General correlation analysis: a new algorithm and application
Publication in refereed journal


摘要Correlation associations have been detected using Pearson's r which aims to analyze linear correlation between two variables. It should be noted here that associations between hydro-meteorological variables are usually nonlinear. In this sense, the classical correlation analysis method cannot truly reflect the inherent associations between variables characterized by nonlinear associations. In this case, a new algorithm has been proposed by using the ideas of local correlation, detrended cross-correlation analysis and multifractals, and this novel algorithm is called as the general detrended correlation analysis. The newly-proposed algorithm was evaluated for the validity with numerically-generated time series and the real world hydrological series. The results indicate that the newly-proposed algorithm can well reflect the nonlinear and non stationary associations between two hydrological series when compared to the classical relation detection method such as the Pearson correlation analysis method, and it is particularly the case under the condition that hydrological abrupt changes of the hydrological processes occur where the classical association analysis is not appropriate.
著者Zhou Y, Zhang Q, Singh VP, Xiao MZ
期刊名稱Stochastic Environmental Research and Risk Assessment
頁次665 - 677
關鍵詞Correlation analysis; Generalized detrended correlation analysis; Linearity; Nonlinearity; Pearson correlation
Web of Science 學科類別Engineering; Engineering, Civil; Engineering, Environmental; Environmental Sciences; Environmental Sciences & Ecology; Mathematics; Statistics & Probability; Water Resources

上次更新時間 2021-01-03 於 02:29