2015
DOI: 10.1007/s00477-015-1162-x
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Multifractal property and long-range cross-correlation behavior of particulate matters at urban traffic intersection in Shanghai

Abstract: At urban road intersection, the levels of particulate matters within different size groups present multivariable relationships and have been attracting increasing attentions. In this study, we attend to apply the recently developed multifractal detrended cross-correlation analysis method to investigate the fractal property and the crosscorrelation behavior among the non-stationary time series of particulate matters. Six groups of particulate matters with different sizes are measured at a typical traffic inters… Show more

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Cited by 25 publications
(4 citation statements)
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References 29 publications
(35 reference statements)
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“…Euphrasie-Clotilde et al ( 2017) study shows that this background atmosphere is roughly 20 µg/m 3 . Due to Guadeloupe flat topography in the center of the island and its weak anthropogenic activity (Plocoste et al, 2014(Plocoste et al, , 2018, the diurnal variation of P M 10 concentrations is not significant as other megacities worldwide (Künzli et al, 2000;Mijić et al, 2009;Sansuddin et al, 2011;Xi et al, 2013;Ozel and Cakmakyapan, 2015;He et al, 2016;Momtazan et al, 2019). Thus, P M 10 values highlight a more persistence behavior between October and April, i.e.…”
Section: Singularity Parametersmentioning
confidence: 99%
“…Euphrasie-Clotilde et al ( 2017) study shows that this background atmosphere is roughly 20 µg/m 3 . Due to Guadeloupe flat topography in the center of the island and its weak anthropogenic activity (Plocoste et al, 2014(Plocoste et al, , 2018, the diurnal variation of P M 10 concentrations is not significant as other megacities worldwide (Künzli et al, 2000;Mijić et al, 2009;Sansuddin et al, 2011;Xi et al, 2013;Ozel and Cakmakyapan, 2015;He et al, 2016;Momtazan et al, 2019). Thus, P M 10 values highlight a more persistence behavior between October and April, i.e.…”
Section: Singularity Parametersmentioning
confidence: 99%
“…To do so, we make use of the MFDCCA, which can be derived by Podobnik et al. (2009), He et al. (2016), and He (2017).…”
Section: Methodsmentioning
confidence: 99%
“…The present paper aims in testing and characterizing the properties of a possible long-run relationship between two time-series. To do so, we make use of the MFDCCA, which can be derived by Podobnik et al (2009), He et al (2016), andHe (2017). This method in financial empirical investigations can also be derived by Daglis (2021).…”
Section: Multifractal Detrended Cross-correlation Analysis (Mfdcca)mentioning
confidence: 99%
“…To test and characterize the properties of the long-run relationship between two variables, we make use of the multifractal detrended cross-correlation analysis (MFDCCA). The methodology can be derived by Podobnik et al (2009), He et al (2016), and He (2017). This particular technique is considered one of the most appropriate for financial analysis.…”
Section: Methodsmentioning
confidence: 99%