Abstract

In this paper we propose to study the cross-correlation between the air temperature and the air relative humidity using the DCCA cross-correlation coefficient ρDCCA. We choose four cities (meteorological stations) located in the State of Bahia (Brazil), as our case study. Our data were available hourly from the Brazilian Institute of Meteorology. Accordingly, in addition to showing that the variables have a negative cross-correlation, we present a new vision about these variables, producing the detrended cross-correlation contour map. As a result, we can see (or not) islands of cross-correlations, that depend on the local time and also the time scale involved.

Suggested Citation

  • Zebende, G.F. & Brito, A.A. & Silva Filho, A.M. & Castro, A.P., 2018. "ρDCCA applied between air temperature and relative humidity: An hour/hour view," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 494(C), pages 17-26.
    • Handle: RePEc:eee:phsmap:v:494:y:2018:i:c:p:17-26
    DOI: 10.1016/j.physa.2017.12.023
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    References listed on IDEAS

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    Cited by:

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    3. Zebende, G.F. & Brito, A.A. & Castro, A.P., 2020. "DCCA cross-correlation analysis in time-series with removed parts," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).
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    5. Okorie, David Iheke & Lin, Boqiang, 2023. "Cryptocurrency spectrum and 2020 pandemic: Contagion analysis," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 29-38.
    6. 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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