Detecting dynamic spatial correlation patterns with generalized wavelet coherence and non-stationary surrogate data

Sci Rep. 2019 May 14;9(1):7389. doi: 10.1038/s41598-019-43571-2.

Abstract

Time series measured from real-world systems are generally noisy, complex and display statistical properties that evolve continuously over time. Here, we present a method that combines wavelet analysis and non-stationary surrogates to detect short-lived spatial coherent patterns from multivariate time-series. In contrast with standard methods, the surrogate data proposed here are realisations of a non-stationary stochastic process, preserving both the amplitude and time-frequency distributions of original data. We evaluate this framework on synthetic and real-world time series, and we show that it can provide useful insights into the time-resolved structure of spatially extended systems.

Publication types

  • Research Support, Non-U.S. Gov't