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| Titel |
Wavelet analysis for non-stationary, non-linear 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. 6 ; Nr. 2, no. 6 (2015-12-21), S.1705-1737 |
| Datensatznummer |
250115206
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| Publikation (Nr.) |
 copernicus.org/npgd-2-1705-2015.pdf |
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| Zusammenfassung |
| Methods for detecting and quantifying nonlinearities in
nonstationary time series are introduced and developed. In
particular, higher-order wavelet analysis was applied to an ideal
time series and the Quasi-biennial Oscillation (QBO) time
series. Multiple-testing problems inherent in wavelet analysis were
addressed by controlling the false discovery rate. A new local
autobicoherence spectrum facilitated the detection of local
nonlinearities and the quantification of cycle geometry. The local
autobicoherence spectrum of the QBO time series showed that the QBO
time series contained a mode with a period of 28 months that was
phase-coupled to a harmonic with a period of 14 months. An
additional nonlinearly interacting triad was found among modes with
periods of 10, 16, 26 months. Local biphase spectra determined that
the nonlinear interactions were not quadratic and that the effect of
the nonlinearities was to produce non-smoothly varying
oscillations. The oscillations were found to be skewed so that
negative QBO regimes were preferred, and also asymmetric in the
sense that phase transitions between the easterly and westerly
phases occurred more rapidly than those from westerly to easterly regimes. |
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