On signal-noise decomposition of time-series using the continuous wavelet transform: application to sunspot index

Polygiannakis, J; Preka-Papadema, P; Moussas, X

dc.contributor.author	Polygiannakis, J	en
dc.contributor.author	Preka-Papadema, P	en
dc.contributor.author	Moussas, X	en
dc.date.accessioned	2014-03-01T11:45:50Z
dc.date.available	2014-03-01T11:45:50Z
dc.date.issued	2003	en
dc.identifier.issn	0035-8711	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/37648
dc.subject	methods : data analysis	en
dc.subject	methods : numerical	en
dc.subject	Sun : activity	en
dc.subject	sunspots	en
dc.subject.classification	Astronomy & Astrophysics	en
dc.subject.other	QUASI-BIENNIAL OSCILLATION	en
dc.subject.other	STELLAR DIFFERENTIAL ROTATION	en
dc.subject.other	SOLAR CONVECTION ZONE	en
dc.subject.other	AUTOMATA CA MODELS	en
dc.subject.other	MAUNDER MINIMUM	en
dc.subject.other	EARTHS ROTATION	en
dc.subject.other	DAY PERIODICITY	en
dc.subject.other	MAGNETIC-FIELD	en
dc.subject.other	MULTIFRACTAL FORMALISM	en
dc.subject.other	REGION OSCILLATIONS	en
dc.title	On signal-noise decomposition of time-series using the continuous wavelet transform: application to sunspot index	en
heal.type	other	en
heal.language	English	en
heal.publicationDate	2003	en
heal.abstract	We show that the continuous wavelet transform can provide a unique decomposition of a time-series into '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 time-series of the evolution of (i) both stable but also transient, evolving periodicities, such as the output of low-dimensional dynamical systems, and (ii) scale-invariant structures, such as discontinuities, self-similar structures or noise. The idea of the method is to keep from the overall wavelet expansion of the time-series only the wavelet components of locally maximal amplitude at any given time or scale, thus obtaining the instantly maximal and scale maximal wavelet skeleton spectrum, respectively. The scale maximal spectrum was previously proposed for studying possible multifractal scaling properties of time-series. The instantly maximal spectrum proposed here exhibits clearer spectral peaks and reduced noise, as compared to the overall wavelet spectrum. An indicative application to the monthly-averaged sunspot index reveals, apart from the well-known 11-yr periodicity, three of its harmonics, the 2-yr periodicity (quasi-biennial oscillation, QBO ) and several more (some of which have been detected previously in various solar, Earth-solar connection and climate indices), here proposed as just harmonics of the QBO, in all supporting the double-cycle solar magnetic dynamo model. The scale maximal spectrum reveals the presence of 1/f fluctuations with time-scales up to 1 yr in the sunspot number, indicating that the solar magnetic configurations involved in the transient solar activity phenomena with those characteristic time-scales are in a self-organized critical state, as previously proposed for the solar flare occurrence.	en
heal.publisher	BLACKWELL PUBLISHING LTD	en
heal.journalName	MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY	en
dc.identifier.isi	ISI:000184485500011	en
dc.identifier.volume	343	en
dc.identifier.issue	3	en
dc.identifier.spage	725	en
dc.identifier.epage	734	en