6 Wavelet Transform in R

Wavelet analysis is one of the most misused tools in climate timeseries analysis, partially due to the popularity of this webpage, which used to feature an interactive plotter. Wavelets are a very broad topic in applied mathematics, which we won’t attempt to summarize here. In the paleoclimate context, the term nearly always refers to the Continuous Wavelet Transform, and 99% of the time this uses the Morlet wavelet, which is a generalization of Fourier bases to endow them with localization in time and scale. Accordingly, this demo focuses on how to obtain wavelet spectra from the iconic EPICA Dome C record by Jouzel et al. (2007), and how to establish its coherency with a record of atmospheric CO2.