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periodicity validation

1 message · stephen sefick

#
alright this is what you want to do.
install.packages("fields", dependencies=TRUE)
tim.colors is in this package and it has a blue to red color scheme-
blue being the lowest and red being the highest.  This color scheme
makes sense to me and is a common thing that a people (read engineers)
familar with matlab or the like will understand.

USE the morlet wavelet it is compactly supported which means that it
quickly goes to zero once it gets out of the scale that it is fitting.
 Making it good for a localized fit.

what you are looking at is the modulus (absolute value) of the
convolution of the wavelet with the signal at a particular scale (kind
of like frequency in fourier analysis) on the y-axis through time
(local fitting) on the x-axis.  Your are trying to find periodicity?
I kind of think of wavelet analysis as the partitioning of variance of
the signal into continuous scale.

because of algorithm calculation the scale is in log2(value of the
time series) so to get to your time units (which you set in the deltat
or frequency argument when you create a timeseries with ts() )
2^(value of the scale).

I hope this helps

Stephen

2008/9/21 yuankun shi <shiyuankun.debian at gmail.com>: