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MODWT×Dyskretna transformata falkowa×Koherencja falowa×
DziedzinaSzeregi czasoweSzeregi czasoweSzeregi czasowe
RodzinaProcess / pipelineProcess / pipelineProcess / pipeline
Rok powstania199519921999
TwórcaDonald B. PercivalIngrid DaubechiesChristopher Torrence
TypNon-decimated multiresolution decompositionHierarchical signal decompositionMulti-scale correlation and phase
Źródło pierwotnePercival, D. B., & Walden, A. T. (1995). Wavelet Methods for Time Series Analysis. Cambridge University Press. link ↗Daubechies, I. (1992). Ten Lectures on Wavelets. SIAM. DOI ↗Torrence, C., & Webster, P. J. (1999). Interdecadal changes in the ENSO–monsoon system. Journal of Climate, 12(8), 2679–2690. DOI ↗
Inne nazwyMODWT, Stationary wavelet transform, Undecimated DWTDWT, Daubechies wavelets, Haar waveletWTC, Wavelet coherency, Continuous wavelet coherence
Pokrewne211
PodsumowanieThe maximal overlap discrete wavelet transform (MODWT) is a translation-invariant wavelet decomposition method that addresses a key limitation of the standard DWT: lack of shift invariance. Introduced by Percival and Walden (1995), MODWT applies the same wavelet filters at each scale without downsampling, producing an undecimated decomposition. Each detail and approximation coefficient array maintains the full length of the input signal, enabling both robust multi-scale analysis and translation-invariant feature extraction.The discrete wavelet transform (DWT) is a fast, computationally efficient method for decomposing signals into different frequency and time components using orthogonal or biorthogonal wavelet functions. Developed rigorously by Ingrid Daubechies (1992) and built on Mallat's multiresolution decomposition theory (1989), the DWT employs filter banks to recursively split a signal into approximation (low-frequency) and detail (high-frequency) components. It has become the foundation for signal processing applications ranging from compression to feature extraction.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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ScholarGatePorównaj metody: MODWT · Discrete Wavelet Transform · Wavelet Coherence. Pobrano 2026-06-15 z https://scholargate.app/pl/compare