Showing spatial and temporal correlation on maps

I have data for a network of weather stations across the United States. This gives me a data frame that contains date, latitude, longitude, and some measured value. Assume that data are collected once per day and driven by regional-scale weather (no, we are not going to get into that discussion).

I'd like to show graphically how simultaneously-measured values are correlated across time and space. My goal is to show the regional homogeneity (or lack thereof) of the value that is being investigated.

Data set

To start with, I took a group of stations in the region of Massachusetts and Maine. I selected sites by latitude and longitude from an index file that is available on NOAA's FTP site.

Straight away you see one problem: there are lots of sites that have similar identifiers or are very close. FWIW, I identify them using both the USAF and WBAN codes. Looking deeper in to the metadata I saw that they have different coordinates and elevations, and data stop at one site then start at another. So, because I don't know any better, I have to treat them as separate stations. This means the data contains pairs of stations that are very close to each other.

Preliminary Analysis

I tried grouping the data by calendar month and then calculating the ordinary least squares regression between different pairs of data. I then plot the correlation between all pairs as a line connecting the stations (below). The line color shows the value of R2 from the OLS fit. The figure then shows how the 30+ data points from January, February, etc. are correlated between different stations in the area of interest.

I've written the underlying codes so that the daily mean is only calculated if there are data points every 6-hour period, so data should be comparable across sites.

Problems

Unfortunately, there is simply too much data to make sense of on one plot. That can't be fixed by reducing the size of the lines.

I've tried plotting the correlations between the nearest neighbors in the region, but that turns into a mess very quickly. The facets below show the network without correlation values, using $k$ nearest neighbors from a subset of the stations. This figure was just to test the concept.

The network appears to be too complex, so I think I need to figure out a way to reduce the complexity, or apply some kind of spatial kernel.

I am also not sure what is the most appropriate metric to show correlation, but for the intended (non-technical) audience, the correlation coefficient from OLS might just be the simplest to explain. I may need to present some other information like the gradient or standard error as well.

Questions

I'm learning my way into this field and R at the same time, and would appreciate suggestions on:

1. What's the more formal name for what I'm trying to do? Are there some helpful terms that would let me find more literature? My searches are drawing blanks for what must be a common application.
2. Are there more appropriate methods to show the correlation between multiple data sets separated in space?
3. ... in particular, methods that are easy to show results from visually?
4. Are any of these implemented in R?
5. Do any of these approaches lend themselves to automation?
• [Describing Temporal Correlation Spatially in a Visual Analytics Environment," Abish Malik et al.][1] [1]: google.com/…
– pat
Oct 10 '13 at 7:35
• Your approach sounds very similar to estimating the variogram - which suggests a non-map based scatterplot of the semi-variogram. If you can settle on a spatial weights matrix, you could also plot a Moran Scatterplot, which is $y$ on the y-axis and $W\cdot y$ on the x-axis. Oct 10 '13 at 13:33
• What if you try to increase the plotting threshold (0.5) and to use more than 4 color steps? Or to use thinner-thicker lines instead of colors. Oct 12 '13 at 23:07
• @nadya - I've been thinking about increasing the plotting threshold, and i think it's a good idea. More than 6 colors and the eye will have difficulty recognizing the different levels, though. I could potentially plot just the $n$ highest correlations at each site. But, I wish there were a way to avoid having to calculate and plot $\textrm{order}((n^2)/2)$ correlations for each month's worth of data. There might be something I can use from network / graph theory to reduce the number of pairs. Oct 13 '13 at 4:16
• I've realized from this that I have a lot of work to do on pre-processing the data before I start the analysis I've outlined here. Reading the response from @nadya I think it's clear I need to look at some kind of spatial aggregation, but that will be challenging as it's wrong to aggregate land and ocean data. Then I need to look at gap-filling strategies. Then (and only then) can I start to look at the mapping / visualization work. Oct 21 '13 at 3:59

I think there are a few options for showing this type of data:

The first option would be to conduct an "Empirical Orthogonal Functions Analysis" (EOF) (also referred to as "Principal Component Analysis" (PCA) in non-climate circles). For your case, this should be conducted on a correlation matrix of your data locations. For example, your data matrix dat would be your spatial locations in the column dimension, and the measured parameter in the rows; So, your data matrix will consist of time series for each location. The prcomp() function will allow you to obtain the principal components, or dominant modes of correlation, relating to this field:

res <- prcomp(dat, retx = TRUE, center = TRUE, scale = TRUE) # center and scale should be "TRUE" for an analysis of dominant correlation modes)
#res$x and res$rotation will contain the PC modes in the temporal and spatial dimension, respectively.


The second option would be to create maps that show correlation relative to an individual location of interest:

C <- cor(dat)
#C[,n] would be the correlation values between the nth location (e.g. dat[,n]) and all other locations.


While the following example doesn't use gappy data, you could apply the same analysis to a data field following interpolation with DINEOF (http://menugget.blogspot.de/2012/10/dineof-data-interpolating-empirical.html). The example below uses a subset of monthly anomaly sea level pressure data from the following data set (http://www.esrl.noaa.gov/psd/gcos_wgsp/Gridded/data.hadslp2.html):

library(sinkr) # https://github.com/marchtaylor/sinkr

data(slp)

grd <- slp$grid time <- slp$date
field <- slp$field # make anomaly dataset slp.anom <- fieldAnomaly(field, time) # EOF/PCA of SLP anom P <- prcomp(slp.anom, center = TRUE, scale. = TRUE) expl.var <- P$sdev^2 / sum(P$sdev^2) # explained variance cum.expl.var <- cumsum(expl.var) # cumulative explained variance plot(cum.expl.var)  Map the leading EOF mode # make interpolation require(akima) require(maps) eof.num <- 1 F1 <- interp(x=grd$lon, y=grd$lat, z=P$rotation[,eof.num]) # interpolated spatial EOF mode

png(paste0("EOF_mode", eof.num, ".png"), width=7, height=6, units="in", res=400)
op <- par(ps=10) #settings before layout
layout(matrix(c(1,2), nrow=2, ncol=1, byrow=TRUE), heights=c(4,2), widths=7)
#layout.show(2) # run to see layout; comment out to prevent plotting during .pdf
par(cex=1) # layout has the tendency change par()$cex, so this step is important for control par(mar=c(4,4,1,1)) # I usually set my margins before each plot pal <- jetPal image(F1, col=pal(100)) map("world", add=TRUE, lwd=2) contour(F1, add=TRUE, col="white") box() par(mar=c(4,4,1,1)) # I usually set my margins before each plot plot(time, P$x[,eof.num], t="l", lwd=1, ylab="", xlab="")
plotRegionCol()
abline(h=0, lwd=2, col=8)
abline(h=seq(par()$yaxp[1], par()$yaxp[2], len=par()$yaxp[3]+1), col="white", lty=3) abline(v=seq.Date(as.Date("1800-01-01"), as.Date("2100-01-01"), by="10 years"), col="white", lty=3) box() lines(time, P$x[,eof.num])
mtext(paste0("EOF ", eof.num, " [expl.var = ", round(expl.var[eof.num]*100), "%]"), side=3, line=1)

par(op)
dev.off() # closes device


Create correlation map

loc <- c(-90, 0)
target <- which(grd$lon==loc[1] & grd$lat==loc[2])
COR <- cor(slp.anom)
F1 <- interp(x=grd$lon, y=grd$lat, z=COR[,target]) # interpolated spatial EOF mode

png(paste0("Correlation_map", "_lon", loc[1], "_lat", loc[2], ".png"), width=7, height=5, units="in", res=400)

op <- par(ps=10) #settings before layout
layout(matrix(c(1,2), nrow=2, ncol=1, byrow=TRUE), heights=c(4,1), widths=7)
#layout.show(2) # run to see layout; comment out to prevent plotting during .pdf
par(cex=1) # layout has the tendency change par()$cex, so this step is important for control par(mar=c(4,4,1,1)) # I usually set my margins before each plot pal <- colorRampPalette(c("blue", "cyan", "yellow", "red", "yellow", "cyan", "blue")) ncolors <- 100 breaks <- seq(-1,1,,ncolors+1) image(F1, col=pal(ncolors), breaks=breaks) map("world", add=TRUE, lwd=2) contour(F1, add=TRUE, col="white") box() par(mar=c(4,4,0,1)) # I usually set my margins before each plot imageScale(F1, col=pal(ncolors), breaks=breaks, axis.pos = 1) mtext("Correlation [R]", side=1, line=2.5) box() par(op) dev.off() # closes device  • How well do these functions deal with missing data? I quite often have gaps in the time series. Oct 13 '13 at 17:11 • There are EOF methods that are designed for the special case of "gappy data" that you describe. Here is a link to a paper that reviews these methods: dx.doi.org/10.6084/m9.figshare.732650 . You'll see that the RSEOF and DINEOF methods are the most accurate for deriving EOFs from gappy data sets. The DINEOF interpolation algorithm can be found here: menugget.blogspot.de/2012/10/… Oct 13 '13 at 17:41 • I think this is the best answer for what is a terrible question (in hindsight). Oct 21 '13 at 3:57 I don't see clearly behind the lines but it seems to me that there are too much data points. Since you want to show the regional homogeneity and not exactly stations, I'd suggest you firstly to group them spatially. For example, overlay by a "fishnet" and compute average measured value in every cell (at every time moment). If you place these average values in the cell centers this way you rasterize the data (or you can compute also mean latitude and longitude in every cell if you don't want overlaying lines). Or to average inside administrative units, whatever. Then for these new averaged "stations" you can calculate correlations and plot a map with smaller number of lines. This can also remove those random single high-correlation lines going through all area. • This is also an interesting idea. Because some of the domains can be quite large, I'd probably group the data into$x \times x$km cells rather than$x^\circ\$ latitude-by-longitude. Oct 13 '13 at 23:41
• Yes, to project the coordinates is a good idea. Good luck! Oct 13 '13 at 23:58