Auto- and Cross-Correlation Multifractal Analysis of Sea Surface Temperature Variability

Abstract

In this study, we investigate multiscale auto- and cross-correlation structural characteristics of sea surface temperature (SST) variability using our new methodology, called the multifractal asymmetric cross-correlation analysis (MF-ACCA), incorporating signs of a segment’s detrended covariance and linear trend. SST is greatly affected by air–sea interactions and the advection of water masses with a wide range of spatiotemporal scales. Since these force factors are imprinted on SST variability, their features can be revealed in terms of long-range auto- and cross-correlation structures of SST variability via a multifractal analysis. By applying the MF-ACCA methodology to SST variability in the East/Japan Sea, we have found the following features: (1) the auto- and cross-correlation multifractal features are dependent on several parameters, such as the location, linear trends (rising or falling), level of fluctuations, and temporal scales; (2) there are crossover behaviors that are discrete for small scales (less than 1000 days) but continuous for large scales (more than 1000 days); (3) long-range persistence of auto- and cross-correlations is random for large scales during the falling phase; (4) long-range persistence is stronger during the rising phase than during the falling phase; (5) the degree of asymmetry is greater for large scales than for small scales.

Keywords

• sea surface temperature
• multifractal asymmetric cross-correlation analysis
• generalized Hurst exponent
• air–sea interaction
• advection of water mass