What is wavelet?
Wavelet is a tool that allows one to determine dominant modes of variability and the change of those modes with time (Torrence and Compo 1998). Traditional mathematics methods, such as Fourier transform, examine periodicity of phenomena by assuming they are stationary in time. Wavelet, however, decomposes time series into a time-frequency space and thus be able to extract localized intermittent periodicities (Grinsted et al. 2004). It is therefore particular useful in analyzing non-stationary time series.
Our paper on the applications of partial wavelet coherence and multiple wavelet coherence in geophysics has been accepted by JTECH!
Wavelet Matlab software package version v1.0 released!