In fact I'm working on phasing analysis of two time series using wavelet transform . I've already found the cross power spectrum of the two signals as well as wavelet cross coherence. However, my mind is not clear on the way I can study phase between my signals, using wavelet analysis?
Reasons:
1. using the angle matrix obtained taking the cross wavelets I have to sum over scales and find weighted average phase difference in time. How could it be possible to know whether Signal1 was in phase with Signal2 by example?
Hopefully, the following link would be useful
https://cran.r-project.org/web/packages/WaveletComp/WaveletComp.pdf
Thanks & Regards,
Sumaiya.
I quickly wrote a python script based on this paper, you can get it on my github.
The script is called crosswavelet_angle.py
Regards,
Jean-Baptiste.
https://github.com/Poulpy21/wavelet_utils
Article Application of Cross Wavelet Transform and Wavelet Coherence...
- Badges
- Science method