2009
DOI: 10.1175/2008jtecha1141.1
|View full text |Cite
|
Sign up to set email alerts
|

Spectral Coherence and the Statistical Significance of Turbulent Flux Computations

Abstract: The squared spectral coherence, a frequency-domain analog of the squared correlation coefficient, identifies the frequencies at which two variables most strongly covary. A simple coherence significance test designed to determine whether coherence peaks exceed critical values expected from chance random number correlations is described. This significance test determines the probability with which coherence peaks are likely to arise out of random turbulence. A statistically significant coherence peak also indica… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
3
2

Citation Types

0
19
0

Year Published

2015
2015
2024
2024

Publication Types

Select...
7

Relationship

0
7

Authors

Journals

citations
Cited by 21 publications
(19 citation statements)
references
References 11 publications
0
19
0
Order By: Relevance
“…Both methods gave similar results, but we show coherence computed via segments as that method maximized the usable portion of each time series. The dotted line indicates the 95 % confidence level following Biltoft and Pardyjak's (2009) coherence significance test (their Eq. 3).…”
Section: Coherence and Phase Relationship Betweenmentioning
confidence: 99%
“…Both methods gave similar results, but we show coherence computed via segments as that method maximized the usable portion of each time series. The dotted line indicates the 95 % confidence level following Biltoft and Pardyjak's (2009) coherence significance test (their Eq. 3).…”
Section: Coherence and Phase Relationship Betweenmentioning
confidence: 99%
“…The number of independent samples is calculated by (Bretherton et al, ) N*=N[]1rxry1+rxry, where r x and r y are the lag‐one autocorrelation of x and y . Biltoft and Pardyjak () recommends that the eDOF fall within 10 to 100 for reliable significance testing. By using values nfft = 128 and an overlap of 64, most of the eDOFs fall within 40 to 60, which is in the recommended range.…”
Section: Time Series Processing and Cross‐spectral Analysismentioning
confidence: 99%
“…Significance testing of coherence also follows Biltoft and Pardyjak (). A coherence value is statistically significant at the (1− p )×100 % level if it is greater than the value calculated from χ1p=2FpeDOF22Fp, where F p is the value of the F (2,eDOF−2) distribution at 1− p .…”
Section: Time Series Processing and Cross‐spectral Analysismentioning
confidence: 99%
See 1 more Smart Citation
“…Transforming from the time to the frequency domain and computing the squared spectral coherence (CH) provides frequency-stratified results that can be tested for statistical significance using the F-distribution [37]. Coherence, also known as coherency spectrum, or magnitude-squared coherence, is a widely used measure for characterizing linear dependence between two time series and classical books on time series analysis present coherence as "the frequency domain analogue of the autocorrelation function" [38].…”
Section: Estimation Of Coherence Between Enso Index and Lake Level Vamentioning
confidence: 99%