Wavelets

[imuhammedad]

Is anyone looking for a guide in wavelets?

There is an interactive guide in MatLab, IDL and Fortran, with sample
programs and datasets, including the very good article by Torrence & Compo
(1998) kindly provided by our friends in Boulder, Colorado on this link:

http://paos.colorado.edu/research/wavelets/

Ibrahim
:thumbsup:

[Ocean518]

For a time series comprised of sine waves with the same amplitude but different frequencies the widely adopted wavelet method [e.g., Torrence and Compo 1998 (http://paos.colorado.edu/research/wavelets/)] does not produce a spectrum with identical peaks, in contrast to a Fourier analysis. This wavelet spectrum bias problem has been addressed in Liu et al. [2007] (http://ams.allenpress.com/perlserv/?request=get-abstract&doi=10.1175%2F2007JTECHO511.1). It is demonstrated that a physically consistent definition of energy for the wavelet power spectrum should be the transform coefficient squared divided by the scale it associates. Thus, rectification of the bias is proposed, i.e., the wavelet power spectrum should be divided by its scales - very straightforward to implement!

More info can be found in http://ocg17.marine.usf.edu/~liu/wavelet.html (http://ocg17.marine.usf.edu/%7Eliu/wavelet.html).