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Multifractal Cross Correlation Analysis of Agro-meteorological Datasets (Including Reference Evapotranspiration) of California, United States
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This paper examined the multifractal properties of six acknowledged agro-meteorological parameters, such as reference evapotranspiration (ET0), wind speed (U), incoming solar radiation (SR), air temperature (T), air pressure (P), and relative air humidity (RH) of five stations in California, USA. The investigation of multifractality of datasets from stations with differing terrain conditions: Dagget, Bakersfield, Santa Maria, Los Angeles and San Diego using the Multifractal Detrended Fluctuation Analysis showed the existence of a long term persistence and multifractality irrespective of the location. The scaling exponents of SR and ET0 time series are found to be higher for stations with higher altitudes. Subsequently, this study proposed using the novel multifractal cross correlation (MFCCA) method to examine the multiscale-multifractal correlations properties between ET0 and other investigated variables. MFCCA could successfully capture the scale dependent association of different variables and the dynamics in the nature of their associations from seasonal to multi-annual time scale. The multifractal exponents of pressure and relative air humidity are consistently lower than the exponents of ET0, irrespective of station location. This study found that joint scaling exponent was nearly the average of scaling exponents of individual series in different pairs of variables. Additionally, the α-values of joint multifractal spectrum were lower than the α values of both of the individual spectra, validating two universal properties in the mutifractal cross correlation studies for agro-meteorological time series. The temporal evolution of cross-correlation showed similar pattern for all pair-wise associations involving ET0, except for the RH-ET0 link.
Title: Multifractal Cross Correlation Analysis of Agro-meteorological Datasets (Including Reference Evapotranspiration) of California, United States
Description:
This paper examined the multifractal properties of six acknowledged agro-meteorological parameters, such as reference evapotranspiration (ET0), wind speed (U), incoming solar radiation (SR), air temperature (T), air pressure (P), and relative air humidity (RH) of five stations in California, USA.
The investigation of multifractality of datasets from stations with differing terrain conditions: Dagget, Bakersfield, Santa Maria, Los Angeles and San Diego using the Multifractal Detrended Fluctuation Analysis showed the existence of a long term persistence and multifractality irrespective of the location.
The scaling exponents of SR and ET0 time series are found to be higher for stations with higher altitudes.
Subsequently, this study proposed using the novel multifractal cross correlation (MFCCA) method to examine the multiscale-multifractal correlations properties between ET0 and other investigated variables.
MFCCA could successfully capture the scale dependent association of different variables and the dynamics in the nature of their associations from seasonal to multi-annual time scale.
The multifractal exponents of pressure and relative air humidity are consistently lower than the exponents of ET0, irrespective of station location.
This study found that joint scaling exponent was nearly the average of scaling exponents of individual series in different pairs of variables.
Additionally, the α-values of joint multifractal spectrum were lower than the α values of both of the individual spectra, validating two universal properties in the mutifractal cross correlation studies for agro-meteorological time series.
The temporal evolution of cross-correlation showed similar pattern for all pair-wise associations involving ET0, except for the RH-ET0 link.
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