Comparer des méthodes

	Cohérence par ondelettes	Transformée en ondelettes croisées
Domaine	Séries temporelles	Séries temporelles
Famille	Process / pipeline	Process / pipeline
Année d'origine	1999	1998
Auteur d'origine	Christopher Torrence	Christopher Torrence
Type	Multi-scale correlation and phase	Bivariate wavelet interaction
Source fondatrice	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.
Alias	WTC, Wavelet coherency, Continuous wavelet coherence	XWT, Cross-spectrum wavelet
Apparentées	1	1
Résumé	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.