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   -> Volume 3, Issue 4

Answer: Wavelets for time series (WD 3.3 #1)
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Sarah Szita, MSSL

PostPosted: Mon Dec 02, 2002 12:50 pm    
Subject: Answer: Wavelets for time series (WD 3.3 #1)
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Answer: Wavelets for time series (WD 3.3 #1)

In Wavelet Digest 3.3, I asked about using wavelets for time series,
and for wavelet references which weren't too mathematical.

Thanks very much to everyone who replied.

Since I received several replies from people in the same boat as me,
asking that I pass on any information I received, I've summarised what
I've been sent so far.

Recommended papers:

* "Wavelet Analysis of Coherent Structures at the Atmosphere Forest Interface",
Gao, Li, Journal of Applied Meteorolgoy, 32, 11,1993

* "Variations in the Period of the Sunspot Cycle", Ochadlick, Kritikos,
Gregengack, Gephysical Research Letters, 20, 14, 1993.

* "Wavelet Analysis of Global Warming", Huang, Yi, SPIE vol 1961 Visual
Information Processing II, 1993

* "Detection of Turbulent Coherent Motions in a Forest Canopy, Part I:
Wavelet Analysis", Collineau & Brunet, Boundary Layer Meteorology,
(1993, in press)

* "Some Remarks on Wavelet Functions, Scaling Function and Discrete Wavelet
Transform", Jin, Luo & Wong, CRL Report 272

* An Introduction to Spectral Analysis and Wavelets
Donald B. Percival
Proceedings of the Workshop in Advanced Mathematical Tools in Metrology,
Torino, Italy, Oct 1993
available from: dbp@edu.washington.apl

* Long-Memory Processes, the Allen Variance and Wavelets
Donald B. Percival and Peter Guttorp
available from: dbp@edu.washington.apl

Recommended software:

Wavelet Toolbox for MATLAB, from Lynxvale Ltd.
20 Trumpington St
Cambridge CB2 1QA UK
or contact Prof David Newland,

Shareware programs ANALYSIS and CRUNCHER by Gene V Wallenstein
( both have wavelet options

Shareware program DAUBWAVE by Steven Gollmer (

Numerical Recipes (Cambridge University Press, latest edition) contains a
section on wavelets
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