Wavelet 변환을 이용한 정상 시계열 데이터 해석에 관한 연구

Analysis of Stationary Time Series Using Wavelet Transform

Wavelet analysis is applying to many fields such as the time-frequency localization of a time series and a time varying data. In this paper, a statistical testing based Wavelet power spectrum analysis for the stationary Nino3 Sea Surface Temperature(SST) data was executed. Specially, the 95% confidence level for SST was effective in searching the periods of El-Nino using various wavelet basis functions.