To do your wavelet coherence, you should have two wavelet scalogram figures for two different signals. Both figures with the same number of wavelet coefficients and same time, frequency axes. Here, to calculate the coherence from any specific data from both figures, it should have the same time and frequency values. Only the coefficients values could be different, where this difference or similarity resultant in the amount of coherence in color a bar. Red color is for high coherence between the two signals. Blue color is for low coherency.

Dear Hamid Muili ,

Look the link, maybe useful.

https://www.nature.com/articles/s41598-019-43571-2

Article Wavelet coherence analysis of dynamic cerebral autoregulatio...

Regards,

Shafagat

As i understand your question, you are analyzing coherence between high frequency and low frequency components of a signal using wavelet decomposition. The coherence is basically correlation between two signals. In ideal case, the coherence is zero between decomposed components of DWT. But it is not zero in physical wavelet decomposition components because of leakage between decomposed frequency bands and depends on type of wavelet basis function. I think it is useful to you.

Goodluck

I guess Yes, because the Wavelets can be considered as a frequency separation tool...