%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.
%
%
% 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:
% IDL> CONTOUR,wavelet,time,period
% IDL> PLOTS,time,coi,NOCLIP=0
%
%
%----------------------------------------------------------------------------
% Copyright (C) 1995-1998, Christopher Torrence and Gilbert P. Compo
% University of Colorado, Program in Atmospheric and Oceanic Sciences.
% 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 this program in any publications:
% ``Wavelet software was provided by C. Torrence and G. Compo,
% and is available at URL: http://paos.colorado.edu/research/wavelets/''.
%
% 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
% Advanced Study Program NOAA/CIRES Climate Diagnostics Center
% National Center for Atmos. Research Campus Box 449
% P.O. Box 3000 University of Colorado at Boulder
% Boulder CO 80307--3000, USA. Boulder CO 80309-0449, USA.
% E-mail: torrence@ucar.edu E-mail: gpc@cdc.noaa.gov
%----------------------------------------------------------------------------
function [wave,period,scale,coi] = ...
wavelet33(Y,dt,pad,dj,s0,J1,mother,param)
if (nargin < 8), param = -1; end
if (nargin < 7), mother = -1; end
if (nargin < 6), J1 = -1; end
if (nargin < 5), s0 = -1; end
if (nargin < 4), dj = -1; end
if (nargin < 3), pad = 0; end
if (nargin < 2)
error('Must input a vector Y and sampling time DT')
end
n1 = length(Y);
if (s0 == -1), s0=2*dt; end
if (dj == -1), dj = 1./4.; end
if (J1 == -1), J1=fix((log(n1*dt/s0)/log(2))/dj); end
if (mother == -1), mother = 'MORLET'; end
%....construct time series to analyze, pad if necessary
x(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)];
end
n = 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 series
f = fft(x); % [Eqn(3)]
%....construct SCALE array & empty PERIOD & WAVE arrays
ddd=0;
for kk=s0:dj:J1;
ddd=ddd+1;
scale(ddd)=1/kk;
end
scale = fliplr(scale);
period = scale;
length(scale);
wave = zeros(length(scale),n); % define the wavelet array
wave = wave + i*wave; % make it complex
% loop through all scales and compute transform
for a1 = 1:length(scale)
[daughter,fourier_factor,coi,dofmin]=wave_bases(mother,k,scale(a1),param);
wave(a1,:) = ifft(f.*daughter); % wavelet transform[Eqn(4)]
end
period = 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 returning
return