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Modulated Haar Wavelet Analysis of Climatic Background Noise

Modulated Haar Wavelet Analysis of Climatic Background Noise We model background noise in time series of climate data as AR(1) red noise. To extract significant features of these time series, we use comparisons of wavelet power spectrum time series with that of AR(1) red noise. We improve on earlier work which has so far only relied on empirical formulas for the distribution of AR(1) red noise in Morlet wavelet power spectrum; see Torrence and Compo (Bull. Am. Meteorol. Soc. 79:61–78, 1998). Although wavelet phase distributions do play an important role in analysis of causal relations in climate time series, up to now, the wavelet phase distribution of AR(1) red noise has not been rigorously established for wavelet transforms. In this paper, we derive the formulas for both the wavelet power spectrum distribution, and the wavelet phase distribution of modulated Haar wavelet background noise. We give rigorous proofs. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Applicandae Mathematicae Springer Journals

Modulated Haar Wavelet Analysis of Climatic Background Noise

Zhang, Zhihua; Jorgensen, Palle
Acta Applicandae Mathematicae , Volume 140 (1) – Oct 29, 2014
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References (10)

Publisher
Springer Journals
Copyright
Copyright © 2014 by Springer Science+Business Media Dordrecht
Subject
Mathematics; Mathematics, general; Computer Science, general; Theoretical, Mathematical and Computational Physics; Statistical Physics, Dynamical Systems and Complexity; Mechanics
ISSN
0167-8019
eISSN
1572-9036
DOI
10.1007/s10440-014-9979-8
Publisher site
See Article on Publisher Site

Abstract

We model background noise in time series of climate data as AR(1) red noise. To extract significant features of these time series, we use comparisons of wavelet power spectrum time series with that of AR(1) red noise. We improve on earlier work which has so far only relied on empirical formulas for the distribution of AR(1) red noise in Morlet wavelet power spectrum; see Torrence and Compo (Bull. Am. Meteorol. Soc. 79:61–78, 1998). Although wavelet phase distributions do play an important role in analysis of causal relations in climate time series, up to now, the wavelet phase distribution of AR(1) red noise has not been rigorously established for wavelet transforms. In this paper, we derive the formulas for both the wavelet power spectrum distribution, and the wavelet phase distribution of modulated Haar wavelet background noise. We give rigorous proofs.

Journal

Acta Applicandae Mathematicae – Springer Journals

Published: Oct 29, 2014

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