WaveletComp is an R package for continuous wavelet-based analysis of univariate and bivariate time series. Wavelet functions are implemented in WaveletComp such that a wide range of intermediate and final results are easily accessible. The null hypothesis that there is no (joint) periodicity in the series is tested via p-values obtained from simulation, where the model to be simulated can be ch...

Geometric and topological methods are applied to significance testing in the wavelet domain. A geometric test was developed for assigning significance to pointwise significance patches in local wavelet spectra, i.e., contiguous regions of significant wavelet power coefficients with respect to some noise model. This geometric significance test was found to produce results similar to an existing ...

The paper examines whether an unanticipated event like the COVID-19 crisis has strengthened contagion in cryptocurrency market utilizing samples of data representing pre-crisis and post-crisis periods. Employing wavelet coherence DCC-GARCH(1,1) models, we identify that started integrating from 2018 as volatility within reduced. Our main finding is highly interconnected during period. We draw ap...

This study evaluates the behaviour of forex market during first and second wave COVID-19. We have analysed exchange rates CNY, JPY, CHF, GBP in response to daily cases COVID-19 deaths, using Continuous Wavelet Transform Coherence. The results show that has been more aggressive. relationship new deaths significant negative with currencies are considered safe havens severely affected by wave.

This study analyzes the link between non-performing loans (NPL) and bank concentrations in Turkey using wavelet coherence approach. In line with expectation of present study, there were fluctuations NPL by 5 7 banking 2000 2003. Moreover, ratios long term cause concentrations. It is concluded that Turkish sector active on size asset concentration largest banks. Additionally, a positive correlat...

Meningococcal meningitis is a major public health problem that kills thousands annually in Africa, Europe, North, and South America. Occurrence is, however, highest during the dry seasons in Sahel Africa. Interannual changes in precipitation correlate with interannual changes in El Niño-Southern Oscillation (ENSO), while interdecadal changes in precipitation correlate with Pacific Decadal Oscil...

PURPOSE This study aims to assess the phase relationship of prefrontal tissue oxyhemoglobin oscillations using wavelet phase coherence analysis of cerebral Delta [HbO₂] signals in cerebral infarction (CI) patients during the resting state. METHODS Continuous recordings of near-infrared spectroscopy signals were obtained from the left and right prefrontal lobes in 21 subjects with CI (Group CI...