Auto- and Cross-Correlation Multifractal Analysis of Sea Surface Temperature Variability

被引:1
|
作者
Lim, Gyuchang [1 ]
Park, Jong-Jin [1 ,2 ]
机构
[1] Kyungpook Natl Univ, Kyungpook Inst Oceanog, Daegu 41566, South Korea
[2] Kyungpook Natl Univ, Sch Earth Syst Sci, Daegu 41566, South Korea
关键词
sea surface temperature; multifractal asymmetric cross-correlation analysis; generalized Hurst exponent; air-sea interaction; advection of water mass; JAPAN SEA; WATER TEMPERATURE; STOCK-MARKET; EFFICIENCY; BEHAVIOR;
D O I
10.3390/fractalfract8040239
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
In this study, we investigate multiscale auto- and cross-correlation structural characteristics of sea surface temperature (SST) variability using our new methodology, called the multifractal asymmetric cross-correlation analysis (MF-ACCA), incorporating signs of a segment's detrended covariance and linear trend. SST is greatly affected by air-sea interactions and the advection of water masses with a wide range of spatiotemporal scales. Since these force factors are imprinted on SST variability, their features can be revealed in terms of long-range auto- and cross-correlation structures of SST variability via a multifractal analysis. By applying the MF-ACCA methodology to SST variability in the East/Japan Sea, we have found the following features: (1) the auto- and cross-correlation multifractal features are dependent on several parameters, such as the location, linear trends (rising or falling), level of fluctuations, and temporal scales; (2) there are crossover behaviors that are discrete for small scales (less than 1000 days) but continuous for large scales (more than 1000 days); (3) long-range persistence of auto- and cross-correlations is random for large scales during the falling phase; (4) long-range persistence is stronger during the rising phase than during the falling phase; (5) the degree of asymmetry is greater for large scales than for small scales.
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页数:25
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