Whitcher, B. and Craigmile, P.F. (2004) Multivariate spectral analysis using Hilbert wavelet pairs. International Journal of Wavelets, Multiresolution and Information Processing, 2(4), pp. 567-587. (doi: 10.1142/S0219691304000652)
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Abstract
We investigate the use of Hilbert wavelet pairs (HWPs) in the non-decimated discrete wavelet transform for the time-varying spectral analysis of multivariate time series. HWPs consist of two high-pass and two low-pass compactly supported filters, such that one high-pass filter is the Hilbert transform (approximately) of the other. Thus, common quantities in the spectral analysis of time series (e.g., power spectrum, coherence, phase) may be estimated in both time and frequency. Compact support of the wavelet filters ensures that the frequency axis will be partitioned dyadically as with the usual discrete wavelet transform. The proposed methodology is used to analyze a bivariate time series of zonal (u) and meridional (v) winds over Truk Island.
| Item Type: | Articles |
|---|---|
| Status: | Published |
| Refereed: | Yes |
| Glasgow Author(s) Enlighten ID: | Craigmile, Dr Peter |
| Authors: | Whitcher, B., and Craigmile, P.F. |
| College/School: | College of Science and Engineering > School of Mathematics and Statistics > Statistics |
| Journal Name: | International Journal of Wavelets, Multiresolution and Information Processing |
| ISSN: | 0219-6913 |
| ISSN (Online): | 1793-690X |
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