Analysing multiple time series and extending significance testing in wavelet analysis

Marine Ecology Progress Series

Nils Chr. Stenseth¹  Jean-Marc Fromentin¹  Tristan Rouyer¹  Bernard Cazelles¹ 

关键词: Non-stationarity;    Multivariate time series;    Wavelet clustering;    Wavelet significance testing;    Surrogates;    Maximum covariance analysis;   

DOI  :  10.3354/meps07330

学科分类：海洋学与技术

来源: Inter-Research

【 摘 要 】

ABSTRACT: In nature, non-stationarity is rather typical, but the number of statistical tools allowing for non-stationarity remains rather limited. Wavelet analysis is such a tool allowing for non-stationarity but the lack of an appropriate test for statistical inference as well as the difficulty to deal with multiple time series are 2 important shortcomings that limits its use in ecology. We present 2 approaches to deal with these shortcomings. First, we used 1/ƒ^β models to test cycles in the wavelet spectrum against a null hypothesis that takes into account the highly autocorrelated nature of ecological time series. To illustrate the approach, we investigated the fluctuations in bluefin tuna trap catches with a set of different null models. The 1/ƒ^β  models approach proved to be the most consistent to discriminate significant cycles. Second, we used the maximum covariance analysis to compare, in a quantitative way, the time–frequency patterns (i.e. the wavelet spectra) of numerous time series. This approach built cluster trees that grouped the wavelet spectra according to their time–frequency patterns. Controlled signals and time series of sea surface temperature (SST) in the Mediterranean Sea were used to test the ability and power of this approach. The results were satisfactory and clusters on the SST time series displayed a hierarchical division of the Mediterranean into a few homogeneous areas that are known to display different hydrological and oceanic patterns. We discuss the limits and potentialities of these methods to study the associations between ecological and environmental fluctuations.

【 授权许可】

Unknown