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Application of the cross wavelet transform and wavelet coherence to geophysical time series
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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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Yi, L., Jian, Z., Liu, X., Zhu, Y., Zhang, D., Wang, Z., & Deng, C. (2018) · 中国科学通报：英文版 · doi:10.1016/j.scib.2018.04.001 · Cited by 44
Wang, Y., Quan, Q., & Shen, B. (2019) · Geomatics Natural Hazards and Risk · doi:10.1080/19475705.2018.1541827 · Cited by 44
Metadata
- Authors
- Grinsted, A., Moore, J. C., & Jevrejeva, S.
- Affiliations
- University of Lapland (FI)
- Venue
- Nonlinear Processes in Geophysics
- Publisher
- Copernicus GmbH
- 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
- gold
- doi.org
- Licence
- 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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