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.
Supplementary materials are available in addition to this article. It can be downloaded at RJ-2022-031.zip
Text and figures are licensed under Creative Commons Attribution CC BY 4.0. The figures that have been reused from other sources don't fall under this license and can be recognized by a note in their caption: "Figure from ...".
For attribution, please cite this work as
Bolós & Benı́tez, "wavScalogram: An R Package with Wavelet Scalogram Tools for Time Series Analysis", The R Journal, 2022
BibTeX citation
@article{RJ-2022-031,
author = {Bolós, Vicente J. and Benı́tez, Rafael},
title = {wavScalogram: An R Package with Wavelet Scalogram Tools for Time Series Analysis},
journal = {The R Journal},
year = {2022},
note = {https://doi.org/10.32614/RJ-2022-031},
doi = {10.32614/RJ-2022-031},
volume = {14},
issue = {2},
issn = {2073-4859},
pages = {164-185}
}