我使用R中的biwavelet包进行小波一致性分析。我有兴趣在每个时间步骤获得两个时间序列之间的相关性(rsq)。我正在使用
wtc.obj$rsq
命令,返回一个矩阵,其列数等于我的时间序列中的时间步数,但为35行。我不确定每行表示什么,或者如何解释这个矩阵。任何帮助将不胜感激。
wtc.obj <- wtc(cbind(seq(1,10,1),log(out_temp)), cbind(seq(1,10,1),water_temp), nrands=300)
编辑: 来自dput的数据 时间序列1(前10行) - 运行wtc函数时记录变换
out_temp <- c(16733551588.5339, 16870453377.5994, 16772151897.9109, 16728321668.6624,
18436978257.3136, 16846726183.718, 16726205228.4934, 15864317293.7725,
17741474399.0609, 16737589895.4835)
时间序列2(前10行)
water_temp <- c(4.91, 4.65, 4.85, 7.28, 3.21, 3.03, 2.33, 3.61, 4.75, 2.99)
该子集的rsq矩阵
structure(c(0.88811122950383, 0.883005701601978, 0.878120064019507,
0.871218670458293, 0.862871890404607, 0.849780856651561, 0.840171059917514,
0.829232598943086, 0.811227300687161, 0.796653906504197, 0.878693836960343,
0.872034301656082, 0.866106223420483, 0.859558992869246, 0.852443544668167,
0.840184634073849, 0.827708800659723, 0.811408370380922, 0.788425832549514,
0.772792192041626, 0.855370796300556, 0.843632447822571, 0.83347989490027,
0.82502778304639, 0.817143933084284, 0.803518294348461, 0.786136691605393,
0.762216446396908, 0.734098629192821, 0.720678074329317, 0.820886442250837,
0.801007780631502, 0.783872172267905, 0.771785540072379, 0.761925141232704,
0.745772620239666, 0.722008778765105, 0.688727955307826, 0.656285165868401,
0.649397618795314, 0.778783676688075, 0.748508440655847, 0.722221842446535,
0.705146362196499, 0.692592835090724, 0.673639897529668, 0.642806785244917,
0.599135162886376, 0.563562916220616, 0.567083941737865, 0.73879043910938,
0.698067627624491, 0.662173684644483, 0.639492210729284, 0.624029985615804,
0.602844549692042, 0.565448685551128, 0.511410316678153, 0.472697038937781,
0.486799890264125, 0.714442234122642, 0.666418315719431, 0.623191992054625,
0.595588030567084, 0.577735144515651, 0.555785176155343, 0.514039160319749,
0.451499228449641, 0.407768394703545, 0.426752291137762, 0.714297446948971,
0.66420238067957, 0.618056304220161, 0.587592642193242, 0.568708099912014,
0.548156040715463, 0.505870129160218, 0.439211545851626, 0.388914491010902,
0.403664274336693, 0.735670285655772, 0.688140502032425, 0.643438413055784,
0.612663235117296, 0.594432527004536, 0.577262471111257, 0.53845986672713,
0.473628467143225, 0.418475083414332, 0.42245896430964, 0.767160302402965,
0.724247590757992, 0.683226594941654, 0.653695114654581, 0.636935449729284,
0.623530143950479, 0.590354098223849, 0.532020189464932, 0.476482045338038,
0.46930594464708), .Dim = c(10L, 10L))