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Titel |
Cumulative areawise testing in wavelet analysis and its application to geophysical time series |
VerfasserIn |
J. A. Schulte |
Medientyp |
Artikel
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Sprache |
Englisch
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ISSN |
2198-5634
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Digitales Dokument |
URL |
Erschienen |
In: Nonlinear Processes in Geophysics Discussions ; 2, no. 4 ; Nr. 2, no. 4 (2015-07-29), S.1227-1273 |
Datensatznummer |
250115188
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Publikation (Nr.) |
copernicus.org/npgd-2-1227-2015.pdf |
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Zusammenfassung |
Statistical significance testing in wavelet analysis was improved
through the development of a cumulative areawise test. The test was
developed to eliminate the selection of two significance levels that
an existing geometric test requires for implementation. The selection
of two significance levels was found to make the test sensitive to the
chosen pointwise significance level, which may preclude further
scientific investigation. A set of experiments determined that the
cumulative areawise test has greater statistical power than the
geometric test in most cases, especially when the signal-to-noise
ratio is high. The number of false positives identified by the tests
was found to be similar if the respective significance levels were set
to 0.05. The new testing procedure was applied to the time series of
the Atlantic Multi-decadal Oscillation (AMO), North Atlantic
Oscillation (NAO), Pacific Decadal Oscillation (PDO), and Niño 3.4
index. The testing procedure determined that the NAO, PDO, and AMO are
consistent with red-noise processes, whereas significant power was
found in the 2–7 year period band for the Niño 3.4 index. |
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