Wavelet analysis of covariance with application to atmospheric time series

Journal of Geophysical Research Atmospheres

Volumn 105, Issue D11, 2000, Pages 14941-14962

  Whitcher, Brandon ^a   Guttorp, Peter ^b   Percival, Donald B ^b,c  

^a EURANDOM   (Netherlands)

^b UNIVERSITY OF WASHINGTON   (United States)

^c Parametric Technology Corporation   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COVARIANCE ANALYSIS; TIME SERIES; WAVELET;

EID: 0033785280     PISSN: 01480227     EISSN: None     Source Type: Journal    
DOI: 10.1029/2000JD900110     Document Type: Article

References (42)

1. Anderson, J. R., D. E. Stevens, and P. R. Julian, Temporal variations of the tropical 40-50 day oscillation, Mon. Weather Rev., 112(11), 2431-2438, 1984.
2. Anyamba, E. K., and B. C. Weare, Temporal variability of the 40-50-day oscillation in tropical convection, Int. J. Climatol., 15(4), 379-402, 1995.
3. Bantzer, C. H., and J. M. Wallace, Intraseasonal variability in tropical mean temperature and precipitation and their relation to the tropical 40-50 day oscillation, J. Atmos. Sci., 53(21), 3032-3045, 1996.
4. Brillinger, D. R., Confidence intervals for the crosscovariance function, in Mathematical Statistics, vol. 5, Selecta Statistica Canadiana, pp. 1-16, McMaster Univ. Print. Serv., Hamilton, Ont., 1979.
5. Daubechies, I., Ten Lectures on Wavelets, vol. 61, CBMS-NSF Regional Conference Series in Applied Mathematics, Soc. for Ind. and Appl. Math., Philidelphia, Pa., 1992.
6. Gambis, D., Wavelet transform analysis of the length of the day and El-Niño/Southern Oscillation variations at intraseasonal and interannual time scales, Ann. Geophys., 10, 429-437, 1992.
7. Gray, B. M., Seasonal frequency variations of the 40-50 day oscillation, J. of Climatol., 8, 511-519, 1988.
8. Gutzler, D. S., Interannual fluctuations of intraseasonal variance of near-equatorial zonal winds, J. Geophys. Res., 96, D Suppl., 3173-3185, 1991.
9. Hendon, H. H., and M. L. Salby, The life cycle of the Madden-Julian oscillation, J. Atmos. Sci., 51, 2225-2237, 1994.
10. Hendon, H. H., C. Zhang, and J. D. Glick, Interannual variation of the Madden-Julian oscillation during austral summer, J. Clim., 12, 2538-2550, 1999.
11. Hudgins, L. H., Wavelet analysis of atmospheric turbulence, Ph.D. thesis, Univ. of Calif., Irvine, 1992.
12. Hudgins, L., C. A. Friehe, and M. E. Mayer, Wavelet transforms and atmospheric turbulence, Phys. Rev. Lett., 71(20), 3279-3282, 1993.
13. Jones, R. H., Maximum likelihood fitting of ARMA models to time series with missing observations, Technometrics, 22(3), 389-395, 1980.
14. Kestin, T. S., D. J. Karoly, J. I. Yano, and N. A. Rayner, Time-frequency variability of ENSO and stochastic simulations, J. Clim., 11(9), 2258-2272, 1998.
15. Kiladis, C. N., Observations of Rossby waves linked to convection over the eastern tropical Pacific, J. Atmos. Sci., 55(3), 321-339, 1998.
16. Kiladis, C. N., and K. M. Weickmann, Extratropical forcing of tropical Pacific convection during northern winter, Mon. Weather Rev., 120(9), 1924-1938, 1992.
17. Kiladis, G. N., and H. F. Diaz, Global climatic anomalies associated with extremes in the Southern Oscillation, J. Clim., 2, 1069-1090, 1989.
18. Koopmans, L. H., The Spectral Analysis of Time Series, Academic Press, San Diego, Calif., 1974.
19. Kotz, S., N. L. Johnson, and C. B. Read (Eds.), Encyclopedia of Statistical Sciences, vol. 3, John Wiley, New York, 1982.
20. Krishnamurti, T. N., and P. A. Ardanuy, The 10 to 20-day westward propagating mode and "breaks in the mon-soons", Tellus, 32, 15-26, 1980.
21. Kuhnel, I., Spatial and temporal variations in Australo-Indonesian region cloudiness, Int. J. Climatol., 9(4), 395-405, 1989.
22. Kumar, P., Role of coherent structures in the stochastic-dynamic variability of precipitation, J. Geophys. Res., 101(D21), 26,393-26,404, 1996.
23. Kumar, P., and E. Foufoula-Georgiou, Wavelet analysis in geophysics: An introduction, in Wavelets and Geophysics, edited by E. Foufoula-Georgiou and P. Kumar, vol. 4, Wavelet Analysis and Its Applications, pp. 1-43, Academic Press, San Diego, Calif., 1994.
24. Lindsay, R. W., D. B. Percival, and D. A. Rothrock, The discrete wavelet transform and the scale analysis of the surface properties of sea ice, IEEE Trans. on Geosci. and Remote Sens., 34(3), 771-787, 1996.
25. Liu, P. C., Wavelet spectrum analysis and ocean wind waves, in Wavelets and Geophysics, edited by E. Foufoula-Georgiou and P. Kumar, vol. 4, Wavelet Analysis and Its Applications, pp. 151-166, Academic Press, San Diego, Calif., 1994.
26. Madden, R. A., Seasonal variation of the 40-50 day oscillation in the tropics, J. Atmos. Sci., 43(24), 3138-3158, 1986.
27. Madden, R. A., and P. R. Julian, Detection of a 40-50 day oscillation in the zonal wind in the tropical pacific, J. Atmos. Sci., 28, 702-708, 1971.
28. Madden, R. A., and P. R. Julian, Further evidence of global-scale 5-day pressure waves, J. Atmos. Sci., 29, 1464-1469, 1972.
29. Madden, R. A., and P. R. Julian, Observations of the 40-50 day tropical oscillation: A review, Mon. Weather Rev., 122(5), 814-837, 1994.
30. McCoy, E. J., and A. T. Walden, Wavelet analysis and synthesis of stationary long-memory processes, J. Comput. Graphical Stat., 5(1), 26-56, 1996.
31. Murakami, T., and W. L. Sumathipala, Westerly bursts during the 1982/83 ENSO, J. Clim., 2, 71-85, 1989.
32. Percival, D. B., On estimation of the wavelet variance, Biometrika, 82(3), 619-631, 1995.
33. Percival, D. B., and P. Guttorp, Long-memory processes, the Allan variance and wavelets, in Wavelets and Geophysics, edited by E. Foufoula-Georgiou and P. Kumar, vol. 4, Wavelet Analysis and Its Applications, pp. 325-344, Academic Press, San Diego, Calif., 1994.
34. Percival, D. B., and H. O. Mofjeld, Analysis of subtidal coastal sea level fluctuations using wavelets, J. Am. Stat. Assoc., 92(439), 868-880, 1997.
35. Percival, D. B., and A. T. Walden, Spectral Analysis for Physical Applications: Multitaper and Conventional Univariate Techniques, Cambridge Univ. Press, New York, 1993.
36. Percival, D. B., and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge Univ. Press, New York, in press, 2000.
37. Salby, M. L., and H. H. Hendon, Intraseasonal behavior of clouds, temperature, and motion in the tropics, J. Atmos. Sci., 51(15), 2207-2224, 1994.
38. Torrence, C., and G. P. Compo, A practical guide to wavelet analysis, Bull. Am. Meteorol. Soc., 79(1), 61-78, 1998.
39. Walker, G. T., World weather, Mon. Weather Rev., 56, 167-170, 1928.
40. Weickmann, K. M., El Niño/Southern Oscillation and Madden-Julian (30-60 day) oscillations during 1981-1982, J. Geophys. Res., 96, D Suppl., 3187-3195, 1991.
41. Whitcher, B., Assessing nonstationary time series using wavelets, Ph.D. thesis, Univ. of Wash. Press, Seattle, 1998.
42. Whitcher, B., P. Guttorp, and D. B. Percival, Mathematical background for wavelet estimators for cross covariance and cross correlation, Tech. Rep. 38, Natl. Res. Cent. for Stat. and the Environ., Seattle, 1999.