Wavelet Analysis


Chatfield, C., 1989: The Analysis of Time Series. Chapman & Hall, London.

Farge, M., 1992: Wavelet transforms and their applications to turbulence. Ann. Rev. Fluid Mech., 24, 395-457.

Gilman, D.L., F.J. Fuglister, and J.M. Mitchell, Jr., 1963: On the power spectrum of "red noise". J. Atmos. Sci., 20, 182-184.

Jenkins, G.M. and D.G. Watts, 1968: Spectral Analysis and its Applications. Holden-Day, San Francisco.

Lau, K.-M. and H.-Y. Weng, 1995: Climate signal detection using wavelet transform: How to make a time series sing. Bull. Am. Meteor. Soc, 76, 2391-2402.

Meyers, S.D., B.G. Kelly, and J.J. O'Brien, 1993: An introduction to wavelet analysis in oceanography and meteorology: With application to the dispersion of Yanai waves. Mon. Wea. Rev., 121, 2858-2866.

Spiegel, M.R., 1975: Schaum's Outline of Theory and Problems of Probability and Statistics. McGraw-Hill, New York.

Torrence, C. and G.P. Compo, 1998: A Practical Guide to Wavelet Analysis. Bull. Amer. Meteor. Soc., 79, 61-78.

Weng, H. and K.-M. Lau, 1994: Wavelets, period doubling, and time-frequency localization with application to organization of convection over the tropical western Pacific. J. Atmos. Sci., 51, 2523-2541.

Outside Web Sites:

Amara's Wavelet Page
Wavelet overview, with numerous links to wavelet web sites, software, bibliographies, and digests.

Brani's Wavelets
A collection of papers, links, and conferences on wavelets.

Jacques Lewelle's Wavelet Tutorial
``Our purpose is to make the wavelet techniques approachable without unnecessary mathematical sophistication.''

NCAR Command Language (NCL) wavelet analysis examples
Page of examples for the NCL implementation of the Torrence and Compo (1998) algorithm.

Cross Wavelet and Wavelet Coherence
``On these web pages [Grinsted, Moore, and Jevrejeva] provide downloads for a MatLab package for performing Crosswavelet and Wavelet coherence analysis.''

Wavelet Resources
List of wavelet resources and web sites.
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