[ncl-talk] seasonal cross corelation

Erika Folova e.folova at gmail.com
Sat Oct 11 01:44:41 MDT 2014


Hi Maria,

The second option, if i do that carefully for instance lag -1, by removing
one day per each season each year, then combine them into one series in
such a way avoiding the issue you mentioned. The problem that im still
worried is about the transision of year, as it will treat your series as
continous series, but actually it is discret, DJF-DJF where february meets
december next year, what do you think? i think this issue also remains for
lag 0.



On Saturday, October 11, 2014, Maria Gehne - NOAA Affiliate <
maria.gehne at noaa.gov> wrote:

> Hi Erika,
>
> I think it depends. Are you interested in cross-correlations at lag zero
> only, or do you want non-zero lags as well?
>
> In the first case it doesn't make any difference what you do. Both
> approaches should give you the same answer.
>
> In the second case you may be better off computing the cross-correlation
> for each season and each year and then averaging over all years. Otherwise
> (if you put all DJFs into one single time series) you may end up
> correlating dates from one year with the next year (at non-zero lags),
> which you don't want.
>
> I hope this helps,
> Maria
>
> On Mon, Oct 6, 2014 at 3:52 PM, Erika Folova <e.folova at gmail.com
> <javascript:_e(%7B%7D,'cvml','e.folova at gmail.com');>> wrote:
>
>> Hallo evryone,
>>
>> I have daily data multiplyr years and I would like to perform the cross
>> correlation of daily data in specific season lets say DJF.
>> What do you suggest, do i have to calculate the cross correlation of DJF
>> each year then averaging them by number of N seasons? or
>> I just need to combine the time series DJF from different years to be one
>> time series and perform the cross correlation?
>>
>> Your insight would be really helpful.
>> Cheers
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