Methoden vergleichen

	Wavelet-Kohärenz	Kreuz-Wavelet-Transformation
Fachgebiet	Zeitreihen	Zeitreihen
Familie	Process / pipeline	Process / pipeline
Entstehungsjahr	1999	1998
Urheber	Christopher Torrence	Christopher Torrence
Typ	Multi-scale correlation and phase	Bivariate wavelet interaction
Wegweisende Quelle	Torrence, C., & Webster, P. J. (1999). Interdecadal changes in the ENSO–monsoon system. Journal of Climate, 12(8), 2679–2690.	Torrence, C., & Compo, G. P. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79(1), 61–78.
Aliasnamen	WTC, Wavelet coherency, Continuous wavelet coherence	XWT, Cross-spectrum wavelet
Verwandt	1	1
Zusammenfassung	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.	The 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.