Application of the cross wavelet transform and wavelet coherence to geophysical time series
International audience 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 coh...
Main Authors: | , , |
---|---|
Other Authors: | , |
Format: | Article in Journal/Newspaper |
Language: | English |
Published: |
HAL CCSD
2004
|
Subjects: | |
Online Access: | https://hal.science/hal-00302394 https://hal.science/hal-00302394/document https://hal.science/hal-00302394/file/npg-11-561-2004.pdf |
id |
ftinsu:oai:HAL:hal-00302394v1 |
---|---|
record_format |
openpolar |
spelling |
ftinsu:oai:HAL:hal-00302394v1 2023-11-12T04:13:08+01:00 Application of the cross wavelet transform and wavelet coherence to geophysical time series Grinsted, A. Moore, J. C. Jevrejeva, S. Arctic Centre Proudman Oceanographic Laboratory 2004-11-18 https://hal.science/hal-00302394 https://hal.science/hal-00302394/document https://hal.science/hal-00302394/file/npg-11-561-2004.pdf en eng HAL CCSD European Geosciences Union (EGU) hal-00302394 https://hal.science/hal-00302394 https://hal.science/hal-00302394/document https://hal.science/hal-00302394/file/npg-11-561-2004.pdf info:eu-repo/semantics/OpenAccess ISSN: 1023-5809 EISSN: 1607-7946 Nonlinear Processes in Geophysics https://hal.science/hal-00302394 Nonlinear Processes in Geophysics, 2004, 11 (5/6), pp.561-566 [PHYS.ASTR.CO]Physics [physics]/Astrophysics [astro-ph]/Cosmology and Extra-Galactic Astrophysics [astro-ph.CO] [SDU.ASTR]Sciences of the Universe [physics]/Astrophysics [astro-ph] [SDU.STU]Sciences of the Universe [physics]/Earth Sciences info:eu-repo/semantics/article Journal articles 2004 ftinsu 2023-10-25T16:26:36Z International audience 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/). Article in Journal/Newspaper Arctic Sea ice Institut national des sciences de l'Univers: HAL-INSU Arctic |
institution |
Open Polar |
collection |
Institut national des sciences de l'Univers: HAL-INSU |
op_collection_id |
ftinsu |
language |
English |
topic |
[PHYS.ASTR.CO]Physics [physics]/Astrophysics [astro-ph]/Cosmology and Extra-Galactic Astrophysics [astro-ph.CO] [SDU.ASTR]Sciences of the Universe [physics]/Astrophysics [astro-ph] [SDU.STU]Sciences of the Universe [physics]/Earth Sciences |
spellingShingle |
[PHYS.ASTR.CO]Physics [physics]/Astrophysics [astro-ph]/Cosmology and Extra-Galactic Astrophysics [astro-ph.CO] [SDU.ASTR]Sciences of the Universe [physics]/Astrophysics [astro-ph] [SDU.STU]Sciences of the Universe [physics]/Earth Sciences Grinsted, A. Moore, J. C. Jevrejeva, S. Application of the cross wavelet transform and wavelet coherence to geophysical time series |
topic_facet |
[PHYS.ASTR.CO]Physics [physics]/Astrophysics [astro-ph]/Cosmology and Extra-Galactic Astrophysics [astro-ph.CO] [SDU.ASTR]Sciences of the Universe [physics]/Astrophysics [astro-ph] [SDU.STU]Sciences of the Universe [physics]/Earth Sciences |
description |
International audience 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/). |
author2 |
Arctic Centre Proudman Oceanographic Laboratory |
format |
Article in Journal/Newspaper |
author |
Grinsted, A. Moore, J. C. Jevrejeva, S. |
author_facet |
Grinsted, A. Moore, J. C. Jevrejeva, S. |
author_sort |
Grinsted, A. |
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 |
HAL CCSD |
publishDate |
2004 |
url |
https://hal.science/hal-00302394 https://hal.science/hal-00302394/document https://hal.science/hal-00302394/file/npg-11-561-2004.pdf |
geographic |
Arctic |
geographic_facet |
Arctic |
genre |
Arctic Sea ice |
genre_facet |
Arctic Sea ice |
op_source |
ISSN: 1023-5809 EISSN: 1607-7946 Nonlinear Processes in Geophysics https://hal.science/hal-00302394 Nonlinear Processes in Geophysics, 2004, 11 (5/6), pp.561-566 |
op_relation |
hal-00302394 https://hal.science/hal-00302394 https://hal.science/hal-00302394/document https://hal.science/hal-00302394/file/npg-11-561-2004.pdf |
op_rights |
info:eu-repo/semantics/OpenAccess |
_version_ |
1782331296634109952 |