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Cross-spectral Analysis Investigates the dependence or relationship between two time series. Begin by reviewing cross-correlation function – how similar.

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Presentation on theme: "Cross-spectral Analysis Investigates the dependence or relationship between two time series. Begin by reviewing cross-correlation function – how similar."— Presentation transcript:

1 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 < ψ xy < 1

2 Ensenada de la Paz

3 Year Day Current velocity in Ensenada de La Paz

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

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

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

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

9 L  w 1 w 2 Complex Cross-correlation between vectors at 2 depths in Ensenada de La Paz

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12 Coherence spectrum (coherency)  = 0.1, 0.05, 0.01 X is the Fourier Transform = running mean

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

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

15  = 0.1, 0.05, 0.01

16 JAMES RIVER DATA

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

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

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

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

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

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

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