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A Python module for continuous wavelet spectral analysis. It includes a collection of routines for wavelet transform and statistical analysis via FFT algorithm. In addition, the module also includes cross-wavelet transforms, wavelet coherence tests and sample scripts.

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regeirk/pycwt

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PyCWT

A Python module for continuous wavelet spectral analysis. It includes acollection of routines for wavelet transform and statistical analysis via FFTalgorithm. In addition, the module also includes cross-wavelet transforms,wavelet coherence tests and sample scripts.

Please read the documentationhere.

This module requiresNumPy,SciPy,tqdm. In addition, you willalso needmatplotlib to run the examples.

The sample scripts (sample.py,sample_xwt.py) illustrate the use ofthe wavelet and inverse wavelet transforms, cross-wavelet transform andwavelet transform coherence. Results are plotted in figures similar to thesample images.

Disclaimer

This module is based on routines provided by C. Torrence and G. P. Compoavailable athttp://paos.colorado.edu/research/wavelets/, on routinesprovided by A. Grinsted, J. Moore and S. Jevrejeva available athttp://noc.ac.uk/using-science/crosswavelet-wavelet-coherence, andon routines provided by A. Brazhe available athttp://cell.biophys.msu.ru/static/swan/.

This software is released under a BSD-style open source license. Please readthe license file for further information. This routine is provided as iswithout any express or implied warranties whatsoever.

Installation

We recommend using PyPI to install this package.

$ pip install pycwt

Or, you can download the code and run the below line within the top levelfolder.

$ python setup.py install

Acknowledgements

We would like to thank Christopher Torrence, Gilbert P. Compo, Aslak Grinsted,John Moore, Svetlana Jevrejevaand and Alexey Brazhe for their code and alsoJack Ireland and Renaud Dussurget for their attentive eyes, feedback anddebugging.

Authors

Sebastian Krieger, Nabil Freij, Alexey Brazhe, Christopher Torrence,Gilbert P. Compo and contributors.

References

  1. Torrence, C. and Compo, G. P.. A Practical Guide to WaveletAnalysis. Bulletin of the American Meteorological Society,AmericanMeteorological Society,1998, 79, 61-78.
  2. Torrence, C. and Webster, P. J.. Interdecadal changes in theENSO-Monsoon system,Journal of Climate,1999, 12(8),2679-2690.
  3. Grinsted, A.; Moore, J. C. & Jevrejeva, S. Application of the crosswavelet transform and wavelet coherence to geophysical time series.Nonlinear Processes in Geophysics,2004, 11, 561-566.
  4. Mallat, S.. A wavelet tour of signal processing: The sparse way.Academic Press,2008, 805.
  5. Addison, P. S. The illustrated wavelet transform handbook:introductory theory and applications in science, engineering,medicine and finance.IOP Publishing,2002.
  6. Liu, Y., Liang, X. S. and Weisberg, R. H. Rectification of the biasin the wavelet power spectrum.Journal of Atmospheric and OceanicTechnology,2007, 24, 2093-2102.

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A Python module for continuous wavelet spectral analysis. It includes a collection of routines for wavelet transform and statistical analysis via FFT algorithm. In addition, the module also includes cross-wavelet transforms, wavelet coherence tests and sample scripts.

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