Cross-spectral Analysis

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Cross-spectral Analysis Investigates the dependence or relationship between two time series. Begin by reviewing cross-correlation function – how similar two time series x , y are L = lag N = # of elements in time series Covariance or cross-covariance Cross-correlation -1 < ψxy < 1

Ensenada de la Paz

Current velocity in Ensenada de La Paz Year Day

Current velocity and water level (red) in Ensenada de La Paz Year Day

Current velocity and water level (red) in Ensenada de La Paz Year Day

Cross-correlation between current velocity and water level in Ensenada de La Paz

Cross-correlation between current velocity and water level in Ensenada de La Paz

A generalization of: Complex Cross-correlation * is the complex conjugate

Complex Cross-correlation between vectors at 2 depths in Ensenada de La Paz  w1w2 L

Complex Cross-correlation between vectors at 2 depths in Ensenada de La Paz

Complex Cross-correlation between vectors at 2 depths in Ensenada de La Paz

Coherence spectrum (squared coherency or coherence-squared function) X is the Fourier Transform < > = running mean  = 0.1, 0.05, 0.01

Current velocity and water level (red) in Ensenada de La Paz Year Day

Coherence squared window size= 2 cpd  = 0.1, 0.05, 0.01

 = 0.1, 0.05, 0.01 window size= 25

JAMES RIVER DATA

99% Coherence 2 95% Window size= 10 Phase (deg)

Coherence 2 99% 95% Window size= 24 Phase (deg)

99% Coherence 2 95% Window size= 10 Phase (deg)

99% Coherence 2 95% Window size= 10 Phase (deg)

Coherence 2 99% 95% Window size= 24 Phase (deg)

Coherence 2 99% 95% Window size= 24 Phase (deg)