A Practical Guide to Wavelet Analysis.

@article{Torrence1998APG,
  title={A Practical Guide to Wavelet Analysis.},
  author={Christopher Torrence and Gilbert P. Compo},
  journal={Bulletin of the American Meteorological Society},
  year={1998},
  volume={79},
  pages={61-78}
}
A practical step-by-step guide to wavelet analysis is given, with examples taken from time series of the El Nino–Southern Oscillation (ENSO). The guide includes a comparison to the windowed Fourier transform, the choice of an appropriate wavelet basis function, edge effects due to finite-length time series, and the relationship between wavelet scale and Fourier frequency. New statistical significance tests for wavelet power spectra are developed by deriving theoretical wavelet spectra for white… 

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Wavelet transform, wavelet spectra, and coherence are popular tools for studying fluctuations in time series in the form of a bidimensional time and scale representation. We discuss two aspects of
...

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