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Application of the Cross Wavelet Transform and Wavelet Coherence to Geophysical Time Series : Volume 11, Issue 5/6 (18/11/2004)

By Grinsted, A.

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Book Id: WPLBN0004019634
Format Type: PDF Article :
File Size: Pages 6
Reproduction Date: 2015

Title: Application of the Cross Wavelet Transform and Wavelet Coherence to Geophysical Time Series : Volume 11, Issue 5/6 (18/11/2004)  
Author: Grinsted, A.
Volume: Vol. 11, Issue 5/6
Language: English
Subject: Science, Nonlinear, Processes
Collections: Periodicals: Journal and Magazine Collection (Contemporary), Copernicus GmbH
Historic
Publication Date:
2004
Publisher: Copernicus Gmbh, Göttingen, Germany
Member Page: Copernicus Publications

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Jevrejeva, S., Moore, J. C., & Grinsted, A. (2004). Application of the Cross Wavelet Transform and Wavelet Coherence to Geophysical Time Series : Volume 11, Issue 5/6 (18/11/2004). Retrieved from http://hawaiilibrary.net/


Description
Description: Arctic Centre, University of Lapland, Rovaniemi, Finland. Many scientists have made use of the wavelet method in analyzing time series, often using popular free software. However, at present there are no similar easy to use wavelet packages for analyzing two time series together. We discuss the cross wavelet transform and wavelet coherence for examining relationships in time frequency space between two time series. We demonstrate how phase angle statistics can be used to gain confidence in causal relationships and test mechanistic models of physical relationships between the time series. As an example of typical data where such analyses have proven useful, we apply the methods to the Arctic Oscillation index and the Baltic maximum sea ice extent record. Monte Carlo methods are used to assess the statistical significance against red noise backgrounds. A software package has been developed that allows users to perform the cross wavelet transform and wavelet coherence (www.pol.ac.uk/home/research/waveletcoherence/).

Summary
Application of the cross wavelet transform and wavelet coherence to geophysical time series

 

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