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A Practical Guide to Wavelet Analysis

61 Bulletin of the American Meteorological Society1. IntroductionWavelet Analysis is becoming a common tool foranalyzing localized variations of power within a timeseries. By decomposing a time series into time fre-quency space, one is able to determine both the domi-nant modes of variability and how those modes varyin time . The Wavelet transform has been used for nu-merous studies in geophysics, including tropical con-vection (Weng and Lau 1994), the El Ni o SouthernOscillation (ENSO; Gu and Philander 1995; Wang andWang 1996), atmospheric cold fronts (Gamage andBlumen 1993), central England temperature (Baliunaset al. 1997), the dispersion of ocean waves (Meyers etal. 1993), wave growth and breaking (Liu 1994), andcoherent structures in turbulent flows (Farge 1992). Acomplete description of geophysical applications canbe found in Foufoula-Georgiou and Kumar (1995),while a theoretical treatment of Wavelet Analysis isgiven in Daubechies (1992).

edge effects due to finite-length time se-ries, the relationship between wavelet scale and Fourier period, and time series reconstruction. Section 4 presents the theoretical wavelet spectra for both white-noise and red-noise processes. These theoretical spectra are compared to Monte Carlo results and are used to es-tablish significance levels ...

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