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Advantages Of A Time Series Analysis Using Wavelet Transform As Compared With A Fourier Analysis Cover

Advantages Of A Time Series Analysis Using Wavelet Transform As Compared With A Fourier Analysis

Open Access
|Jul 2015

Abstract

The paper presents an analysis of changes in the structure of the average annual discharges, average annual air temperature, and average annual precipitation time series in Slovakia. Three time series with lengths of observation from 1961 to 2006 were analyzed. An introduction to spectral analysis with Fourier analysis (FA) is given. This method is used to determine significant periods of a time series. Later in this article a description of a wavelet transform (WT) is reviewed. This method is able to work with non-stationary time series and detect when significant periods are presented. Subsequently, models for the detection of potential changes in the structure of the time series analyzed were created with the aim of capturing changes in the cyclical components and the multiannual variability of the time series selected for Slovakia. Finally, some of the comparisons of the time series analyzed are discussed. The aim of the paper is to show the advantages of time series analysis using WT compared with FT. The results were processed in the R software environment.

DOI: https://doi.org/10.1515/sjce-2015-0010 | Journal eISSN: 1338-3973 | Journal ISSN: 1210-3896
Language: English
Page range: 30 - 36
Published on: Jul 10, 2015
Published by: Slovak University of Technology in Bratislava
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2015 Patrik Sleziak, Kamila Hlavčová, Ján Szolgay, published by Slovak University of Technology in Bratislava
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.