Hello Roksana,

First, here is the library user manual of "biwavelet", it would help a lot in terms of where to start.

https://cran.r-project.org/web/packages/biwavelet/biwavelet.pdf

You may first consider how to analyze the timeseries you have using wavelet transform methods. To simulate a continuous wavelet transform try to bind a sample series into the timeseries you would like to use.

Like this as you can implement in R language after assignment of proper variables and library(biwavelet);

>library(biwavelet)

>timeseries timeseries1 plot(ts(timeseries1), xlab = NA, ylab = NA)

>dim_timeseries

Dear Arif Armağan Gözütok

Thanks a lot for your sharing. Yes, you are right, I am the beginner in "Wavelet Analysis". Initially I am trying to solve sample data-set and then forward to our data-set. From the two figures, that you shared with us, I have done first one, and would like to share with you, the figure and cords

library("biwavelet")

ts

Dear Arif Armağan Gözütok

I can draw the graph of "average wavelet power" using WaveletComp packages. I am grateful for your sharing. Thank you, a lot!

wt.avg(my.wt, siglvl=0.05, sigcol="red")

Sincerely,

Good job Roksana, well done. As I stated, WaveletComp helps you to create the time average of the transformed signal, i believe it is impossible to do this kind of approach by biwavelet library. However, I didn't tried yet but I will do it too, you may do it manually by extracting the wt_power

Dear Arif Armağan Gözütok

Thank you for your sharing. I will definitely try it. Hopefully we will discuss more about it in future. wish you great success in Research!

Dear Arif Armağan Gözütok

Thank you for sharing your previous program code for wavelet analysis. However, I am not able to plot time average and scale average spectrum. Therefore, I will be grateful to you if you kindly share the idea of both time average and scale average in R. I would also like to know how to calculate these plots using Python or any other language.

Dear Arif Armağan Gözütok

Thank you for sharing the code for wavelet analysis. However, I wanted to know the period that we get in the plot the unit for it is days/months/year? and how can we change it?

Arif Armağan Gözütok , I appreciate the answer posted above. I would like to know if you know how to get average power across periods instead of time. I'm using WaveletComp package. The wt.avg() function is very helpful to calculate averages across time, and was wondering if there is a way of calculating averages across periods using the output of analyze.wavelet() function. I am actually working with coherences and averages coherences but I believe the mechanism would be the same. Any ideas? Thank you

@Roksana Jahan, I am the beginner in "Wavelet Analysis". I am trying in R using "Biwavelet" packages. However, I can not set the initial value for the "wtc.sig" command line. Could you please help me or share a sample command line? Thank you. My email: [email protected].

Ngoc Bui Hoang: https://rpubs.com/ibn_abdullah/rwcoher for your ref. or https://www.youtube.com/watch?v=2xIX9Lu-uLw&t=76s

Thank you very much for your helpful share, Vlad Alexandru Amihaesei

Have a look at my book "Financial Market Risk: Measurement and Analysis" (2003), with many salutary suggestions. Wavelet analysis is easiest in Matlab, since wavelets are essentially vectors of numbers.

@Cornelis Albertus Los , You are very right. I prefer wavelet in MATLAB to any other software be it R or eviews,. Pls does your book shows the code used in the estimation

Matlab has a great package for Wavelet analysis that may help you.

MATLab has a package devoted to wavelets and power spectra are computed with wavelets in R. My book FINANCIAL MARKET RISK: Measurement and Analysis, 2003 explains what wavelets are, how they are used mathematically, and why they are useful for time-frequency analysis, butit does not provide the code. I used MATLAB for that. However, my book is replete with resources for users of wavelet analysis.