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?? wavelet.m

?? %WAVETEST Example Matlab script for WAVELET, using NINO3 SST dataset % % See "http://paos.colorado
?? M
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%WAVELET  1D Wavelet transform with optional singificance testing%%   [WAVE,PERIOD,SCALE,COI] = wavelet(Y,DT,PAD,DJ,S0,J1,MOTHER,PARAM)%%   Computes the wavelet transform of the vector Y (length N),%   with sampling rate DT.%%   By default, the Morlet wavelet (k0=6) is used.%   The wavelet basis is normalized to have total energy=1 at all scales.%%% INPUTS:%%    Y = the time series of length N.%    DT = amount of time between each Y value, i.e. the sampling time.%% OUTPUTS:%%    WAVE is the WAVELET transform of Y. This is a complex array%    of dimensions (N,J1+1). FLOAT(WAVE) gives the WAVELET amplitude,%    ATAN(IMAGINARY(WAVE),FLOAT(WAVE) gives the WAVELET phase.%    The WAVELET power spectrum is ABS(WAVE)^2.%    Its units are sigma^2 (the time series variance).%%% OPTIONAL INPUTS:% % *** Note *** setting any of the following to -1 will cause the default%               value to be used.%%    PAD = if set to 1 (default is 0), pad time series with enough zeroes to get%         N up to the next higher power of 2. This prevents wraparound%         from the end of the time series to the beginning, and also%         speeds up the FFT's used to do the wavelet transform.%         This will not eliminate all edge effects (see COI below).%%    DJ = the spacing between discrete scales. Default is 0.25.%         A smaller # will give better scale resolution, but be slower to plot.%%    S0 = the smallest scale of the wavelet.  Default is 2*DT.%%    J1 = the # of scales minus one. Scales range from S0 up to S0*2^(J1*DJ),%        to give a total of (J1+1) scales. Default is J1 = (LOG2(N DT/S0))/DJ.%%    MOTHER = the mother wavelet function.%             The choices are 'MORLET', 'PAUL', or 'DOG'%%    PARAM = the mother wavelet parameter.%            For 'MORLET' this is k0 (wavenumber), default is 6.%            For 'PAUL' this is m (order), default is 4.%            For 'DOG' this is m (m-th derivative), default is 2.%%% OPTIONAL OUTPUTS:%%    PERIOD = the vector of "Fourier" periods (in time units) that corresponds%           to the SCALEs.%%    SCALE = the vector of scale indices, given by S0*2^(j*DJ), j=0...J1%            where J1+1 is the total # of scales.%%    COI = if specified, then return the Cone-of-Influence, which is a vector%        of N points that contains the maximum period of useful information%        at that particular time.%        Periods greater than this are subject to edge effects.%        This can be used to plot COI lines on a contour plot by doing:%%              contour(time,log(period),log(power))%              plot(time,log(coi),'k')%%----------------------------------------------------------------------------%   Copyright (C) 1995-2004, Christopher Torrence and Gilbert P. Compo%%   This software may be used, copied, or redistributed as long as it is not%   sold and this copyright notice is reproduced on each copy made. This%   routine is provided as is without any express or implied warranties%   whatsoever.%% Notice: Please acknowledge the use of the above software in any publications:%    ``Wavelet software was provided by C. Torrence and G. Compo,%      and is available at URL: http://paos.colorado.edu/research/wavelets/''.%% Reference: Torrence, C. and G. P. Compo, 1998: A Practical Guide to%            Wavelet Analysis. <I>Bull. Amer. Meteor. Soc.</I>, 79, 61-78.%% Please send a copy of such publications to either C. Torrence or G. Compo:%  Dr. Christopher Torrence               Dr. Gilbert P. Compo%  Research Systems, Inc.                 Climate Diagnostics Center%  4990 Pearl East Circle                 325 Broadway R/CDC1%  Boulder, CO 80301, USA                 Boulder, CO 80305-3328, USA%  E-mail: chris[AT]rsinc[DOT]com         E-mail: compo[AT]colorado[DOT]edu%----------------------------------------------------------------------------function [wave,period,scale,coi] = ...	wavelet(Y,dt,pad,dj,s0,J1,mother,param);if (nargin < 8), param = -1;, endif (nargin < 7), mother = -1;, endif (nargin < 6), J1 = -1;, endif (nargin < 5), s0 = -1;, endif (nargin < 4), dj = -1;, endif (nargin < 3), pad = 0;, endif (nargin < 2)	error('Must input a vector Y and sampling time DT')endn1 = length(Y);if (s0 == -1), s0=2*dt;, endif (dj == -1), dj = 1./4.;, endif (J1 == -1), J1=fix((log(n1*dt/s0)/log(2))/dj);, endif (mother == -1), mother = 'MORLET';, end%....construct time series to analyze, pad if necessaryx(1:n1) = Y - mean(Y);if (pad == 1)	base2 = fix(log(n1)/log(2) + 0.4999);   % power of 2 nearest to N	x = [x,zeros(1,2^(base2+1)-n1)];endn = length(x);%....construct wavenumber array used in transform [Eqn(5)]k = [1:fix(n/2)];k = k.*((2.*pi)/(n*dt));k = [0., k, -k(fix((n-1)/2):-1:1)];%....compute FFT of the (padded) time seriesf = fft(x);    % [Eqn(3)]%....construct SCALE array & empty PERIOD & WAVE arraysscale = s0*2.^((0:J1)*dj);period = scale;wave = zeros(J1+1,n);  % define the wavelet arraywave = wave + i*wave;  % make it complex% loop through all scales and compute transformfor a1 = 1:J1+1	[daughter,fourier_factor,coi,dofmin]=wave_bases(mother,k,scale(a1),param);		wave(a1,:) = ifft(f.*daughter);  % wavelet transform[Eqn(4)]endperiod = fourier_factor*scale;coi = coi*dt*[1E-5,1:((n1+1)/2-1),fliplr((1:(n1/2-1))),1E-5];  % COI [Sec.3g]wave = wave(:,1:n1);  % get rid of padding before returningreturn% end of code

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