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Kryds-wavelet-transformation×Wavelet-kohærens×
FagområdeTidsserierTidsserier
FamilieProcess / pipelineProcess / pipeline
Oprindelsesår19981999
OphavspersonChristopher TorrenceChristopher Torrence
TypeBivariate wavelet interactionMulti-scale correlation and phase
Oprindelig kildeTorrence, C., & Compo, G. P. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79(1), 61–78. DOI ↗Torrence, C., & Webster, P. J. (1999). Interdecadal changes in the ENSO–monsoon system. Journal of Climate, 12(8), 2679–2690. DOI ↗
AliasserXWT, Cross-spectrum waveletWTC, Wavelet coherency, Continuous wavelet coherence
Relaterede11
ResuméThe cross-wavelet transform (XWT) is a bivariate extension of the continuous wavelet transform that measures the joint time-frequency representation of two signals. Introduced by Torrence and Compo (1998) and applied extensively by Grinsted, Moore, and Jevrejeva (2004) to geophysical data, XWT reveals where two signals share common spectral power and the phase relationship between them at each time-frequency point. This is the natural generalization of classical cross-spectral analysis to the time-varying domain.Wavelet coherence (WTC) is a normalized measure of correlation between two time series in the time-frequency domain, eliminating the amplitude-dependence of the raw cross-wavelet transform. Introduced by Torrence and Webster (1999) and formalized by Grinsted, Moore, and Jevrejeva (2004), WTC quantifies how tightly two signals are coupled at each time-frequency point, independent of their individual power levels. It is the wavelet analog of classical spectral coherence, revealing time-localized relationships across all frequencies.
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ScholarGateSammenlign metoder: Cross-Wavelet Transform · Wavelet Coherence. Hentet 2026-06-15 fra https://scholargate.app/da/compare