A Wavelet Variance Primer

摘要: Abstract The wavelet variance is a decomposition of the time series. Because its scale-based nature, offers insight into various series, particularly in physical sciences. This primer basic introduction to variance, starting with definition terms discrete transform, proceeding discussion large-sample statistical properties estimators, and then continuing an examination estimators appropriate for series either missing values or contamination by discordant values. moves two uses involving across-scale patterns, namely, estimation exponents power-law processes estimations characteristic scales. closes examples applied atomic clocks, sea-ice thickness, albedo Arctic ice, X-ray fluctuations from binary stars, coherent structures river flow.