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Nonlinear Processes in Geophysics An interactive open-access journal of the European Geosciences Union

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Nonlin. Processes Geophys., 23, 257-267, 2016
© Author(s) 2016. This work is distributed under
the Creative Commons Attribution 3.0 License.
Research article
09 Aug 2016
Wavelet analysis for non-stationary, nonlinear time series
Justin A. Schulte The Pennsylvania State University, University Park, Pennsylvania 16802, USA
Abstract. Methods for detecting and quantifying nonlinearities in nonstationary time series are introduced and developed. In particular, higher-order wavelet analysis was applied to an ideal time series and the quasi-biennial oscillation (QBO) time series. Multiple-testing problems inherent in wavelet analysis were addressed by controlling the false discovery rate. A new local autobicoherence spectrum facilitated the detection of local nonlinearities and the quantification of cycle geometry. The local autobicoherence spectrum of the QBO time series showed that the QBO time series contained a mode with a period of 28 months that was phase coupled to a harmonic with a period of 14 months. An additional nonlinearly interacting triad was found among modes with periods of 10, 16 and 26 months. Local biphase spectra determined that the nonlinear interactions were not quadratic and that the effect of the nonlinearities was to produce non-smoothly varying oscillations. The oscillations were found to be skewed so that negative QBO regimes were preferred, and also asymmetric in the sense that phase transitions between the easterly and westerly phases occurred more rapidly than those from westerly to easterly regimes.

Citation: Schulte, J. A.: Wavelet analysis for non-stationary, nonlinear time series, Nonlin. Processes Geophys., 23, 257-267,, 2016.
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