Statistical analysis of auto-correlation and cross-correlation: a case of study inherent to the issue of water security

Authors

DOI:

https://doi.org/10.55761/abclima.v35i20.18891

Keywords:

NDVI, EVI, Water Security, DFA, ρ_DCCA

Abstract

The vegetation indexes, NDVI and EVI, used in the analysis of remote sensing data, assess the health and vigor of vegetation based on the reflectance measured by sensors on satellites. Based on these values (and its RGB spectral bands) as a function of time, this paper proposes a complete analysis of auto-correlation and cross-correlation, for more than six years of observation. For this purpose, an important environmental protection area was chosen, where energy generation and water security are crucial factors regarding the well-being of millions of inhabitants. For this analysis, the DFA method and the DCCA cross-correlation coefficient were applied. Initially, in the study of auto-correlations, a clear change of behavior in the auto-correlation function was identified around 30 observations, with different exponents values depending on the index applied. Subsequently, in the analysis of the mutual relationship between all indexes, through the DCCA cross-correlation coefficient, it was clear that the value of this coefficient can be negative or positive, with DCCA cross-correlation varying from a weak to a strong level, depending on its time scale.

Downloads

Author Biographies

Basílio Fernandez, Programa de Pós-Graduação em Modelagem em Ciências da Terra e do Ambiente (PPGM) Universidade Estadual de Feira de Santana (UEFS)

Mestre em Modelagem Computacional pelo SENAI - CIMATEC - Bahia - Brasil (Nota 5 - CAPES) Diretor de Difusão Científica e co-fundador do Planetário do Museu Parque do Saber em Feira de Santana - Bahia. Pesquisador na área de Sistemas Complexos.

Lidiane Alves de Oliveira, Programa de Pós-Graduação em Modelagem em Ciências da Terra e do Ambiente (PPGM) Universidade Estadual de Feira de Santana (UEFS)

Mestranda em Ciências Ambientais, estudante no grupo de pesquisa Modelagem em Sistemas Complexos do Programa de Pós Graduação Modelagem em Ciências da Terra e do Ambiente, da Universidade Estadual de Feira de Santana.

Gilney Figueira Zebende, Universidade Estadual de Feira de Santana (UEFS)

Possui graduação em Fisica pela Universidade Federal Fluminense (1991), mestrado em Física pela Universidade Federal Fluminense (1993) e doutorado em Física pela Universidade Federal Fluminense (1999). Atualmente é professor Pleno da Universidade Estadual de Feira de Santana. Tem experiência na área de Física, com ênfase em Física da Matéria Condensada, atuando principalmente nos seguintes temas: dfa, correlação de longo alcance, dcca, dcca cross-correlation coefficient e coeficiente rho_dcca.

References

Algoritmo para o rho_DCCA [por] Gilney Zebende. [S. l.: s. n], 2021. 1 vídeo (29:31 min). Publicado pelo canal do PPGM UEFS. Disponível em: https://www.youtube.com/watch?v=RQL7Db74yG0. Acesso em: 20 ago. 2024.

ANSARI, S. et al. Standardized Drought Indices on Drought.Gov, Produced with Climate Engine and Google Earth Engine, from Multiple Foundational Precipitation and Temperature Datasets. Disponível em: https://ams.confex.com/ams/104ANNUAL/meetingapp.cgi/Paper/428427. Acesso em: 22 ago. 2024.

BRASIL. Lei nº 6.902, de 27 de abril de 1981. Disponível em: https://www.planalto.gov.br/ccivil_03/LEIS/L6902.htm. Acesso em: 20 ago. 2024.

BRASIL. Lei nº 12.651, de 25 de maio de 2012. Disponível em: https://www.planalto.gov.br/ccivil_03/_ato2011-2014/2012/lei/l12651.htm?itid=lk_inline_enhanced-template. Acesso em: 20 ago. 2024.

BRITO, A. A.; de ARAÚJO, H. A.; ZEBENDE, G. F. Detrended multiple cross-correlation coefficient applied to solar radiation, air temperature and relative humidity. Scientific Reports, v. 9, n. 1, 1-10, 2019. DOI: https://doi.org/10.1038/s41598-019-56114-6

CHEN, Z. et al. Effect of nonstationarities on detrended fluctuation analysis. Physical Review E, v. 65, n. 4, 041107, 2002. DOI: https://doi.org/10.1103/PhysRevE.65.041107

DEERING, D. W. Rangeland Reflectance Characteristics Measured by Aircraft and Spacecraft Sensors. Dissertação—Texas A&M University, 1978.

FRAEDRICH, K.; BLENDER, R. Scaling of Atmosphere and Ocean Temperature Correlations in Observations and Climate Models. Physical Review Letters, v. 90, n. 10, 11 mar. 2003. DOI: https://doi.org/10.1103/PhysRevLett.90.108501

GARCÍA, L. et al. Construction of Linear Models for the Normalized Vegetation Index (NDVI) for Coffee Crops in Peru Based on Historical Atmospheric Variables from the Climate Engine Platform. Atmosphere, v. 15, n. 8, p. 923–923, 1 ago. 2024. DOI: https://doi.org/10.3390/atmos15080923

GONÇALVES, R. V. et al. Analysis of NDVI time series using cross-correlation and forecasting methods for monitoring sugarcane fields in Brazil. International Journal of Remote Sensing, v. 33, n. 15, p. 4653-4672, 2012. DOI: https://doi.org/10.1080/01431161.2011.638334

GODWIN, P. et al. Detecting groundwater dependence and woody vegetation restoration with NDVI and moisture trend analyses in an Indonesian karst savanna. Frontiers in Remote Sensing, v. 5, p. 1280712, 2024. DOI: https://doi.org/10.3389/frsen.2024.1280712

GORELICK, N. et al. Google Earth Engine: Planetary-scale geospatial analysis for everyone. Remote Sensing of Environment, v. 202, p. 18–27, dez. 2017. DOI: https://doi.org/10.1016/j.rse.2017.06.031

GUO, E. et al. Temporal and spatial characteristics of extreme precipitation events in the Midwest of Jilin Province based on multifractal detrended fluctuation analysis method and copula functions. Theoretical and Applied Climatology, v. 130, n. 1-2, p. 597–607, 26 ago. 2016. DOI: https://doi.org/10.1007/s00704-016-1909-4

HENEGHAN, C.; MCDARBY, G. Establishing the relation between detrended fluctuation analysis and power spectral density analysis for stochastic processes. Physical Review E, v. 62, n. 5, p. 6103–6110, 1 nov. 2000. DOI: https://doi.org/10.1103/PhysRevE.62.6103

HU, K. et al. Effect of trends on detrended fluctuation analysis. Physical Review E, v. 64, n. 1, 26 jun. 2001. DOI: https://doi.org/10.1103/PhysRevE.64.011114

HUBER, P. J. Robust Statistics. Hoboken, NJ, USA: John Wiley & Sons, Inc., 1981.

HUETE, A. R.; JACKSON, R. D.; POST, D. F. Spectral response of a plant canopy with different soil backgrounds. Remote Sensing of Environment, v. 17, n. 1, p. 37–53, fev. 1985. DOI: https://doi.org/10.1016/0034-4257(85)90111-7

HUNTINGTON, J. L. et al. Climate Engine: Cloud Computing and Visualization of Climate and Remote Sensing Data for Advanced Natural Resource Monitoring and Process Understanding. Bulletin of the American Meteorological Society, v. 98, n. 11, p. 2397–2410, 1 nov. 2017. Disponível em: hhttp://journals.ametsoc.org/doi/abs/10.1175/BAMS-D-15-00324.1. Acesso em: 20 ago. 2024. DOI: https://doi.org/10.1175/BAMS-D-15-00324.1

JACKSON, R. D.; HUETE, A. R. Interpreting vegetation indices. Preventive Veterinary Medicine, v. 11, n. 3-4, p. 185–200, dez. 1991. DOI: https://doi.org/10.1016/S0167-5877(05)80004-2

JIANG, Z.-Q.; ZHOU, W.-X. Multifractal detrending moving-average cross-correlation analysis. Physical Review E, v. 84, n. 1, 21 jul. 2011. DOI: https://doi.org/10.1103/PhysRevE.84.016106

KIRÁLY, A.; JÁNOSI, I. M. Detrended fluctuation analysis of daily temperature records: Geographic dependence over Australia. Meteorology and Atmospheric Physics, v. 88, n. 3-4, p. 119–128, 28 out. 2004. DOI: https://doi.org/10.1007/s00703-004-0078-7

KOSCIELNY-BUNDE, E. et al. Indication of a Universal Persistence Law Governing Atmospheric Variability. Physical Review Letters, v. 81, n. 3, p. 729–732, 20 jul. 1998. DOI: https://doi.org/10.1103/PhysRevLett.81.729

KRISTOUFEK, L. Measuring Correlations between non-stationary Series with DCCA Coefficient. Physica A: Statistical Mechanics and Its Applications, v. 402, p. 291–298, maio 2014. DOI: https://doi.org/10.1016/j.physa.2014.01.058

LIU, H. Q.; HUETE, A. A feedback based modification of the NDVI to minimize canopy background and atmospheric noise. IEEE Transactions on Geoscience and Remote Sensing, v. 33, n. 2, p. 457–465, mar. 1995. DOI: https://doi.org/10.1109/TGRS.1995.8746027

LIU, Q. et al. Characteristics of groundwater drought and its correlation with meteorological and agricultural drought over the North China Plain based on GRACE. Ecological Indicators, v. 161, p. 111925, 2024. DOI: https://doi.org/10.1016/j.ecolind.2024.111925

NKIAKA, E. et al. Quantifying the effects of climate and environmental changes on evapotranspiration variability in the Sahel. Journal of Hydrology, p. 131874–131874, 1 ago. 2024. DOI: https://doi.org/10.1016/j.jhydrol.2024.131874

PENG, C.-K. et al. Mosaic Organization of DNA Nucleotides. Physical Review E, v. 49, n. 2, p. 1685–1689, 1 fev. 1994. DOI: https://doi.org/10.1103/PhysRevE.49.1685

PODOBNIK, B. et al. Statistical Tests for Power-law Cross-correlated Processes. Physical Review E, v. 84, n. 6, 22 dez. 2011. DOI: https://doi.org/10.1103/PhysRevE.84.066118

PODOBNIK, B.; STANLEY, H. E. Detrended Cross-Correlation Analysis: a New Method for Analyzing Two Nonstationary Time Series. Physical Review Letters, v. 100, n. 8, 27 fev. 2008. DOI: https://doi.org/10.1103/PhysRevLett.100.084102

SABY, L. et al. Sensitivity of Remotely Sensed Vegetation to Hydrologic Predictors across the Colorado River Basin, 2001–2019. Journal of the American Water Resources Association v. 58 (6): 1017–1029. https://doi.org/10.1111/1752-1688.12965, 2022. Acesso em: 12 dez. 2024. DOI: https://doi.org/10.1111/1752-1688.12965

UN-WATER. What Is Water Security? UN-Water. [s.l: s.n.]. Disponível em: https://www.unwater.org/sites/default/files/app/uploads/2017/05/unwater_poster_Oct2013.pdf. Acesso em: 20 ago. 2024.

VASSOLER, R. T.; ZEBENDE, G. F. DCCA cross-correlation coefficient apply in time series of air temperature and air relative humidity. Physica A: Statistical Mechanics and Its Applications, v. 391, n. 7, p. 2438–2443, abr. 2012. DOI: https://doi.org/10.1016/j.physa.2011.12.015

WALLECZEK, J. et al. Self-Organized Biological Dynamics and Nonlinear Control. [s.l.] Cambridge University Press, 2000. p. 421–428 DOI: https://doi.org/10.1017/CBO9780511535338

WANG, G.-J. et al. Random Matrix Theory Analysis of cross-correlations in the US Stock market: Evidence from Pearson’s Correlation Coefficient and Detrended cross-correlation Coefficient. Physica A: Statistical Mechanics and Its Applications, v. 392, n. 17, p. 3715–3730, set. 2013. DOI: https://doi.org/10.1016/j.physa.2013.04.027

ZEBENDE, G. F. DCCA cross-correlation coefficient: Quantifying Level of cross-correlation. Physica A: Statistical Mechanics and Its Applications, v. 390, n. 4, p. 614–618, fev. 2011. DOI: https://doi.org/10.1016/j.physa.2010.10.022

ZEBENDE, G. F.; FERNANDEZ, B. F.; PEREIRA, M. G. Analysis of the Variability in the sdB Star KIC 10670103: DFA Approach. Monthly Notices of the Royal Astronomical Society, v. 464, n. 3, p. 2638–2642, 12 out. 2016. DOI: https://doi.org/10.1093/mnras/stw2611

ZEBENDE, G. F. et al. rho_DCCA Applied between Air Temperature and Relative humidity: An hour/hour View. Physica A: Statistical Mechanics and Its Applications, v. 494, p. 17–26, 1 mar. 2018. DOI: https://doi.org/10.1016/j.physa.2017.12.023

ZEBENDE, G. F. et al. UMA VISÃO HORA A HORA DA AUTOCORRELAÇÃO EM DADOS DE TEMPERATURA E UMIDADE RELATIVA DO AR NA BAHIA. Revista Brasileira de Climatologia, v. 29, p. 99–112, 2021.

Published

18/12/2024

How to Cite

Fernandez, B., Oliveira, L. A. de, & Zebende, G. F. (2024). Statistical analysis of auto-correlation and cross-correlation: a case of study inherent to the issue of water security. Brazilian Journal of Climatology, 35(20), 735–751. https://doi.org/10.55761/abclima.v35i20.18891

Issue

Section

Artigos