Improvement of edge effect of the wavelet time–frequency spectrum: application to the length-of-day series

Abstract.

 The edge effect in the wavelet time–frequency spectrum of a time series is treated. The time series is first extended on both ends by applying a non-linear model, namely the leap-step time series analysis (LSTSA) model, prior to the wavelet transform. The results of a series of simulation experiments and an application to the observed length-of-day (LOD) series demonstrate that the edge effect is effectively reduced this way. Thus, the application of the LSTSA model improves the wavelet time–frequency spectrum, especially enhancing the ability to detect the low-frequency signals.