This is a port of the WTC MATLAB package written by Aslak Grinsted and the wavelet program written by Christopher Torrence and Gibert P. Compo. This package can be used to perform univariate and bivariate (cross-wavelet, wavelet coherence, wavelet clustering) wavelet analyses.

As of biwavelet version 0.14, the bias-corrected wavelet and cross-wavelet spectra are automatically computed and plotted by default using the methods described by Liu et al. (2007) and Veleda et al. (2012). This correction is needed because the traditional approach for computing the power spectrum (e.g., Torrence and Compo 1998) leads to an artificial and systematic reduction in power at lower periods.

Tarik C. Gouhier

Maintainer: Tarik C. Gouhier <tarik.gouhier@gmail.com>

Code based on WTC MATLAB package written by Aslak Grinsted and the wavelet MATLAB program written by Christopher Torrence and Gibert P. Compo.

Cazelles, B., M. Chavez, D. Berteaux, F. Menard, J. O. Vik, S. Jenouvrier,
and N. C. Stenseth. 2008. Wavelet analysis of ecological time series.
*Oecologia* 156:287-304.

Grinsted, A., J. C. Moore, and S. Jevrejeva. 2004. Application of the cross
wavelet transform and wavelet coherence to geophysical time series.
*Nonlinear Processes in Geophysics* 11:561-566.

Liu, Y., X. San Liang, and R. H. Weisberg. 2007. Rectification of the Bias in
the Wavelet Power Spectrum. *Journal of Atmospheric and Oceanic Technology*
24:2093-2102.

Rouyer, T., J. M. Fromentin, F. Menard, B. Cazelles, K. Briand, R. Pianet,
B. Planque, and N. C. Stenseth. 2008. Complex interplays among population
dynamics, environmental forcing, and exploitation in fisheries.
*Proceedings of the National Academy of Sciences* 105:5420-5425.

Rouyer, T., J. M. Fromentin, N. C. Stenseth, and B. Cazelles. 2008.
Analysing multiple time series and extending significance testing in
wavelet analysis. *Marine Ecology Progress Series* 359:11-23.

Torrence, C., and G. P. Compo. 1998. A Practical Guide to Wavelet Analysis.
*Bulletin of the American Meteorological Society* 79:61-78.

Torrence, C., and P. J. Webster. 1998. The annual cycle of persistence in the
El Nino/Southern Oscillation.
*Quarterly Journal of the Royal Meteorological Society* 124:1985-2004.

Veleda, D., R. Montagne, and M. Araujo. 2012. Cross-Wavelet Bias Corrected by Normalizing Scales.
*Journal of Atmospheric and Oceanic Technology* 29:1401-1408.

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# As of biwavelet version 0.14, the bias-corrected wavelet and cross-wavelet spectra
# are automatically computed and plotted by default using the methods
# described by Liu et al. (2007) and Veleda et al. (2012). This correction
# is needed because the traditional approach for computing the power spectrum
# (e.g., Torrence and Compo 1998) leads to an artificial and systematic reduction
# in power at low periods.
# EXAMPLE OF BIAS CORRECTION:
require(biwavelet)
# Generate a synthetic time series 's' with the same power at three distinct periods
t1=sin(seq(from=0, to=2*5*pi, length=1000))
t2=sin(seq(from=0, to=2*15*pi, length=1000))
t3=sin(seq(from=0, to=2*40*pi, length=1000))
s=t1+t2+t3
# Compare non-corrected vs. corrected wavelet spectrum
wt1=wt(cbind(1:1000, s))
par(mfrow=c(1,2))
plot(wt1, type="power.corr.norm", main="Bias-corrected")
plot(wt1, type="power.norm", main="Not-corrected")
# ADDITIONAL EXAMPLES
t1 <- cbind(1:100, rnorm(100))
t2 <- cbind(1:100, rnorm(100))
# Continuous wavelet transform
wt.t1 <- wt(t1)
# Plot power
# Make room to the right for the color bar
par(oma = c(0, 0, 0, 1), mar = c(5, 4, 4, 5) + 0.1)
plot(wt.t1, plot.cb=TRUE, plot.phase=FALSE)
# Compute cross-wavelet
xwt.t1t2 <- xwt(t1, t2)
# Plot cross wavelet power and phase difference (arrows)
plot(xwt.t1t2, plot.cb=TRUE)
# Wavelet coherence; nrands should be large (>= 1000)
wtc.t1t2=wtc(t1, t2, nrands=10)
# Plot wavelet coherence and phase difference (arrows)
# Make room to the right for the color bar
par(oma=c(0, 0, 0, 1), mar=c(5, 4, 4, 5) + 0.1)
plot(wtc.t1t2, plot.cb=TRUE)
# Perform wavelet clustering of three time series
t1=cbind(1:100, sin(seq(from=0, to=10*2*pi, length.out=100)))
t2=cbind(1:100, sin(seq(from=0, to=10*2*pi, length.out=100)+0.1*pi))
t3=cbind(1:100, rnorm(100))
# Compute wavelet spectra
wt.t1=wt(t1)
wt.t2=wt(t2)
wt.t3=wt(t3)
# Store all wavelet spectra into array
w.arr=array(NA, dim=c(3, NROW(wt.t1$wave), NCOL(wt.t1$wave)))
w.arr[1, , ]=wt.t1$wave
w.arr[2, , ]=wt.t2$wave
w.arr[3, , ]=wt.t3$wave
# Compute dissimilarity and distance matrices
w.arr.dis <- wclust(w.arr)
plot(hclust(w.arr.dis$dist.mat, method = "ward.D"), sub = "", main = "",
ylab = "Dissimilarity", hang = -1)
``` |

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