Verification of the Power of the Wavelet Trend Analysis
Jing Zhang · 2011
This article researches on the power of the method of Multi-Resolution of wavelet when it used in analyzing trend of hydrologic time series.Through Monte-Carlo simulating approach,it is found that the tendency recognition capability of the analysis method relates to the components of the time series and has nothing to do with the sample noise distribution type.The scale of decompose of the wavelet in analytic processes correlated positively with the coefficient of variation of the time series.The local feature in the time-frequency domain of the Multi-Resolution of wavelet can determine reasonably the characteristics of time series in the time province.Analyzing trend in the frequency domain with Multi-Resolution of wavelet has preponderance over that with near regression and polynomial fit methods in the time domain.Moreover,the jump and the periodic ingredient of the sequence should be identified and eliminated from the series before analysis of the trend otherwise the results from wavelet trend analysis will be unreliable.