Application of the cross wavelet transform and wavelet coherence to geophysical time series

Many scientists have made use of the wavelet method in analyzing time series, often using popular free software. However, at present there are no similar easy to use wavelet packages for analyzing two time series together. We discuss the cross wavelet transform and wavelet coherence for examining re...

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Bibliographic Details
Main Authors: A. Grinsted, J. C. Moore, S. Jevrejeva
Format: Article
Language:English
Published: Copernicus Publications 2004-01-01
Series:Nonlinear Processes in Geophysics
Online Access:http://www.nonlin-processes-geophys.net/11/561/2004/npg-11-561-2004.pdf