A wavelet analysis to compare environmental time series
2012
Abstract
Cities such as São Paulo, Tokyo, New York and Mexico City are on the list of the most polluted in the world. PM10 is a major component of air pollution that threatens both our health and our environment. In this paper, we are interested in comparing time series using wavelet analysis. The comparison is made using three statistical procedures, namely, the scalogram, the test given by the ratio of cumulative wavelet periodograms and the analysis of variance. These methods are applied to compare the rates of hourly PM10 in four different districts of the city of São Paulo, Brazil. For the analysis we use the discrete wavelet transformation (DWT) considering the Haar and Daubechies wavelets. In the analysis of variance for the wavelet coefficients, we tested the local effect considering the months from June to October as replications. Scalograms were constructed for each series and we note that for the two wavelet bases used they presented different behavior leading to the conclusion that the series of energies are different. The effect of location was significant in the analysis of variance considering levels 4 ≤ j for both bases Haar and Daubechies DWT. We also consider a statistical test at each level j given by the ratio of Thelma Sáfadi and Pedro A. Morettin 80 the cumulative wavelet periodograms of the series. Again we could find that the series are generated by different processes.
FAQs
AI
What key differences were observed in PM10 time series across São Paulo districts?
The study found significant differences in wavelet coefficients for all pairs of series, particularly at levels j ≥ 6. Notably, Cambuci differed from Center at level 9, while comparing Cambuci to Cerqueira César showed variances at two levels.
How do wavelet methods enhance time series comparison over traditional statistical tests?
Wavelet methods allow for localization in both time and frequency, capturing variations across scales more effectively than traditional tests. This study utilized scalograms to visualize energy levels, revealing distinct series behaviors across different periods.
What statistical framework was used for wavelet coefficient analysis in this research?
The framework incorporated ANOVA decomposition via the scalogram combined with a test based on the cumulative wavelet periodograms. This statistical approach enabled the determination of differences in variances across time series at specified levels.
How does the Haar basis compare to Daubechies for analyzing PM10 time series?
Significant differences in wavelet coefficients were observed with the Haar basis at all pairs, while Daubechies showed limited differentiation between Cambuci-Santo Amaro and Center-Cerqueira César pairs. The distinction in effectiveness highlights the implications of selecting a suitable wavelet basis.
What role does seasonality play in the PM10 data from São Paulo?
The analysis indicated a notable seasonality corresponding to a cycle of approximately 7 days, affecting PM10 levels across every studied district. Such seasonal variations emphasize the necessity for temporal considerations in air pollution assessments.
References (12)
- F. Abramovich and A. Angelini, Testing in mixed-effects FANOVA models, J. Statist. Plann. Infer. 136(12) (2006), 4326-4348.
- M. A. Ariño, P. A. Morettin and B. Vidakovic, Wavelet scalograms and their applications in economic time series, Brazil. J. Probab. Stat. 18 (2004), 37-51.
- C. Chiann and P. A. Morettin, A wavelet analysis for time series, J. Nonpara. Stat. 10 (1998), 1-46.
- I. Daubechies, Ten Lectures on Wavelets, SIAM, Philadelphia, 1992.
- E. A. Maharaj, Using wavelets to compare time series patterns, Int. J. Wavelets Multires. Inf. Process. 3(4) (2005), 511-521.
- S. Mallat, Multiresolution approximations and wavelet orthonormal bases of ( ),
- R L Trans. Amer. Math. Soc. 315 (1989), 69-87.
- G. P. Nason, R. von Sachs and G. Kroisandt, Wavelet processes and adaptive estimation of the evolutionary wavelet spectrum, J. Royal Statist. Soc. B 62 (2000), 271-292.
- D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
- R: A Language and Environment for Statistical Computing, R Development Core Team, R Foundation for Statistical Computing, Vienna, Austria, 2010. http://www.R-project.org
- T. Sáfadi and D. Peña, Bayesian analysis of dynamic factor models: an application to air pollution and mortality in São Paulo, Brazil, Environmetrics 19(6) (2008), 582-601.
- G. E. Salcedo, R. F. Porto and P. A. Morettin, Comparing non-stationary and irregularly spaced time series (2010), submitted.