JuliaDynamics / TransitionsInTimeseries.jl

Transition Indicators / Early Warning Signals / Regime Shifts / Change Point Detection
MIT License
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Scale-averaged wavelet coefficient and local Hurst exponent #24

Open JanJereczek opened 1 year ago

JanJereczek commented 1 year ago

Indicator summary

Scale-averaged wavelet coeff is used to estimate the variance of high-frequency fluctuations and local Hurst exponent is interpreted as an estimator of the correlation time in the high frequencies. Here in same issue because published in same paper and might be specifically suited for DO-events. Both are CSD indicators and hence come with usual caution.

Reference

Boers (2018), Early-warning signals for Dansgaard-Oeschger events in a high-resolution ice core record

Codebase

Not that I would know

Implementation plan

Nothing so far