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Multifractal detrended cross-correlation analysis on NO, NO2 and O3 concentrations at traffic sites

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  • Xu, Weijia
  • Liu, Chunqiong
  • Shi, Kai
  • Liu, Yonghong

Abstract

NOX plays the important role for O3 production in atmospheric photochemical processes. In this paper, the cross-correlations between NO (NO2) and O3 at three traffic sites in Hong Kong are investigated, using the multifractal detrended cross-correlation analysis (MFDCCA). The results show that the cross-correlations between NO (NO2) and O3 have multifractal nature and long term persistent power-law decaying behavior. The sources of multifractality are discussed based on the shuffling and phase randomization procedure. The chi square test is applied to identify the contributions degree of NO and NO2 to multifractality due to its own long term correlations respectively. And the temporal evolutions of the local contributions degree of NO and NO2 to multifractality are investigated by the sliding windows method. The differences between them are explained by the self-organized criticality mechanism of air pollution, combined with global solar radiation. MFDCCA provides a helpful approach for understanding the quantitative relationship between the O3 and its precursors.

Suggested Citation

  • Xu, Weijia & Liu, Chunqiong & Shi, Kai & Liu, Yonghong, 2018. "Multifractal detrended cross-correlation analysis on NO, NO2 and O3 concentrations at traffic sites," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 605-612.
    • Handle: RePEc:eee:phsmap:v:502:y:2018:i:c:p:605-612
    DOI: 10.1016/j.physa.2018.02.114
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    Cited by:

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    2. Zhang, Shuchang & Guo, Yaoqi & Cheng, Hui & Zhang, Hongwei, 2021. "Cross-correlations between price and volume in China's crude oil futures market: A study based on multifractal approaches," Chaos, Solitons & Fractals, Elsevier, vol. 144(C).
    3. Liu, Chao & Zheng, Ying & Zhao, Qi & Wang, Chao, 2020. "Financial stability and real estate price fluctuation in China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 540(C).
    4. 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).
    5. Stan, Cristina & Marmureanu, Luminita & Marin, Cristina & Cristescu, Constantin P., 2020. "Investigation of multifractal cross-correlation surfaces of Hurst exponents for some atmospheric pollutants," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).

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