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   -> Volume 7, Issue 4

Question: Multiple Time Series Analysis by Wavelet Approach
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wim Tue Mar 31 10:34:24 EST 1998 remote from shovel

PostPosted: Mon Mar 30, 1998 1:20 pm    
Subject: Question: Multiple Time Series Analysis by Wavelet Approach
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#22 Question: Multiple Time Series Analysis by Wavelet Approach

Dear WaveletDiggest !

I am working in area of processing multidimensional time series, which
were obtained from geophysical monitoring systems. One purpose of my
analysis is searching precursors of strong earthquakes as an
increasing of collective behaviour of variations of different
geophysical fields. I have some experience of using such classical
tools of multidimensional time series analysis as spectral matrices
maximal eigenvalues and canonical coherences. Time-frequency maps of
evolution of these statistics provides a view inside peculiarites of
collective interactions between geophysical fields on different stages
of earthquake preparation in various frequency bands and time
intervals. My question is the following: do wavelets give some tools,
which are analogous to coherences, responce functions and other
statistics, describing interaction between different signals ? Is
there any articles and books on these very topic (not multidimensional
wavelets, but processing multidimensional signals by wavelets) ?
Sincerely yours, Alexey Lyubushin, Dr.Sci., Unit.Inst.Phys.Earth,
Moscow, Russia. ------- End of forwarded message -------
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