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http://dx.doi.org/10.3741/JKWRA.2019.52.8.575

Selecting a mother wavelet for univariate wavelet analysis of time series data  

Lee, Hyunwook (Department of Civil, Environmental and Architectural Engineering, Korea University)
Lee, Jinwook (Department of Civil, Environmental and Architectural Engineering, Korea University)
Yoo, Chulsang (Department of Civil, Environmental and Architectural Engineering, Korea University)
Publication Information
Journal of Korea Water Resources Association / v.52, no.8, 2019 , pp. 575-587 More about this Journal
Abstract
This study evaluated the effect of a mother wavelet in the wavelet analysis of various times series made by combining white noise and/or sine function. The result derived is also applied to short-memory arctic oscillation index (AOI) and long-memory southern oscillation index (SOI). This study, different from previous studies evaluating one or two mother wavelets, considers a total of four generally-used mother wavelets, Bump, Morlet, Paul, and Mexican Hat. Summarizing the results is as follows. First, the Bump mother wavelet is found to have some limitations to represent the unstationary behavior of the periodic components. Its application results are more or less the same as the spectrum analysis. On the other hand, the Morlet and Paul mother wavelets are found to represent the non-stationary behavior of the periodic components. Finally, the Mexican Hat mother wavelet is found to be too complicated to interpret. Additionally, it is also found that the application result of Paul mother wavelet can be inconsistent for some specific time series. As a result, the Morlet mother wavelet seems to be the most stable one for general applications, which is also assured by the recent trend that the Morlet mother wavelet is most frequently used in the wavelet analysis research.
Keywords
Wavelet analysis; Mother wavelet; Arctic oscillation; Southern oscillation;
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