Rectification of the Bias in the Wavelet Power Spectrum

Yonggang Liu, X. San Liang, Robert H. Weisberg
2007 Journal of Atmospheric and Oceanic Technology  
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
more » ... ration 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.
doi:10.1175/2007jtecho511.1 fatcat:yf4owi563bg4jbegcllq2mfwnu