2012
DOI: 10.1175/jtech-d-11-00140.1
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Cross-Wavelet Bias Corrected by Normalizing Scales

Abstract: The cross-wavelet transform (XWT) is a powerful tool for testing the proposed connections between two time series. Because of XWT’s skeletal structure, which is based on the wavelet transform, it is suitable for the analysis of nonstationary periodic signals. Recent work has shown that the power spectrum based on the wavelet transform can produce a deviation, which can be corrected by choosing a proper rectification scale. In this study, it is shown that the standard application of the XWT can also lead to a b… Show more

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Cited by 140 publications
(76 citation statements)
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“…The wavelet transform is based on a practical guide to wavelet analysis of Torrence and Compo [1998]. One of the problems with the resulting “global wavelet spectra” is a distortion of the energy distribution [ Liu et al , 2007; Veleda et al , 2012], with high‐frequency peaks shown lower than their low‐frequency counterparts. In this work, we construct rectified Cross Wavelet Transform (XWT) by normalizing the wavelet transform by the square root of the scale, based on Veleda et al [2012].…”
Section: Resultssupporting
confidence: 91%
“…The wavelet transform is based on a practical guide to wavelet analysis of Torrence and Compo [1998]. One of the problems with the resulting “global wavelet spectra” is a distortion of the energy distribution [ Liu et al , 2007; Veleda et al , 2012], with high‐frequency peaks shown lower than their low‐frequency counterparts. In this work, we construct rectified Cross Wavelet Transform (XWT) by normalizing the wavelet transform by the square root of the scale, based on Veleda et al [2012].…”
Section: Resultssupporting
confidence: 91%
“…In order to check the robustness of the cross-wavelet power spectrum, we consider the bias-attached cross-wavelet power spectrum developed by Ng and Chan (2012). Previous literature indicates evidence of bias (Liu et al, 2007;Veleda et al, 2012) on the way to low-frequency oscillations in the cross-wavelet.…”
Section: Cross-wavelet Transform and Phase Anglementioning
confidence: 99%
“…The Matlab packages were downloaded from their web-site at: http://www.pol.ac.uk/home/ research/waveletcoherence/. The bias in the estimate of power spectrum is rectified according to and Veleda et al (2012).…”
Section: Synoptic Variation Of Residual Currentmentioning
confidence: 99%