LSWAVE: a MATLAB software for the least-squares wavelet and cross-wavelet analyses
-- by Ebrahim Ghaderpour and Spiros D. Pagiatakis
The technical paper which describes this code is in GPS Solutions (2019)23:50, and online at:
https://link.springer.com/article/10.1007/s10291-019-0841-3
"LSWAVE: a MATLAB software for the least-squares wavelet and cross-wavelet analyses" by
Ebrahim Ghaderpour and Spiros D. Pagiatakis
Lassonde School of Engineering
York University
Toronto, Ontario (ON), M3J1P3, Canada
Abstract:
The least-squares wavelet analysis (LSWA) is a robust method of analyzing any type of time/data series
without the need for editing and preprocessing of the original series. The LSWA can rigorously analyze
any non-stationary and equally/unequally spaced series with an associated covariance matrix that may
have trends and/or datum shifts. The least-squares cross-wavelet analysis complements the LSWA in the
study of the coherency and phase differences of two series of any type. A MATLAB software package
including a graphical user interface is developed for these methods to aid researchers in analyzing
pairs of series. The package also includes the least-squares spectral analysis, the antileakage
least-squares spectral analysis, and the least-squares cross-spectral analysis to further help
researchers study the components of interest in a series. We demonstrate the steps that users need
to take for a successful analysis using three examples: two synthetic time series, and a Global
Positioning System time series.
Zip file with MATLAB code, sample data, and documentation (MATLABPackage_EGhaderpour.zip)
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