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

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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

DOI 10.5194/npg-11-561-2004

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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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Authors: Grinsted, A., Moore, J. C., & Jevrejeva, S.
Affiliations: University of Lapland (FI)
ORCID: Grinsted, A.
Moore, J. C.
Jevrejeva, S.
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
DOI: 10.5194/npg-11-561-2004
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: cc-by
creativecommons.org/licenses/by-nc-sa/2.5/ (vor)
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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Application of the cross wavelet transform and wavelet coherence to geophysical time series

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