Cite as:
Yuan, N.; Fu, Z.; Zhang, H.; Piao, L.; Xoplaki, E. &amp; Luterbacher, J. (2015): <b>Detrended partial-cross-correlation analysis: A new method for analyzing correlations in complex system</b>. <i>Scientific Reports</i> <b>5</b>, 08143<br>DOI: <a href="" target="_blank"></a>.

Resource Description

Title: Detrended partial-cross-correlation analysis: A new method for analyzing correlations in complex system
F2Fdw ID: 71
Publication Date: 2015-01-30
License and Usage Rights: FACE2FACE data user agreement.
Resource Owner(s):
Individual: Yuan, Naiming
Individual: Fu, Zuntao
Individual: Zhang, Huan
Individual: Piao, Lin
Individual: Xoplaki, Elena
Individual: Luterbacher, Jürg
In this paper, a new method, detrended partial-cross-correlation analysis (DPCCA), is proposed. Based on<br/> detrended cross-correlation analysis (DCCA), this method is improved by including partial-correlation<br/> technique, which can be applied to quantify the relations of two non-stationary signals (with influences of<br/> other signals removed) on different time scales. We illustrate the advantages of this method by performing<br/> two numerical tests. Test I shows the advantages of DPCCA in handling non-stationary signals, while Test II<br/> reveals the ‘‘intrinsic’’ relations between two considered time series with potential influences of other<br/> unconsidered signals removed. To further show the utility of DPCCA in natural complex systems, we<br/> provide new evidence on the winter-time Pacific Decadal Oscillation (PDO) and the winter-time Nino3 Sea<br/> Surface Temperature Anomaly (Nino3-SSTA) affecting the Summer Rainfall over the middle-lower reaches<br/> of the Yangtze River (SRYR). By applying DPCCA, better significant correlations between SRYR and<br/> Nino3-SSTA on time scales of 6 , 8 years are found over the period 1951 , 2012, while significant<br/> correlations between SRYR and PDO on time scales of 35 years arise. With these physically explainable<br/> results, we have confidence that DPCCA is an useful method in addressing complex systems.
| Complex system | Correlation | DPCCA |
Literature type specific fields:
Journal: Scientific Reports
Volume: 5
Page Range: 08143
Metadata Provider:
Individual: Yuan, Naiming
Online Distribution:
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