Assessing Characteristic Scales Using Wavelets

Details Assessing Characteristic Scales Using Wavelets Assessing Characteristic Scales Using Wavelets

2010-07-23

arxiv.org/abs/1007.4169v1

Statistics

Methodology

19 pages, 5 figures

Scientific paper

Characteristic scale is a notion that pervades the geophysical sciences, but it has no widely accepted precise definition. The wavelet transform decomposes a time series into coefficients that are associated with different scales. The variance of these coefficients can be used to decompose the variance of the time series across different scales. A practical definition for characteristic scale can be formulated in terms of peaks in plots of the wavelet variance versus scale. This paper presents basic theory for characteristic scales based upon the discrete wavelet transform, proposes a natural estimator for these scales and provides a large sample theory for this estimator that permits the construction of confidence intervals for a true unknown characteristic scale. Computer experiments are presented that demonstrate the efficacy of the large sample theory for finite sample sizes. Examples of characteristic scale estimation are given for global temperature records, coherent structures in river flows, the Madden-Julian oscillation in an atmospheric time series and transects of one type of Arctic sea ice.

Affiliated with

Also associated with

No associations

Rating

Assessing Characteristic Scales Using Wavelets does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Assessing Characteristic Scales Using Wavelets, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Assessing Characteristic Scales Using Wavelets will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-139189