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)