wavScalogram: an R package with wavelet scalogram tools for time series analysis

TL;DR

The paper introduces the wavScalogram R package, offering wavelet scalogram tools for analyzing time series, including comparison and non-periodicity measurement methods, enhancing existing analysis capabilities.

Contribution

It presents new wavelet-based tools in an R package for time series comparison and non-periodicity estimation, expanding analysis options in scientific research.

Findings

The package includes methods for comparing time series using scalogram differences.

It provides a numerical scale index for measuring non-periodicity.

Tools are applicable across various scientific fields.

Abstract

In this work we present the wavScalogram R package, which contains methods based on wavelet scalograms for time series analysis. These methods are related to two main wavelet tools: the windowed scalogram difference and the scale index. The windowed scalogram difference compares two time series, identifying if their scalograms follow similar patterns at different scales and times, and it is thus a useful complement to other comparison tools such as the squared wavelet coherence. On the other hand, the scale index provides a numerical estimation of the degree of non-periodicity of a time series and it is widely used in many scientific areas.