小波功率谱Monte Carlo显著性检验的一个简易方案

A Simple Scheme of Monte Carlo Significance Test for Wavelet Power Spectrum

对一个气象量时间序列p={P(t),t=1,n},通过相空间中的几何分析直观地阐明了Morlet小波功率谱W(t,k)的计算原理,给出了一个对W(t,k)作Monte Carlo显著性检验的方案。由于该方案中随机序列的产生与分析序列p的理论分布无关,实施简单易行。对6月100hPa南亚高压强度指数序列的小波功率谱显著性检验表明,该方案能充分揭示p中年际、年代际振荡随时间的变化,因而具有实际应用价值。

The computational principle of the Morlet wavelet power spectrum W（ t, k） of a meteorological time-series p = { P （ t）, t = ^-1,n} is intuitively illuminated using the geometric analysis in phase space, and a scheme of Monte Carlo significance test for W（ t, k） is presented in this paper, that is convenient and simple because the generation of the random series is unrelated to the theoretical distribution of the analyzed series. Significance test is performed for wavelet power spectrum of the intensity index series of 100 hPa South Asia High in June,the results show that the scheme can sufficiently reveal the temporal evolution of interannual and interdecadal oscillations of p, thus it is of practical application value.