help with wavelet analysis - wcoherence plot

Hi,

I have two time series of monthly observation organized as independent vectors

a = gsg_deseasonalized; dimension 1x384

b = pt_deseasonalized; dimension 1x384

time = TT; dimension 1x384

I want to plot the wavelet coherence between these two variables. The data are sampled monthly.

I specified the sampling interval as 1/12 but in my plot I am not able to display the periods in years. I used this code and I got the attached plot.

figure

wcoherence(a, b, 1/12, 'PhaseDisplayThreshold', 0.7)

I wuold like to have the time (years) on the xaxis and the frequency (years) on the axis. Hopw ca I do it?

Thans

Answer 1

[Sulaymon Eshkabilov]

If understood your question correctly, follow this doc:

https://www.mathworks.com/help/wavelet/ref/wcoherence.html#d126e131143

See this example how to set axis values, labels, etc, and use your data instead of t, x, y data, and use years().

%% DEMO Example
t = 0:1/12:36;
x = cos(2*pi*10*t).*(t>=0.5 & t<1.1)+ ...
    cos(2*pi*50*t).*(t>= 0.2 & t< 1.4)+ ...
    0.25*randn(size(t));
y = sin(2*pi*10*t).*(t>=0.6 & t<1.2)+ ...
    sin(2*pi*50*t).*(t>= 0.4 & t<1.6)+ ...
    0.35*randn(size(t));
[wcoh,~,period,coi] = wcoherence(x,y,years(1/12));
figure
period = years(period);
coi = years(coi);
h = pcolor(t,log2(period),wcoh);
h.EdgeColor = "none";
ax = gca;
ytick=round(pow2(ax.YTick),3);
ax.YTickLabel=ytick;
ax.XLabel.String="Time";
ax.YLabel.String="Period";
ax.Title.String = "Wavelet Coherence";
hcol = colorbar;
hcol.Label.String = "Magnitude-Squared Coherence";
hold on
plot(ax,t,log2(coi),"w--",linewidth=2)
hold off

wcoherence(x,y,years(1/12))