About AAQR

Aims and Scope

Articles online
For contributors
Call for Papers
Guideline for the
Special Issue Proposal
Subscription
Information

Advertising

Contact Us
 
Search for  in   Search  Advanced search  

 

Volume 2, No. 1, June 2002, Pages 87-92 PDF(872 KB)  
doi: 10.4209/aaqr.2002.06.0009   

Effect of Autocorrelation on Applying Central Limit Theorem to Air Pollutant Concentration Time Series

Chung-Kung Lee, Ding-Shun Ho, Chung-Chin Yu, Cheng-Cai Wang, Yun-Hua Hsiao

Department of Environmental Engineering, Van-Nung Institute of Technology, Chungli 320, Taiwan, ROC

 

Abstract

 

One-year of hourly average air pollutant concentration (APC) observations, including CO, NO, NO2, O3, PM10, and SO2 was used to examine the effects of autocorrelation on the assumption of Central Limit Theorem (CLT) by calculating the confidence intervals of the data that were known to be dependent. Monte Carlo sampling was used to draw random samples of various sizes from the population (1000 groups of each size), and the sample means and standard deviation of these observed means were then evaluated. Even with small sample sizes, the average of all the means in each group and the observed standard deviation of the means were found to closely approximate the means of the overall population and the standard deviation predicted by CLT, respectively. Moreover, the above consistency was closely related to coefficient of variation of the population rather than to the degree of long-range-dependence. These results were used to interpret why the right-skewed frequency distribution observed in the mutually dependent air quality data could be accurately described using the lognormal model derived from the CLT. The link between the lognormality and multifractality characteristics in APC time series was also discussed.

 

 

Keywords: Long-range dependence; Central Limit Theorem; Coefficient of variation; Lognormality; Multifractality.

 

 

Copyright © 2009-2014 AAQR All right reserved.