Asymmetric multifractal detrending moving average analysis in time series of PM2.5 concentration

Chen Zhang, Zhiwei Ni, Liping Ni, Jingming Li and Longfei Zhou

Physica A: Statistical Mechanics and its Applications, 2016, vol. 457, issue C, 322-330

Abstract: In this paper, we propose the asymmetric multifractal detrending moving average analysis (A-MFDMA) method to explore the asymmetric correlation in non-stationary time series. The proposed method is applied to explore the asymmetric correlation of PM2.5 daily average concentration with uptrends or downtrends in China. In addition, shuffling and phase randomization procedures are applied to detect the sources of multifractality. The results show that existences of asymmetric correlations, and the asymmetric correlations are multifractal. Further, the multifractal scaling behavior in the Chinese PM2.5 is caused not only by long-range correlation but also by fat-tailed distribution, but the major source of multifractality is fat-tailed distribution.

Keywords: Asymmetric multifractal detrending moving average; Asymmetric; PM2.5 (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (7)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S037843711630070X
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:457:y:2016:i:c:p:322-330

DOI: 10.1016/j.physa.2016.03.072

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().