IDEAS home Printed from https://ideas.repec.org/a/eee/phsmap/v516y2019icp579-590.html
   My bibliography  Save this article

The influence of a scaling exponent on ρDCCA: A spatial cross-correlation pattern of precipitation records over eastern China

Author

Listed:
  • Shen, Chenhua

Abstract

To understand how factors influence ρDCCA, we analyzed cross-correlation between time series, including artificial time series generated by the autoregressive fractionally integrated moving average method and monthly precipitation record series in nature, with various scaling exponents. The results show that the contribution of ρDCCA primarily comes from scaling exponents and input excitation sources. Precipitation behavior is complicated in the real world, and the scaling exponent of precipitation series, estimated by using the detrended fluctuation analysis method, is closely relevant to the length and the starting time of the precipitation record series as well as the scaling range. ρDCCA between weather stations is related to the chosen precipitation series which possibly contain dynamic processes. In comparing ρDCCA between original monthly precipitation record series to ρDCCA between input excitation sources, the cross-correlation between input excitation sources can reflect intrinsic characteristic. There are more spatial cross-correlation patterns over eastern China on various time scales.

Suggested Citation

  • 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.
  • Handle: RePEc:eee:phsmap:v:516:y:2019:i:c:p:579-590
    DOI: 10.1016/j.physa.2018.10.052
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0378437118314006
    Download Restriction: Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

    File URL: https://libkey.io/10.1016/j.physa.2018.10.052?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Marinho, E.B.S. & Sousa, A.M.Y.R. & Andrade, R.F.S., 2013. "Using Detrended Cross-Correlation Analysis in geophysical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(9), pages 2195-2201.
    2. Rebecca J. Sela & Clifford M. Hurvich, 2012. "The averaged periodogram estimator for a power law in coherency," Journal of Time Series Analysis, Wiley Blackwell, vol. 33(2), pages 340-363, March.
    3. Stanley, H.E. & Afanasyev, V. & Amaral, L.A.N. & Buldyrev, S.V. & Goldberger, A.L. & Havlin, S. & Leschhorn, H. & Maass, P. & Mantegna, R.N. & Peng, C.-K. & Prince, P.A. & Salinger, M.A. & Stanley, M., 1996. "Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 224(1), pages 302-321.
    4. Machado Filho, A. & da Silva, M.F. & Zebende, G.F., 2014. "Autocorrelation and cross-correlation in time series of homicide and attempted homicide," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 12-19.
    5. Peng Shi & Miao Wu & Simin Qu & Peng Jiang & Xueyuan Qiao & Xi Chen & Mi Zhou & Zhicai Zhang, 2015. "Spatial Distribution and Temporal Trends in Precipitation Concentration Indices for the Southwest China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(11), pages 3941-3955, September.
    6. Vassoler, R.T. & Zebende, G.F., 2012. "DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(7), pages 2438-2443.
    7. Shen, Chen-hua & Li, Cao-ling, 2016. "An analysis of the intrinsic cross-correlations between API and meteorological elements using DPCCA," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 446(C), pages 100-109.
    8. Guedes, E. & Dionísio, A. & Ferreira, P.J. & Zebende, G.F., 2017. "DCCA cross-correlation in blue-chips companies: A view of the 2008 financial crisis in the Eurozone," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 479(C), pages 38-47.
    9. Yuan, Naiming & Fu, Zuntao, 2014. "Different spatial cross-correlation patterns of temperature records over China: A DCCA study on different time scales," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 400(C), pages 71-79.
    10. B. Podobnik & I. Grosse & D. Horvatić & S. Ilic & P. Ch. Ivanov & H. E. Stanley, 2009. "Quantifying cross-correlations using local and global detrending approaches," The European Physical Journal B: Condensed Matter and Complex Systems, Springer;EDP Sciences, vol. 71(2), pages 243-250, September.
    11. Zebende, G.F. & da Silva, M.F. & Machado Filho, A., 2013. "DCCA cross-correlation coefficient differentiation: Theoretical and practical approaches," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(8), pages 1756-1761.
    12. Gvozdanovic, Igor & Podobnik, Boris & Wang, Duan & Eugene Stanley, H., 2012. "1/f behavior in cross-correlations between absolute returns in a US market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(9), pages 2860-2866.
    13. 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.
    14. Reboredo, Juan Carlos & Rivera-Castro, Miguel A. & Zebende, Gilney F., 2014. "Oil and US dollar exchange rate dependence: A detrended cross-correlation approach," Energy Economics, Elsevier, vol. 42(C), pages 132-139.
    15. Gao-Feng Gu & Wei-Xing Zhou, 2010. "Detrending moving average algorithm for multifractals," Papers 1005.0877, arXiv.org, revised Jun 2010.
    16. Shen, Chen-hua & Li, Chao-ling & Si, Ya-li, 2015. "A detrended cross-correlation analysis of meteorological and API data in Nanjing, China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 417-428.
    17. Gian-Reto Walther & Eric Post & Peter Convey & Annette Menzel & Camille Parmesan & Trevor J. C. Beebee & Jean-Marc Fromentin & Ove Hoegh-Guldberg & Franz Bairlein, 2002. "Ecological responses to recent climate change," Nature, Nature, vol. 416(6879), pages 389-395, March.
    18. Zebende, G.F., 2011. "DCCA cross-correlation coefficient: Quantifying level of cross-correlation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(4), pages 614-618.
    19. Shen, Chen-hua & Huang, Yi & Yan, Ya-ni, 2016. "An analysis of multifractal characteristics of API time series in Nanjing, China," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 451(C), pages 171-179.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Li, Hailin & Wu, Yenchun Jim & Zhang, Shijie & Zou, Jinchuan, 2021. "Temporary rules of retail product sales time series based on the matrix profile," Journal of Retailing and Consumer Services, Elsevier, vol. 60(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. 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.
    2. Ferreira, Paulo & Pereira, Éder Johson de Area Leão & Silva, Marcus Fernandes da & Pereira, Hernane Borges, 2019. "Detrended correlation coefficients between oil and stock markets: The effect of the 2008 crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 517(C), pages 86-96.
    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).
    4. Guedes, E.F. & Brito, A.A. & Oliveira Filho, F.M. & Fernandez, B.F. & de Castro, A.P.N. & da Silva Filho, A.M. & Zebende, G.F., 2018. "Statistical test for ΔρDCCA cross-correlation coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 501(C), pages 134-140.
    5. Ferreira, Paulo & Loures, Luís & Nunes, José & Brito, Paulo, 2018. "Are renewable energy stocks a possibility to diversify portfolios considering an environmentally friendly approach? The view of DCCA correlation coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 512(C), pages 675-681.
    6. Zhai, Lu-Sheng & Liu, Ruo-Yu, 2019. "Local detrended cross-correlation analysis for non-stationary time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 513(C), pages 222-233.
    7. Thiago Pires Santana & Nicole Horta & Catarina Revez & Rui Manuel Teixeira Santos Dias & Gilney Figueira Zebende, 2023. "Effects of Interdependence and Contagion on Crude Oil and Precious Metals According to ρ DCCA : A COVID-19 Case Study," Sustainability, MDPI, vol. 15(5), pages 1-12, February.
    8. 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.
    9. da Silva Filho, A.M. & Zebende, G.F. & de Castro, A.P.N. & Guedes, E.F., 2021. "Statistical test for Multiple Detrended Cross-Correlation Coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 562(C).
    10. da Silva, Marcus Fernandes & de Area Leão Pereira, Éder Johnson & da Silva Filho, Aloisio Machado & de Castro, Arleys Pereira Nunes & Miranda, José Garcia Vivas & Zebende, Gilney Figueira, 2016. "Quantifying the contagion effect of the 2008 financial crisis between the G7 countries (by GDP nominal)," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 453(C), pages 1-8.
    11. Bashir, Usman & Yu, Yugang & Hussain, Muntazir & Zebende, Gilney F., 2016. "Do foreign exchange and equity markets co-move in Latin American region? Detrended cross-correlation approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 889-897.
    12. da Silva, L.S. Almeida & Guedes, E.F. & Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2019. "ρx,y between open-close stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
    13. da Silva, Marcus Fernandes & Leão Pereira, Éder Johnson de Area & da Silva Filho, Aloisio Machado & Nunes de Castro, Arleys Pereira & Miranda, José Garcia Vivas & Zebende, Gilney Figueira, 2015. "Quantifying cross-correlation between Ibovespa and Brazilian blue-chips: The DCCA approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 124-129.
    14. Dong, Keqiang & Zhang, Hong & Gao, You, 2017. "Dynamical mechanism in aero-engine gas path system using minimum spanning tree and detrended cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 465(C), pages 363-369.
    15. Anderson Palmeira & Éder Pereira & Paulo Ferreira & Luisa Maria Diele-Viegas & Davidson Martins Moreira, 2022. "Long-Term Correlations and Cross-Correlations in Meteorological Variables and Air Pollution in a Coastal Urban Region," Sustainability, MDPI, vol. 14(21), pages 1-12, November.
    16. Guedes, E.F. & Ferreira, Paulo & Dionísio, Andreia & Zebende, G.F., 2019. "An econophysics approach to study the effect of BREXIT referendum on European Union stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 1175-1182.
    17. Zhang, Chen & Ni, Zhiwei & Ni, Liping, 2015. "Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 438(C), pages 114-123.
    18. Kristoufek, Ladislav, 2015. "Finite sample properties of power-law cross-correlations estimators," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 513-525.
    19. Kristoufek, Ladislav, 2014. "Measuring correlations between non-stationary series with DCCA coefficient," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 402(C), pages 291-298.
    20. Manimaran, P. & Narayana, A.C., 2018. "Multifractal detrended cross-correlation analysis on air pollutants of University of Hyderabad Campus, India," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 502(C), pages 228-235.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:516:y:2019:i:c:p:579-590. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.