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小波相干性×交叉小波变换×
领域时间序列时间序列
方法族Process / pipelineProcess / pipeline
起源年份19991998
提出者Christopher TorrenceChristopher Torrence
类型Multi-scale correlation and phaseBivariate wavelet interaction
开创性文献Torrence, C., & Webster, P. J. (1999). Interdecadal changes in the ENSO–monsoon system. Journal of Climate, 12(8), 2679–2690. DOI ↗Torrence, C., & Compo, G. P. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79(1), 61–78. DOI ↗
别名WTC, Wavelet coherency, Continuous wavelet coherenceXWT, Cross-spectrum wavelet
相关11
摘要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.
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  3. PUBLISHED

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ScholarGate方法对比: Wavelet Coherence · Cross-Wavelet Transform. 于 2026-06-17 检索自 https://scholargate.app/zh/compare