TL;DR: In this article, a step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nino-Southern Oscillation (ENSO).
Abstract: A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nino–Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite-length time series, and the relationship between wavelet scale and Fourier frequency. New statistical significance tests for wavelet power spectra are developed by deriving theoretical wavelet spectra for white and red noise processes and using these to establish significance levels and confidence intervals. It is shown that smoothing in time or scale can be used to increase the confidence of the wavelet spectrum. Empirical formulas are given for the effect of smoothing on significance levels and confidence intervals. Extensions to wavelet analysis such as filtering, the power Hovmoller, cross-wavelet spectra, and coherence are described. The statistical significance tests are used to give a quantitative measure of change...
TL;DR: The perfect reconstruction condition is posed as a Bezout identity, and it is shown how it is possible to find all higher-degree complementary filters based on an analogy with the theory of Diophantine equations.
Abstract: The wavelet transform is compared with the more classical short-time Fourier transform approach to signal analysis. Then the relations between wavelets, filter banks, and multiresolution signal processing are explored. A brief review is given of perfect reconstruction filter banks, which can be used both for computing the discrete wavelet transform, and for deriving continuous wavelet bases, provided that the filters meet a constraint known as regularity. Given a low-pass filter, necessary and sufficient conditions for the existence of a complementary high-pass filter that will permit perfect reconstruction are derived. The perfect reconstruction condition is posed as a Bezout identity, and it is shown how it is possible to find all higher-degree complementary filters based on an analogy with the theory of Diophantine equations. An alternative approach based on the theory of continued fractions is also given. These results are used to design highly regular filter banks, which generate biorthogonal continuous wavelet bases with symmetries. >
TL;DR: The behavior of the continuous wavelet and Gabor coefficients in the asymptotic limit using stationary phase approximations are investigated and it is shown how, under some additional assumptions, these coefficients allow the extraction of some characteristics of the analyzed signal, such as frequency and amplitude modulation laws.
Abstract: The behavior of the continuous wavelet and Gabor coefficients in the asymptotic limit using stationary phase approximations are investigated. In particular, it is shown how, under some additional assumptions, these coefficients allow the extraction of some characteristics of the analyzed signal, such as frequency and amplitude modulation laws. Applications to spectral line estimations and matched filtering are briefly discussed. >
TL;DR: A multiresolution continuous wavelet analysis method is shown to significantly improve the determination of the temporal-scale structure of a given signal and the concept of wavelet entropy in bothContinuous wavelet cross-correlation and wavelet coherence are introduced allowing for an estimation of theporal evolution of aGiven hydrological or climatologic signal's complexity.
TL;DR: This unique resource examines the conceptual, computational, and practical aspects of applied signal processing using wavelets to understand and use the power and utility of new wavelet methods in science and engineering problems and analysis.
Abstract: This unique resource examines the conceptual, computational, and practical aspects of applied signal processing using wavelets. With this book, readers will understand and be able to use the power and utility of new wavelet methods in science and engineering problems and analysis. The text is written in a clear, accessible style avoiding unnecessary abstractions and details. From a computational perspective, wavelet signal processing algorithms are presented and applied to signal compression, noise suppression, and signal identification. Numerical illustrations of these computational techniques are further provided with interactive software (MATLAB code) is available on the world wide web. Topics and Features: * Continuous wavelet and Gabor transforms * Frame-based theory of discretization and reconstruction of analog signals is developed * New and efficient "overcomplete" wavelet transform is introduced and applied * Numerical illustrations with an object-oriented computational perspective using the Wavelet Signal Processing Workstation (MATLAB code) available This book is an excellent resource for information and computational tools needed to use wavelets in many types of signal processing problems. Graduates, professionals, and practitioners in engineering, computer science, geophysics, and applied mathematics will benefit from using the book and software tools.