Process / pipelineJoint time-frequency analysis
交叉小波变换
交叉小波变换(XWT)是连续小波变换的双变量扩展,用于测量两个信号的联合时频表示。XWT由Torrence和Compo(1998)提出,并被Grinsted、Moore和Jevrejeva(2004)广泛应用于地球物理数据,它揭示了两个信号在每个时频点上共享的公共谱功率以及它们之间的相位关系。这是经典交叉谱分析在时变域上的自然推广。
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来源
- Torrence, C., & Compo, G. P. (1998). A practical guide to wavelet analysis. Bulletin of the American Meteorological Society, 79(1), 61–78. DOI: 10.1175/1520-0477(1998)079<0061:APGTWA>2.0.CO;2 ↗
- Torrence, C., & Webster, P. J. (1999). Interdecadal changes in the ENSO–monsoon system. Journal of Climate, 12(8), 2679–2690. DOI: 10.1175/1520-0442(1999)012<2679:icitem>2.0.co;2 ↗
- Grinsted, A., Moore, J. C., & Jevrejeva, S. (2004). Application of the cross wavelet transform and wavelet coherence to geophysical time series. Nonlinear Processes in Geophysics, 11(5–6), 561–566. DOI: 10.5194/npg-11-561-2004 ↗
如何引用本页
ScholarGate. (2026, June 3). Cross-Wavelet Transform. ScholarGate. https://scholargate.app/zh/time-series/cross-wavelet-transform
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