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| Titel |
Application of the cross wavelet transform and wavelet coherence to geophysical time series |
| VerfasserIn |
A. Grinsted, J. C. Moore, S. Jevrejeva |
| Medientyp |
Artikel
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| Sprache |
Englisch
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| ISSN |
1023-5809
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| Digitales Dokument |
URL |
| Erschienen |
In: Nonlinear Processes in Geophysics ; 11, no. 5/6 ; Nr. 11, no. 5/6 (2004-11-18), S.561-566 |
| Datensatznummer |
250008986
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| Publikation (Nr.) |
 copernicus.org/npg-11-561-2004.pdf |
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| Zusammenfassung |
| 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/). |
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