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A Practical Guide to Wavelet Analysis

Researchers dealing with time series data will find this powerful resource extremely helpful. Drs. Christopher Torrence (National Center for Atmospheric Research) and Gilbert Compo (NOAA/ CIRES Climate Diagnostics Center) have put together this Website for researchers interested in using wavelet analysis, a technique that decomposes a time series into time-frequency space. The site provides information on "both the amplitude of any periodic signals within the series, and how this amplitude varies with time." The nicely written introductory section (Wavelet Analysis & Monte Carlo) is complete with algorithms, graphically illustrated examples, and references (including some links). First time users may wish to consult the on-site article "A Practical Guide to Wavelet Analysis," originally published in 1998 (.pdf format), or browse the FAQ section. The heart of the site is the Interactive Wavelet Plots section; here, users may experiment with wavelet analysis using time series data provided at the site (i.e., Sea Surface Temperature, Sunspots) or provided by the user. As if that weren't enough, the site also offers free Wavelet software (Fortran, IDL, or Matlab; acknowledgment required) and several abbreviated data sets for experimentation.
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Scout Publication
Date of Scout Publication 2000-02-16
Archived Scout Publication URL https://scout.wisc.edu/report/se/2000/0216

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