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Application of the cross wavelet transform and wavelet coherence to geophysical time series
Open accessAbstract
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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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
About these checks
Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.
Statistics and arithmetic are recomputed, not judged.
Confidence bands are shown only for fields calibrated on our annotated test set. None is calibrated yet, so no band is shown.
What counts as a claim ›How we measure confidence ›How we check this ›
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