基于EMD的北京与天津PM2.5相关结构探究

Study on Correlation Structures between Beijing and Tianjin PM2.5 Based on EMD

摘要: 为了深入探究北京市与天津市空气质量的相关性，通过计算相关系数矩阵，分别找出了两地最具代表性的空气质量指标均为PM2.5，利用经验模态分解(EMD)对北京市PM2.5和天津市PM2.5时间序列进行模态分解，基于周期进行模态重构，借助互相关函数对重构后的模态组合进行动态相关性分析。结果表明：北京市PM2.5和天津市PM2.5在趋势项上高度相关，高频部分之间强相关，在PM2.5的低频部分北京市滞后于天津市，且滞后1天时两序列达到最大正相关。

Abstract: In order to explore the correlation between air quality in Beijing and Tianjin, the most representative air quality indexes in Beijing and Tianjin were found to be PM2.5 by calculating the correlation coefficient matrix. Empirical mode decomposition (EMD) was used to decompose the PM2.5 time series in Beijing and Tianjin, and modal reconstruction was carried out based on the period. The results show that PM2.5 in Beijing and PM2.5 in Tianjin are highly correlated in trend terms and strongly correlated in high-frequency parts. In the low-frequency part of PM2.5, Beijing lags behind Tianjin, and the two sequences reach the maximum positive correlation when lagging 1 day.