基于小波方法的时频域分析  

Time-frequency Domain Analysis Based on Wavelet Method

作　　者：王敏会[1] 常桂娟[1] WANG Minhui;CHANG Guijuan(School of Science and Information Science, Qingdao Agricultural University, Qingdao 266109, China)

机构地区：[1]青岛农业大学理学与信息科学学院,山东青岛266109

出　　处：《青岛农业大学学报（自然科学版）》2021年第3期229-233,共5页Journal of Qingdao Agricultural University(Natural Science)

基　　金：青岛农业大学教学研究与课程改革项目(XJY2019040)。

摘　　要：运用连续小波分析的方法进行时频分析研究,并运用该方法研究了中国电力消费和经济增长之间的关系。小波分析可以提取时频局部化信息,因此可同时考察两个序列随频率和时间变化的联动和因果关系。研究发现,电力消费和经济增长之间的联动和因果关系随着频率和时间而变化。在大部分时间段内,两个序列间存在较强的正相关性。从频率角度看,短期内存在从电力消费到经济增长的因果关系,长期内更多是经济增长影响电力消费。The continuous wavelet analysis was used to carry out the study of time frequency analysis and to evaluate the relationship between electricity consumption and economic growth in China.The time-frequency localization information can be extracted by the wavelet analysis.Therefore,the linkage and causality of two sequences with frequency and time changes can be investigated at the same time.Empirical results showed the linkage and causality between power consumption and economic growth changes with frequency and time.There is a significant positive correlation between the two series in most of the time.From the perspective of frequency domain,there is a causal relationship from power consumption to economic growth in the short-term,but in the long run economic growth affects power consumption most of the time.

关 键 词：连续小波变换 时频分析 因果关系 

分 类 号：O29[理学—应用数学]