Rectification of the Bias in the Wavelet Power Spectrum
Digital Object Identifier (DOI)
This paper addresses a bias problem in the estimate of wavelet power spectra for atmospheric and oceanic datasets. For a time series comprised of sine waves with the same amplitude at different frequencies the conventionally adopted wavelet method does not produce a spectrum with identical peaks, in contrast to a Fourier analysis. The wavelet power spectrum in this definition, that is, the transform coefficient squared (to within a constant factor), is equivalent to the integration of energy (in physical space) over the influence period (time scale) the series spans. Thus, a physically consistent definition of energy for the wavelet power spectrum should be the transform coefficient squared divided by the scale it associates. Such adjusted wavelet power spectrum results in a substantial improvement in the spectral estimate, allowing for a comparison of the spectral peaks across scales. The improvement is validated with an artificial time series and a real coastal sea level record. Also examined is the previous example of the wavelet analysis of the Niño-3 SST data.
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Citation / Publisher Attribution
Journal of Atmospheric and Oceanic Technology, v. 24, issue 12, p. 2093-2102
Scholar Commons Citation
Liu, Yonggang; San Liang, X.; and Weisberg, Robert H., "Rectification of the Bias in the Wavelet Power Spectrum" (2007). Marine Science Faculty Publications. 342.