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Detrended Partial-Cross-Correlation Analysis: A New Method for Analyzing Correlations in Complex System
Naiming Yuan, Zuntao Fu, huan zhang, Lin Piao, Elena Xoplaki, Juerg Luterbacher
In this paper, a new method, detrended partial-cross-correlation analysis (DPCCA), is proposed. Based on detrended cross-correlation analysis (DCCA), this method is improved by including partial-correlation technique, which can be applied to quantify the relations of two non-stationary signals (with influences of other signals removed) on different time scales. We illustrate the advantages of this method by performing two numerical tests. Test I shows the advantages of DPCCA in handling non-stationary signals, while Test II reveals the “intrinsic” relations between two considered time series with potential influences of other unconsidered signals removed. To further show the utility of DPCCA in natural complex systems, we provide new evidence on the winter-time Pacific Decadal Oscillation (PDO) and the winter-time Nino3 Sea Surface Temperature Anomaly (Nino3-SSTA) affecting the Summer Rainfall over the middle-lower reaches of the Yangtze River (SRYR). By applying DPCCA, better significant correlations between SRYR and Nino3-SSTA on time scales of 6 ~ 8 years are found over the period 1951 ~ 2012, while significant correlations between SRYR and PDO on time scales of 35 years arise. With these physically explainable results, we have confidence that DPCCA is an useful method in addressing complex systems.
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