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Вейвлет-анализ: основы теории и примеры применения


Институт космических исследований РАН, ул. Профсоюзная 84/32, Москва, 117997, Российская Федерация

Представлены основы теории вейвлет-преобразования — аппарата, хорошо приспособленного для изучения структуры неоднородных процессов. В отличие от преобразования Фурье, анализирующая функция которого покрывает всю временную ось, двухпараметрическая анализирующая функция одномерного вейвлет-преобразования хорошо локализована и во времени, и по частоте. Возможности преобразования показаны на примерах анализа модельных рядов с хорошо известными свойствами (гармонических, с различными особенностями, фрактальных) и данных длительных наблюдений за изменением некоторых метеорологических характеристик (индекс Южного Колебания, глобальные и полушарные температуры). Анализ ряда событий Эль-Ниньо и изменений индекса Южного Колебания выявил периодические компоненты процесса, ряд локальных периодичностей и временные масштабы, на которых данные имеют автомодельную структуру. Похоже, в целом анализируемый процесс демонстрирует комбинированное поведение: есть стохастическая и ряд регулярных компонент. Временные структуры глобальной и полушарных температур качественно схожи. Основное различие состоит в том, что потепление (тренд) слегка значительнее и начинается раньше в Северном полушарии (возможная причина этого — большее количество суши); излом тренда в начале текущего столетия, связываемый обычно с техногенным фактором, не обнаружен.

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PACS: 02.30.−f, 02.90.+p, 92.60.−e, 92.60.Ry (все)
DOI: 10.3367/UFNr.0166.199611a.1145
URL: https://ufn.ru/ru/articles/1996/11/a/
Цитата: Астафьева Н М "Вейвлет-анализ: основы теории и примеры применения" УФН 166 1145–1170 (1996)
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English citation: Astaf’eva N M “Wavelet analysis: basic theory and some applicationsPhys. Usp. 39 1085–1108 (1996); DOI: 10.1070/PU1996v039n11ABEH000177

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