Cited by 6,285Climate variability and modelsTime Series Analysis and ForecastingMathematical Analysis and Transform Methods

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

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Grinsted, A., Moore, J. C., Jevrejeva, S.·2004·Nonlinear Processes in Geophysics

Abstract

Abstract. 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 relationships in time frequency space between two time series. We demonstrate how phase angle statistics can be used to gain confidence in causal relationships and test mechanistic models of physical relationships between the time series. As an example of typical data where such analyses have proven useful, we apply the methods to the Arctic Oscillation index and the Baltic maximum sea ice extent record. Monte Carlo methods are used to assess the statistical significance against red noise backgrounds. A software package has been developed that allows users to perform the cross wavelet transform and wavelet coherence (www.pol.ac.uk/home/research/waveletcoherence/).

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Crossref · 10.5194/npg-11-561-2004

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Authors
Grinsted, A., Moore, J. C., & Jevrejeva, S.
Affiliations
University of Lapland (FI)
Venue
Nonlinear Processes in Geophysics
Published
2004-11-18
Volume
11
Issue
5/6
Pages
561-566
ISSN
  • 1023-5809 (ISSN-L)
  • 1607-7946
OpenAlex
W2124459709
Cited by
6,285
References
15
Citations by year
2026: 468 · 2025: 580 · 2024: 517 · 2023: 494 · 2022: 551 · 2021: 547 · 2020: 468 · 2019: 417 · 2018: 373 · 2017: 313 · 2016: 323 · 2015: 229 · 2014: 201 · 2013: 177 · 2012: 156
FWCI
29.07
Type
journal article
Language
en
Open access
Locations
  • Nonlinear processes in geophysics (publishedVersion, cc-by)
  • HAL (submittedVersion, other-oa)
  • DOAJ (DOAJ: Directory of Open Access Journals) (submittedVersion, cc-by-sa)
  • LaCRIS (University of Lapland) (submittedVersion)
Topics
  • Physical Sciences › Environmental Science › Global and Planetary Change › Climate variability and models
  • Physical Sciences › Computer Science › Signal Processing › Time Series Analysis and Forecasting
  • Physical Sciences › Mathematics › Applied Mathematics › Mathematical Analysis and Transform Methods
Keywords
cross-wavelet transform, wavelet coherence, geophysical time series, time-frequency analysis, Monte Carlo significance testing

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