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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Cohen, E.A.K. |
| Copyright Year | 2014 |
| Description | Author affiliation: Dept. of Math., Imperial Coll. London, London, UK (Cohen, E.A.K.) |
| Abstract | Coherence is a well established measure of linear dependency between a pair of stationary random processes in the frequency domain. Wavelet coherence measures the linear dependency between a pair of signals in time-scale space and is therefore more suitable for non-stationary processes. Until now it has only been considered in relation to regularly sampled ordinary time-series. Here, for the first time, it is applied to point processes on the real line. We consider smoothing the individual wavelet spectra by averaging over a set of orthogonal Morse wavelets and show that under the assumption of independent Poisson processes the Goodman distribution is appropriate. |
| Sponsorship | IEEE Signal Process. Soc. |
| Starting Page | 2649 |
| Ending Page | 2653 |
| File Size | 118435 |
| Page Count | 5 |
| File Format | |
| ISBN | 9781479928934 |
| DOI | 10.1109/ICASSP.2014.6854080 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2014-05-04 |
| Publisher Place | Italy |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Coherence Continuous wavelet transforms Density functional theory Wavelet analysis Spectral analysis point processes Wavelet coherence Morse wavelets |
| Content Type | Text |
| Resource Type | Article |
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