dorsal/arxiv
View SchemaOn signal-noise decomposition of timeseries using the continuous wavelet transform: Application to sunspot index
| Authors | J. Polygiannakis, P. Preka-Papadema, X. Moussas |
|---|---|
| Categories | |
| ArXiv ID | physics/0301030 |
| URL | https://arxiv.org/abs/physics/0301030 |
| DOI | 10.1046/j.1365-8711.2003.06705.x |
Abstract
We show that the continuous wavelet transform can provide a unique decomposition of a timeseries in to 'signal-like' and 'noise-like' components: From the overall wavelet spectrum two mutually independent skeleton spectra can be extracted, allowing the separate detection and monitoring in even non-stationary timeseries of the evolution of (a) both stable but also transient, evolving periodicities, such as the output of low dimensional dynamical systems and (b) scale-invariant structures, such as discontinuities, self-similar structures or noise. An indicative application to the monthly-averaged sunspot index reveals, apart from the well-known 11-year periodicity, 3 of its harmonics, the 2-year periodicity (quasi-biennial oscillation, QBO) and several more (some of which detected previously in various solar, earth-solar connection and climate indices), here proposed being just harmonics of the QBO, in all supporting the double-cycle solar magnetic dynamo model (Benevolenskaya, 1998, 2000). The scale maximal spectrum reveals the presence of 1/f fluctuations with timescales up to 1 year in the sunspot number, indicating that the solar magnetic configurations involved in the transient solar activity phenomena with those characteristic timescales are in a self-organized-critical state (SOC), as previously proposed for the solar flare occurence (Lu and Hamilton, 1991).
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"abstract": "We show that the continuous wavelet transform can provide a unique\ndecomposition of a timeseries in to \u0027signal-like\u0027 and \u0027noise-like\u0027 components:\n From the overall wavelet spectrum two mutually independent skeleton spectra\ncan be extracted, allowing the separate detection and monitoring in even\nnon-stationary timeseries of the evolution of (a) both stable but also\ntransient, evolving periodicities, such as the output of low dimensional\ndynamical systems and (b) scale-invariant structures, such as discontinuities,\nself-similar structures or noise. An indicative application to the\nmonthly-averaged sunspot index reveals, apart from the well-known 11-year\nperiodicity, 3 of its harmonics, the 2-year periodicity (quasi-biennial\noscillation, QBO) and several more (some of which detected previously in\nvarious solar, earth-solar connection and climate indices), here proposed being\njust harmonics of the QBO, in all supporting the double-cycle solar magnetic\ndynamo model (Benevolenskaya, 1998, 2000). The scale maximal spectrum reveals\nthe presence of 1/f fluctuations with timescales up to 1 year in the sunspot\nnumber, indicating that the solar magnetic configurations involved in the\ntransient solar activity phenomena with those characteristic timescales are in\na self-organized-critical state (SOC), as previously proposed for the solar\nflare occurence (Lu and Hamilton, 1991).",
"arxiv_id": "physics/0301030",
"authors": [
"J. Polygiannakis",
"P. Preka-Papadema",
"X. Moussas"
],
"categories": [
"physics.data-an",
"physics.space-ph"
],
"doi": "10.1046/j.1365-8711.2003.06705.x",
"title": "On signal-noise decomposition of timeseries using the continuous wavelet transform: Application to sunspot index",
"url": "https://arxiv.org/abs/physics/0301030"
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