方法对比

	交叉小波变换	小波相干性
领域	时间序列	时间序列
方法族	Process / pipeline	Process / pipeline
起源年份	1998	1999
提出者	Christopher Torrence	Christopher Torrence
类型	Bivariate wavelet interaction	Multi-scale correlation and phase
开创性文献	Torrence, C., & Compo, G. P. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79(1), 61–78.	Torrence, C., & Webster, P. J. (1999). Interdecadal changes in the ENSO–monsoon system. Journal of Climate, 12(8), 2679–2690.
别名	XWT, Cross-spectrum wavelet	WTC, Wavelet coherency, Continuous wavelet coherence
相关	1	1
摘要	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.	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.