Wavelet Analysis of Red Noise and Its Application in Climate Diagnosis

Zhihua Zhang

Mathematical Problems in Engineering, 2021, vol. 2021, 1-14

Abstract:

Signals are often destroyed by various kinds of noises. A common way to statistically assess the significance of a broad spectral peak in signals and the synchronization between signals is to compare with simple noise processes. At present, wavelet analysis of red noise is studied limitedly and there is no general formula on the distribution of the wavelet power spectrum of red noise. Moreover, the distribution of the wavelet phase of red noise is also unknown. In this paper, for any given real/analytic wavelet, we will use a rigorous statistical framework to obtain the distribution of the wavelet power spectrum and wavelet phase of red noise and apply these formulas in climate diagnosis.

Date: 2021
References: Add references at CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/MPE/2021/5462965.pdf (application/pdf)
http://downloads.hindawi.com/journals/MPE/2021/5462965.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:5462965

DOI: 10.1155/2021/5462965

Access Statistics for this article

More articles in Mathematical Problems in Engineering from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().