Atmospheric Environment 97 (2014) 130e135

Contents lists available at ScienceDirect

Atmospheric Environment
journal homepage: www.elsevier.com/locate/atmosenv

Detrended cross-correlation analysis of temperature, rainfall, PM10

and ambient dioxins in Hong Kong
Kai Shi a, b, *
a
b

Key Laboratory of Ecotourism in Hunan Province, Jishou University, Jishou, Hunan 416000, China
College of Biology and Environmental Sciences, Jishou University, Jishou, Hunan 416000, China

h i g h l i g h t s

Uses detrended cross-correlation analysis to investigate relationships between ambient dioxins and the inuential factors.

Crossover locations correspond to atmospheric circulation and regional transport hypothesis.

It shows strong long-term cross-correlation between precipitation and dioxins.

No signicant relationships are found between ambient dioxins and average temperature at long-term time scale.

a r t i c l e i n f o

a b s t r a c t

Article history:
Received 3 May 2014
Accepted 7 August 2014
Available online 8 August 2014

Using detrended cross-correlation analysis (DCCA), we investigate the long-term inuence of some
factors, specically precipitation, average temperature and PM10 concentrations on the evolution of
Polychlorinated dibenzo-p-dioxins (PCDDs) and dibenzofurans (PCDFs) concentrations in Hong Kong.
The 15 years regular monitoring data from two general urban sites, Central/Western District and Tsuen
Wan, are analyzed. The results show that the relationships between ambient dioxins and precipitation
(or PM10) display long-term cross-correlation at the time scale ranging from one month to one year;
while, no cross-correlation with each other have observed in longer temporal scaling regimes (greater
than one year). Meantime, differentiated from the previous study, we found that precipitation has the
greatest inuence on ambient PCDD/PCDFs at the long-term time scaling (about one year) in Hong Kong.
And no signicant relationships are found between ambient dioxins and average temperature at longterm time scale. These results correspond to atmospheric circulation and regional transport hypothesis and are explained in detail. The long-term cross-correlation property is discussed further, considering
the strong inuence of the Asian monsoon system.
2014 Elsevier Ltd. All rights reserved.

Keywords:
Detrended cross-correlation analysis
Polychlorinated dibenzo-p-dioxins
Polychlorinated dibenzofurans
Long-term cross-correlation
Meteorological parameter
PM10

1. Introduction
Polychlorinated dibenzo-p-dioxins (PCDDs) and dibenzofurans
(PCDFs), often simply termed as dioxins, are persistent and toxic
organic pollutants that are known to be toxic to humans and animals (Wu et al., 2010). A group of 17 congeners with chlorine atoms
at 2,3,7 and 8 positions are most toxic and have been assigned toxic
equivalent factors (TEFs). Dioxins in the atmosphere have many
sources, such as combustion processes, metalworking operations
and chemical wastes (Li et al., 2007; Ng et al., 2008). Due to the
persistence of dioxins in the atmosphere, atmospheric transport is

* College of Biology and Environmental Sciences, Jishou University, Jishou, Hunan

416000, China.
E-mail address: einboplure@163.com.
http://dx.doi.org/10.1016/j.atmosenv.2014.08.016
1352-2310/ 2014 Elsevier Ltd. All rights reserved.

considered as a major pathway for the transfer of PCDD/PCDFs to

terrestrial and aquatic ecosystems (Thuan et al., 2013; Wang et al.,
2011a). Thus the signicant temporal variations of ambient concentrations of PCDD/PCDFs might have correlation with the change
in atmospheric conditions (Lee et al., 2007).
The ambient PCDD/PCDFs concentrations can be inuenced by
some meteorological parameters, such as temperature and rainfall,
in certain circumstances. For example, Li et al. (2010) reported that
atmospheric PCDD/PCDFs show signicant inverse relationship
with ambient temperature. Rainfall has been shown to scavenge
PCDD/PCDFs, but their inuence is generally short within 2e3 days
(Li et al., 2011). However, Lohmann et al. (1999) found that there are
no correlation between PCDD/PCDFs and rainfalls. Li et al. (2011)
claimed that no signicant relationships were found between
meteorological parameters and PCDD/PCDFs in Beijing during July
2008. At the same time, the PCDD/PCDFs concentrations were

K. Shi / Atmospheric Environment 97 (2014) 130e135

signicantly correlated with particulate matters (Li et al., 2011; Chi

et al., 2008). These studies show that the inter-relationships between ambient dioxins and its inuential factors are complex and
uncertain in nature. Some ambiguous conclusions maybe come
from the sampling periods. Depending on the study purpose and
instruments, samples are often taken for day/week-long periods.
The analysis from short-term sampling can only reveal the shortterm and real-time effects of various factors on PCDD/PCDFs
levels. However, Dioxins have long lifetime in the air, ranging from
a few days to years. In the absence of actual data, the long-term
inter-relationships between ambient dioxins and its inuential
factors still remain uncertain. It seems evident that the understanding of these uncertainties can contribute to developing atmospheric source-receptor models of PCDD/PCDFs in the
atmosphere.
In order to indicate the inter-relationships between different
variables, some time series analysis methods have been developed.
The most popular is the measurement of the Pearson correlation
coefcient. However, this coefcient is not robust and can be
misleading if outliers are present, as in real-world data characterized by a high degree of nonstationarity (Rand, 2005). These recent
work has been shown that a lot of air pollutants concentrations (Shi
et al., 2008; Lee and Lin, 2008) and meteorological factors (Peters
and Neelin, 2006; Vassoler and Zebende, 2012) time series are
characterized by nonlinearity and nonstationarity. When time series is nonstationary, the limitations of methods that assume stationarity are clear. The strong cross-correlations between different
variables may be not because cross-correlations are actually present, but simply because the cross-correlation function is being
used for nonstationary time series and each time series happen to
have a characteristic strong same trend, which is inappropriate.
Podobnik and Stanley (2008) propose a new method, detrended
cross-correlation analysis (DCCA), to investigate power-law crosscorrelations between two simultaneously recorded time series in
the presence of nonstationarity. Therefore, introducing DCCA to
research long-term relationships between ambient dioxins and its
inuential factors, one will have a better scientic understanding of
the temporal trends of PCDD/PCDFs. However, little research has
been found on this topic.
The objective of this work is to investigate the temporal scaling
of cross-correlations between the temperature, rainfall, PM10 and
ambient dioxins in the atmosphere of Hong Kong based on the 15
years regular monitoring data, using the DCCA method.
2. Materials and methods
2.1. Study materials
Hong Kong is situated in the southern tip of the Pearl River Delta
region in China. Hong Kong's atmospheric conditions are under the
strong inuence of the Asian monsoon system. The surface wind in
Hong Kong is predominantly easterlies (E, SE, and NE winds) year
around, with a clear seasonal pattern in the frequency distribution
of northerly and southerly winds. Thus, the contributions of nonHong Kong sources to air pollutants over Hong Kong are signicant by the atmospheric transport in winter. Under the inuence of
the northeast monsoon, winter has much less rainfall in comparison with summer and spring. In the summer months (May to
August), the cumulative rainfalls are 1408 mm averagely. In the
winter months (November to February), the cumulative rainfalls
are 134 mm averagely.
Since the last municipal solid waste incineration plant in Hong
Kong was closed in 1997, a signicant reduction was expected in
dioxin emissions from this pollution source after 1997. Thus, a
regular dioxin-monitoring program has been made by the Hong

131

Kong Environmental Protection Department (HKEPD) since July

1997. Ambient concentrations of 17 PCDD/PCDFs have been monitored at two general urban sites, Central/Western District and
Tsuen Wan, since July 1997. The sampling frequency was once a
month before July 1999 and roughly once every 12 days afterwards.
The reported data are 24-h average concentrations on the day of
sampling in pg I-TEQ/m3. In this paper, we have used these dioxinmonitoring data from July 1997 to June 2012. At the corresponding
time, daily precipitation, daily average temperature and daily
average PM10 concentrations of Central/Western District and Tsuen
Wan sites, from July 1997 to June 2012, are collected. These data are
shown in Fig. 1.

2.2. Methods
detrended cross-correlation analysis (DCCA) can be used to
investigate the long-term cross-correlations between two nonstationary time series (Podobnik and Stanley, 2008). It has successfully
been applied to economics (Sequeira Junior et al., 2010; Wang et al.,
2011b), meteorologic (Vassoler and Zebende, 2012) time series.
The DCCA procedure consists of four steps.
For two time series, {xi,i 1,2,,N} and {yi,i 1,2,,N}, rst we
determine the proles as two new series.

xk

k
k
X
X
xi  x and yk
yi  y;
i1

k 1; 2; ; N:

(1)

i1

Second, we divide the proles {xk} and {yk} into Nsint(N/n)

nonoverlapping segments of equal length n. Since the length N of
the series is usually not a multiple of the considered timescale n, a
short part at the end of the prole may remain. In order not to
disregard this part of the series, the same procedure is repeated
starting from the opposite end. Thereby, 2Ns segments are obtained
altogether.
~k;i for each of the 2Ns
Next, we calculate the local trend ~
xk;i and y
segments by tting (least squares t) a polynominal of order 1 to
data and deteremine the covariance of residuals in each box.
in
1X
2
~k;i :
fDCCA
n; i
xk  ~
xk;i yk  y
n

(2)

ki

Finally, calculate the detrended covariance by summing over all

overlapping all segments of length n,

v
u
2NS
u 1 X
Fnt
f2
n; i:
2Ns i1 DCCA

(3)

If F(n) behaves as a power-law function of n, the data present

scaling.

 
F n fnl :

(4)

The cross-correlation exponent l can be obtained by observing

the slope of logelog plot of F(n) versus n by ordinary least squares. l
quantitatively measures the cross-correlation of two series in terms
of long-term cross-correlation exists. If l > 0.5, there are long-term
cross-correlations between two series, namely the crosscorrelations between two series are persistent. An increase of one
series is likely to be followed by an increase of the other series in
the future. If l < 0.5, the cross-correlations between two series are
anti-persistent. An increase of one series is likely to be followed by a
decrease of the other series in the future. If l 0.5, the series are
not cross-correlated with each other, and the change of one series
cannot affect the behavior of the other series.

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K. Shi / Atmospheric Environment 97 (2014) 130e135

Fig. 1. The regular monitoring ambient total dioxins concentrations, precipitation, average temperature and average PM10 concentrations of Central/Western District and Tsuen Wan
sites, from July 1997 to June 2012.

In this study, some variables, such as average temperature and

precipitation, have a periodic trend due to seasonal changes. It was
found that when many noisy signals in real systems display periodic trends, so that the scaling results obtained from the detrend
uctuation analysis become difcult to analyze (Hu et al., 2001). In
this case, a possible approach is to rst lter out the periodic trends
before we attempt to quantify correlations in the data.
So before the standard DCCA procedure, one should eliminate
the periodic seasonal trends as followed.
Consider two record Ci and Ti, i 1,2,,N, where Ci represent the
daily total dioxin concentration in units of pg I-TEQ/m3, and Ti
represent the daily average temperature, daily precipitation or daily
average PM10 concentrations series. N is the number of days in the
considered record.
For eliminating the periodic seasonal trends, we calculate the
departures of Ci and Ti,

xi Ci  Ci and yi Ti  Ti ;

(5)

Fig. 2. DCCA plot of total dioxins and precipitation in Central/Western District site.

from the mean Ci or Ti. Ci and Ti are calculated for each calendar
date i, e.g., 1st of January, which has been obtained by averaging
over all years in the record. Thus, {xi,i 1,2,,N} and {yi,i 1,2,,N}
have no the periodic seasonal trends.
3. Results and discussion
Fig. 2 shows DCCA calculation for total dioxin concentrations
and precipitation of Central/Western District. Based on logelog
plots of F(n) versus n, one crossover point can be detected for the
curve of F(n) versus n. The crossover has been found to reect
sudden changes in cross-correlation behavior of the signal at
different time scales. The sampling frequency was once a month. So
the smallest time interval in the data is one month. In Fig. 2, the
natural logarithm of the timescale n at the crossover point is 2.485.
So the timing for the crossover point is about 12 months, which is
due to annual periodicity. To determine the statistical properties of
cross-correlation between total dioxin concentrations and precipitation, we compute the scaling exponents for different time
scaling. For shorter time scaling, the plot can be tted to a straight
line with a cross-correlation exponent l1 0.937 0.042 in the 95%
condence interval, which exhibits high long-term cross-correlations. Over longer time scaling, a line with a decreased slop

Fig. 3. DCCA plot of total dioxins and precipitation in Tsuen Wan site.

K. Shi / Atmospheric Environment 97 (2014) 130e135

(l2 0.477 0.063 in the 95% condence interval), which is close to

0.5, indicates that total dioxin concentrations and precipitation are
not cross-correlated with each other.
Fig. 3 shows DCCA calculation for total dioxin concentrations
and precipitation of Tsuen Wan. The result is similar to logelog
plots of F(n) versus n in Fig. 2. It indicates that high long-term crosscorrelations property (l1 0.920 0.039 in the 95% condence
interval) between total dioxin concentrations and precipitation
comes up to about 12 months. For time spans greater than one year,
the two series are characterized by not cross-correlated with each
other (l2 0.522 0.057 in the 95% condence interval).
Figs. 4 and 5 display DCCA calculation for total dioxin concentrations and average temperature of Central/Western District and
Tsuen Wan respectively. In these logelog plots of F(n) versusn, the
results exhibit clear power-law scaling relationship at the whole
scale of 15 years. In the original series, as to Central/Western District, l 0.512 0.078; while as to Tsuen Wan, l 0.474 0.073 in
the 95% condence interval. They exhibit that there are no crosscorrelations properties between total dioxin concentrations and
average temperature at the considered time scaling. The trend is
contrary to that of precipitation obviously.
Figs. 6 and 7 exhibit DCCA calculation for total dioxin concentrations and PM10 concentrations of Central/Western District and
Tsuen Wan respectively. These observed Fnfnl relationships all
exhibit two scaling regimes with crossover point of about 12
months. In the 95% condence interval, as to Central/Western
District, l1 0.733 0.024 at shorter time scaling and
l2 0.502 0.059 at time scaling greater than one year. As to Tsuen
Wan, l1 0.798 0.025 and l2 0.467 0.041. The trend is similar
to that of precipitation obviously. However, obvious difference between Figs. 2 and 3 and Figs. 6 and 7 still exit, which can be seen the
exponent l1 values in Figs. 6 and 7 are smaller than that in Figs. 2
and 3.
In order to verify that the exponent l indeed reects some information of cross-correlations properties of two series, we performed the same analysis on randomly shufed versions of the
original two series. Randomly shufed series can be obtained by
shufing the original time series. It destroys any temporal correlations in the data, while the shufed data still remain exactly the
same uctuation distributions. If the shufed time series follow the
random (white) noise, then the persistence found above does not
come from the data themselves, but from their time evolution relations. The calculated l value for shufed series is shown in

Fig. 4. DCCA plot of total dioxins and average temperature in Central/Western District
site.

133

Fig. 5. DCCA plot of total dioxins and average temperature in Tsuen Wan site.

Fig. 6. DCCA plot of total dioxins and average PM10 concentrations in Central/Western
District site.

Figs. 2e7. We found l values are all close to 0.5. The randomly
shufed series indicates the obvious randomness and noncorrelation, which differs signicantly from the calculated for the
original series.
The long-term evolution of ambient PCDD/PCDFs concentrations are the complex combined results of some basin factors
(Zheng et al., 2008). Different factors had different effect above
ambient PCDD/PCDFs at different time scaling. In their relationships with precipitation and PM10 concentrations, the high longterm cross-correlations signies that the ambient PCDD/PCDFs
concentrations uctuations, from small time intervals (down to one
month) to larger ones (up to one year), are positively crosscorrelation with precipitation and PM10 concentrations in a
power-law fashion. This scaling comes from the time evolution and
not from the values of the data. For example, there is a varied
tendency in precipitation or PM10 concentrations to be followed by
another varied tendency in ambient PCDD/PCDFs concentrations at
a different time in a power-law fashion. Usually, the short-term
correlations are described by the cross-correlation function,
which obeys the classical Markov-type stochastic behavior and
declines exponentially with a certain decay time. In opposite, the
long-term cross-correlation imply that the cross-correlation relation between ambient dioxins and precipitation or PM10 declines as

134

K. Shi / Atmospheric Environment 97 (2014) 130e135

Fig. 7. DCCA plot of total dioxins and average PM10 concentrations in Tsuen Wan site.

a more slowly decaying relation (power-law) in time rather than

exponentially. The power-law cross-correlations relationships
derived from the real measurements could also serve as a tool to
improve the atmospheric source-receptor models of PCDD/PCDFs.
More specically, the scaling property detected in the real observations of PCDD/PCDFs concentrations could be used to test the
scaling performance of the leading atmospheric source-receptor
models of PCDD/PCDFs under different scenarios of meteorological condition and to improve the performance of the atmospheric
chemistry-transport models.
Lohmann et al. (1999) claimed that ambient dioxins have no
signicant correlation against precipitation. Li et al. (2011) found
that rainfall has been shown to scavenge PCDD/PCDFs, but their
inuence is generally short within 2e3 days. Differentiate from
these ambiguous conclusions, in this study, at the longer term time
scaling (about one years), the greatest impact comes from precipitation in the evolution of ambient PCDD/PCDFs in Hong Kong
based on the 15 years regular monitoring data. So the wet deposition is the major removal mechanism for ambient PCDD/PCDFs in
Hong Kong. Higher rainfall may results in lower ambient PCDD/
PCDFs concentrations in summer, while the opposite is true in
winter.
The atmosphere plays a major role in transport and deposition
of natural and anthropogenic PCDD/PCDFs, thus acting as the main
pathway for transporting PCDD/PCDFs from emission sources to
various environmental compartments in South China Sea (Thuan
et al., 2013). For Hong Kong, in summer, precipitation phenomenon is dominated by the prevailing southerly or southeasterly
monsoon wind from to the South China Sea or the Northwest Pacic Ocean. In winter, air masses and pollutants typically originate
from northern China owning to the northeast monsoon. It is well
known that precipitation phenomenon and particulate matters
time series (Shi et al., 2008, 2009) exhibited obvious annual periodicity due to the systematic variations in response to seasonal and
other factors. Thus, the high long-term cross-correlations between
ambient dioxins and precipitation or PM10, with crossover point
with about 12 months, can be well understood.
Several prior studies (Louie and Sin, 2003; Sin et al., 2002; Ng
et al., 2008) showed that PCDD/PCDFs concentrations in the atmosphere are much higher in the winter than in the summer,
which is the observed winter effect In Hong Kong. In this study, the
average ambient air PCDD/PCDFs concentrations during the summer (July and August) and winter (December and January) seasons
ranged from 0.074 to 0.148 pg I-TEQ/m3 at Central/Western District

site and from 0.041 to 0.126 pg I-TEQ/m3 at Tsuen Wan site.

Although PCDD/PCDFs concentrations during winter are signicantly highly than those during the other seasons, DCCA calculations inect that no signicant relationships are found between
ambient dioxins and average temperature in long-term time scale.
This result can be explained in detail. Generally, the observed
winter effects are often explained via seasonally-controlled combustion processes of fossil fuels, degradation rates and seasonal
change in air mass movement. Hong Kong is located in the subtropical region, and home heating is not needed at all during the
winter. This eliminates a very important emission source of PCDD/
PCDFs, which is assumed major responsibility for the elevated
winter concentration in other studies areas. Some evidences indicated that incomplete combustion of the motor engines is more
serious in winter, which can elevate PCDD/PCDFs levels emitted
from vehicles. At the same time, the degradation rates of PCDD/
PCDFs in summer are faster than that in winter. However, the small
temperature difference (only 8  C) in summer and winter in Hong
Kong may not be the main cause for winter effect. This long-term
relation between ambient dioxins and average temperature also
suggests that the high ambient temperature may be not the main
removal mechanism of PCDD/PCDFs in Hong Kong at long-term
time scale.
The synoptic meteorology in Hong Kong, which is inuenced by
the Asiatic monsoon, results in large winter-summer contrasts in
air pollution mass. Strong long-term cross-correlations between
PM10 and dioxins substantiate the hypothesis of the regional
transport of PCDD/PCDFs to Hong Kong from northern China. A
number of known dioxin sources such as waste incineration power
plants, small waste incineration factories and open burning of
electronic wastes in the Pearl River Delta are situated the north of
Hong Kong. Through prevailing northeasterly wind in winter, the
dioxin emissions may be transported to Hong Kong.
4. Conclusions
Based on 15 monitoring data, the scaling and cross-correlations
properties between ambient dioxins and precipitation (temperature, PM10) in the atmosphere of Hong Kong have been analyzed by
using DCCA technique. We have identied that the relationships
between ambient dioxins and precipitation (and PM10) exhibit
long-term cross-correlated at the time scale of about 12 months.
However, in longer temporal scaling regimes, no cross-correlated
with each other has observed. By the DCCA exponent, we found
that the greatest impact comes from precipitation in the evolution
of ambient PCDD/PCDFs in Hong Kong at the long-term time scaling
(about one years). Meantime, no signicant relationships are found
between ambient dioxins and average temperature at long-term
time scale (about 15 years). The high long-term cross-correlated
between ambient dioxins and precipitation (and PM10) maybe
come from the strong inuence of the Asian monsoon system. The
clear seasonality crossover point is consistent with the atmospheric
circulation and regional transport hypothesis. We have noticed that
it is the rst time that the long-term cross-correlation between
ambient dioxins and precipitation (temperature, PM10) is quantied, by way of DCCA. This study can be extended to treat other
domains of environmental science, due the generality of DCCA.
Acknowledgments
We acknowledge nancial supports from the National Natural
Science Foundation of China (41105118), Hunan Provincial Natural
Science Foundation of China (13JJB012) and Scientic Research
Fund of Hunan Provincial Education Department (13B089).

K. Shi / Atmospheric Environment 97 (2014) 130e135

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