Cite as:
Yuan, N.; Xoplaki, E.; Zhu, C. &amp; Luterbacher, J. (2016): <b>A novel way to detect correlations on multi-time scales, with temporal evolution and for multi-variables</b>. <i>Scientific Reports</i> <b>6</b>, 27707<br>DOI: <a href="" target="_blank"></a>.

Resource Description

Title: A novel way to detect correlations on multi-time scales, with temporal evolution and for multi-variables
F2Fdw ID: 72
Publication Date: 2016-06-13
License and Usage Rights: FACE2FACE data user agreement.
Resource Owner(s):
Individual: Yuan, Naiming
Individual: Xoplaki, Elena
Individual: Zhu, Congwen
Individual: Luterbacher, Jürg
In this paper, two new methods, Temporal evolution of Detrended Cross-Correlation Analysis (TDCCA)<br/> and Temporal evolution of Detrended Partial-Cross-Correlation Analysis (TDPCCA), are proposed<br/> by generalizing DCCA and DPCCA. Applying TDCCA/TDPCCA, it is possible to study correlations on<br/> multi-time scales and over different periods. To illustrate their properties, we used two climatological<br/> examples: i) Global Sea Level (GSL) versus North Atlantic Oscillation (NAO); and ii) Summer Rainfall<br/> over Yangtze River (SRYR) versus previous winter Pacific Decadal Oscillation (PDO). We find significant<br/> correlations between GSL and NAO on time scales of 60 to 140 years, but the correlations are nonsignificant<br/> between 1865–1875. As for SRYR and PDO, significant correlations are found on time<br/> scales of 30 to 35 years, but the correlations are more pronounced during the recent 30 years. By<br/> combining TDCCA/TDPCCA and DCCA/DPCCA, we proposed a new correlation-detection system,<br/> which compared to traditional methods, can objectively show how two time series are related (on<br/> which time scale, during which time period). These are important not only for diagnosis of complex<br/> system, but also for better designs of prediction models. Therefore, the new methods offer new<br/> opportunities for applications in natural sciences, such as ecology, economy, sociology and other<br/> research fields.
| Correlation | multi-time scales | multi-variables | nonliear interactions | temporal evolution |
Literature type specific fields:
Journal: Scientific Reports
Volume: 6
Page Range: 27707
Metadata Provider:
Individual: Yuan, Naiming
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