A New Complex Continuous Wavelet Family
Iosr Journals, Rayeezuddin Mohammed, Krishna Reddy B · Figshare · 2015
A family of functions is identified and all of its properties to be a complex continuous wavelet are verified and are applied in analyzing time series by using popular software Matlab. We discuss the cross wavelet spectrum and wavelet coherence using this new wavelet for examining relationships in time frequency space between two time series. We demonstrate how phase angle statistics can be used to gain confidence in causal relationships and test mechanistic models of physical relationships between the time series. The different graphical representation provided by the wcoher.m function in Matlab is used.