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Biến đổi wavelet rời rạc×Độ tương quan sóng gia động×
Lĩnh vựcChuỗi thời gianChuỗi thời gian
HọProcess / pipelineProcess / pipeline
Năm ra đời19921999
Người khởi xướngIngrid DaubechiesChristopher Torrence
LoạiHierarchical signal decompositionMulti-scale correlation and phase
Công trình gốcDaubechies, 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 ↗
Tên gọi khácDWT, Daubechies wavelets, Haar waveletWTC, Wavelet coherency, Continuous wavelet coherence
Liên quan11
Tóm tắtThe 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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ScholarGateSo sánh phương pháp: Discrete Wavelet Transform · Wavelet Coherence. Truy cập ngày 2026-06-17 từ https://scholargate.app/vi/compare