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

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 re...

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Main Authors: A. Grinsted, J. C. Moore, S. Jevrejeva
Format: Article
Language:English
Published: Copernicus Publications 2004-01-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/11/561/2004/npg-11-561-2004.pdf
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spelling doaj-2bab1d2a7d8348848f7539933f63d1842020-11-24T23:16:26ZengCopernicus PublicationsNonlinear Processes in Geophysics1023-58091607-79462004-01-01115/6561566Application of the cross wavelet transform and wavelet coherence to geophysical time seriesA. GrinstedJ. C. MooreS. JevrejevaMany 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 (<a href='http://www.pol.ac.uk/home/research/waveletcoherence/' target='_blank'>www.pol.ac.uk/home/research/waveletcoherence/</a>).http://www.nonlin-processes-geophys.net/11/561/2004/npg-11-561-2004.pdf
collection DOAJ
language English
format Article
sources DOAJ
author A. Grinsted
J. C. Moore
S. Jevrejeva
spellingShingle A. Grinsted
J. C. Moore
S. Jevrejeva
Application of the cross wavelet transform and wavelet coherence to geophysical time series
Nonlinear Processes in Geophysics
author_facet A. Grinsted
J. C. Moore
S. Jevrejeva
author_sort A. Grinsted
title Application of the cross wavelet transform and wavelet coherence to geophysical time series
title_short Application of the cross wavelet transform and wavelet coherence to geophysical time series
title_full Application of the cross wavelet transform and wavelet coherence to geophysical time series
title_fullStr Application of the cross wavelet transform and wavelet coherence to geophysical time series
title_full_unstemmed Application of the cross wavelet transform and wavelet coherence to geophysical time series
title_sort application of the cross wavelet transform and wavelet coherence to geophysical time series
publisher Copernicus Publications
series Nonlinear Processes in Geophysics
issn 1023-5809
1607-7946
publishDate 2004-01-01
description 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 (<a href='http://www.pol.ac.uk/home/research/waveletcoherence/' target='_blank'>www.pol.ac.uk/home/research/waveletcoherence/</a>).
url http://www.nonlin-processes-geophys.net/11/561/2004/npg-11-561-2004.pdf
work_keys_str_mv AT agrinsted applicationofthecrosswavelettransformandwaveletcoherencetogeophysicaltimeseries
AT jcmoore applicationofthecrosswavelettransformandwaveletcoherencetogeophysicaltimeseries
AT sjevrejeva applicationofthecrosswavelettransformandwaveletcoherencetogeophysicaltimeseries
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