基于经验模态分解的温度和溶解氧时间序列时间相关分析
Time dependent intrinsic correlation analysis of temperature and dissolved oxygen time series using empirical mode decomposition
摘要：
在海洋环境中，许多场在不同的空间和时间尺度上都有大范围的波动。这些量可以是非线性的\red{and}非平稳的，并且经常相互作用。需要一种好的方法来研究这种时间序列的多尺度动力学及其相关性。本文应用基于经验模态分解的时变内禀相关方法，对两个近海海洋时间序列，温度和溶解氧（饱和百分比）进行了\red{of}分析。这两个时间序列每20分钟记录一次，从2004年到2011年，\red{for} 7年。对这种时间序列的经验模式分解的应用进行了说明，并使用希尔伯特变换（希尔伯特谱分析）估计的时间序列的功率谱。幂律制度被发现与1.33的斜率溶解氧和1.68的温度在高频率（1.2和12小时之间）\red{with}都接近1.9较低的频率（时间尺度从2到100天）。此外，考虑了两个序列之间的互相关的时间演化和尺度依赖性。趋势是完全反相关的。平均3年和1年的模态也有负相关，而高频率模态的相关性要小得多。时间依赖的内在相关性的估计有助于显示在不同尺度上的相关模式，对于不同的模式。
英文摘要：
In the marine environment, many fields have fluctuations over a large range of different spatial and temporal scales. These quantities can be nonlinear \red{and} non-stationary, and often interact with each other. A good method to study the multiple scale dynamics of such time series, and their correlations, is needed. In this paper an application of an empirical mode decomposition based time dependent intrinsic correlation, \red{of} two coastal oceanic time series, temperature and dissolved oxygen (saturation percentage) is presented. The two time series are recorded every 20 minutes \red{for} 7 years, from 2004 to 2011. The application of the Empirical Mode Decomposition on such time series is illustrated, and the power spectra of the time series are estimated using the Hilbert transform (Hilbert spectral analysis). Power-law regimes are found with slopes of 1.33 for dissolved oxygen and 1.68 for temperature at high frequencies (between 1.2 and 12 hours) \red{with} both close to 1.9 for lower frequencies (time scales from 2 to 100 days). Moreover, the time evolution and scale dependence of cross correlations between both series are considered. The trends are perfectly anti-correlated. The modes of mean year 3 and 1 year have also negative correlation, whereas higher frequency modes have a much smaller correlation. The estimation of time-dependent intrinsic correlations helps to show patterns of correlations at different scales, for different modes.
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