Multifractal detrended cross-correlation analysis between PM2.5 and meteorological factors

被引：106

作者：

Zhang, Chen ^{[1
]}

Ni, Zhiwei ^{[1
]}

Ni, Liping ^{[1
]}

机构：

[1] Hefei Univ Technol, Sch Management, Hefei 230009, Peoples R China

来源：

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS | 2015年 / 438卷

基金：

中国国家自然科学基金;

关键词：

Multifractal detrended cross-correlation analysis; Multifractal asymmetric detrended cross-correlation analysis; PM2.5; Meteorological factors; TIME-SERIES; FUTURES; MARKET;

D O I：

10.1016/j.physa.2015.06.039

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

PM2.5 pollution has become one of the most serious air pollution in China. The cross-correlations between PM2.5 concentration and meteorological factors (i.e., temperature, air pressure, relative humidity and wind speed) in Beijing and Hong Kong are discussed in this paper. We use the multifractal detrended cross-correlation analysis (MF-DCCA) to analyze the cross-correlations, and study further the asymmetric characteristics of cross-correlations by multifractal asymmetric detrended cross-correlation analysis (MF-ADCCA). The experimental results show that the cross-correlations between PM2.5 concentration and four meteorological factors are multifractal and anti-persistent, and the strength of multifractality of Beijing is stronger than that of Hong Kong. Meanwhile, the cross-correlations between PM2.5 concentration and meteorological factors are asymmetric, and the asymmetric cross-correlations are multifractal. (C) 2015 Elsevier B.V. All rights reserved.

引用

页码：114 / 123

页数：10

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