کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1863681 | 1037677 | 2015 | 8 صفحه PDF | دانلود رایگان |
• Detrended time-lagged cross-correlation analysis between time series is studied.
• Time-lagged DCCA cross-correlation coefficient is defined and applied in meteorology.
• ρ(n,τ,R,R′)ρ(n,τ,R,R′) is attributed to time delay effect and ρDCCAρDCCA.
• Contribution to ρ(n,τ,R,R′)ρ(n,τ,R,R′) from ρDCCAρDCCA is greater for τ
A time-lagged DCCA cross-correlation coefficient is proposed with objective of quantifying the level of time-lagged cross-correlation between two nonstationary time series at time scales. This coefficient, ρ(n,τ,R,R′)ρ(n,τ,R,R′), is defined based on a DCCA cross-correlation coefficient ρDCCA(n)ρDCCA(n). The implementation of this coefficient will be illustrated through selected time series of wind speed and air pollution index (API). The results indicate that both time scales and time lags are very small, ρ(n,τ,R,R′)ρ(n,τ,R,R′) is attributed to a time-lagged effect; while when time lags are comparatively large, ρDCCA(n)ρDCCA(n) contributes partially to ρ(n,τ,R,R′)ρ(n,τ,R,R′). This partial contribution is greater when τ
Journal: Physics Letters A - Volume 379, Issue 7, 20 March 2015, Pages 680–687