Josué M. Polanco Martínez.
This article presents a short but concise review of one of the most used techniques in signal processing, the wavelet spectral analysis (WSA) via the continuous wavelet transform (CWT) for the uni- and bi-variate cases. This mathematical tool is very useful to analyse any kind of data that are not stationary, that is, data that their main statistical properties (such as the mean or the variance) can change with time.
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