wavScalogram: an R package with wavelet scalogram tools for time series analysis
Data Analysis, Statistics and Probability
2024-10-21 v1 Numerical Analysis
Numerical Analysis
Chaotic Dynamics
Abstract
In this work we present the wavScalogram R package, which contains methods based on wavelet scalograms for time series analysis. These methods are related to two main wavelet tools: the windowed scalogram difference and the scale index. The windowed scalogram difference compares two time series, identifying if their scalograms follow similar patterns at different scales and times, and it is thus a useful complement to other comparison tools such as the squared wavelet coherence. On the other hand, the scale index provides a numerical estimation of the degree of non-periodicity of a time series and it is widely used in many scientific areas.
Keywords
Cite
@article{arxiv.2410.14274,
title = {wavScalogram: an R package with wavelet scalogram tools for time series analysis},
author = {Vicente J. Bolos and Rafael Benitez},
journal= {arXiv preprint arXiv:2410.14274},
year = {2024}
}
Comments
27 pages, 17 figures