scholarly journals Spatiotemporal Rainfall Dynamics in Kosi Basin Using Wavelet Analysis

2021 ◽  
Vol 11 (5) ◽  
pp. 7578-7584
Author(s):  
A. Towheed ◽  
R. Thendiyath

Spatial and temporal analysis of rainfall data were carried out along with wavelet analysis for seven rain gauge sites of Kosi basin, India during the time period from 1985 to 2017. Wavelet spectrum analysis and wavelet coherence analysis were performed to fully characterize the time-frequency rainfall variability of the rain gauge data in these areas. For all the selected gauge stations during the study period, the peak value of the wavelet power spectrum was identified for the 8-16 month band. The results of wavelet spectrum analysis reveal a good correlation of rainfall data in the rain gauge sites lying in the southwest of the Kosi basin. The spectrum analysis also differentiates the wet and dry periods and it was observed that in the majority of the selected sites, a dry period occurred from the year 2005 onwards. This was again confirmed with breakpoint analysis. The wavelet coherence analysis explicit is a good correlation between the rain gauges in the study area. Overall, the variability of the rainfall parameters was more vivid with the wavelet analysis and this can be extended to other climatological parameters.

2020 ◽  
Author(s):  
Joan Nix ◽  
Bruce D. McNevin

Wavelet methodology is employed to investigate the statistical relationship between three well-accepted measures of uncertainty and both market and sector returns. Our primary goal is to determine whether uncertainty is sector specific. Although there are periods when the market works effectively as an oracle capturing uncertainty, we also find sector specific uncertainty. The wavelet equivalent of correlation, coherence, is used to determine the presence of sector specific uncertainty. We find that allowing localized information in the time frequency domain is critical for separating out sector specific uncertainty from market uncertainty.


Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Siaw Frimpong ◽  
Emmanuel N. Gyamfi ◽  
Zangina Ishaq ◽  
Samuel Kwaku Agyei ◽  
Daniel Agyapong ◽  
...  

This paper employed wavelet coherence and partial wavelet coherence to investigate the time-frequency effect of global economic policy uncertainty on the comovement of five agricultural commodities such as maize, oat, rice, soybean, and wheat using monthly data from January 1997 to December 2019. In general, we observed heterogeneity in comovement structures of the agricultural commodities market at different time-frequency scales which are profound at high frequencies from the bivariate wavelet coherence. The partial wavelet coherence analysis shows that global economic policy uncertainty is a driver of agricultural commodity market connectedness. This implies that extreme changes in economic policy uncertainty have the tendency to influence commodity price comovement. This poses risk to the stability of the agricultural commodities market, which requires the policymaker’s intervention to protect against the spillover risk contagion effect in uncertain times.


2014 ◽  
Vol 35 (5) ◽  
pp. 777-791 ◽  
Author(s):  
Zengyong Li ◽  
Ming Zhang ◽  
Ruofei Cui ◽  
Qing Xin ◽  
Lu Liqian ◽  
...  

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