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Continuous wavelet transform with a complex Morlet wavelet, after Torrence & Compo (1998).
Conventions (docs/time-frequency.md), matching the pycwt implementation of the same paper:
- wavelet in frequency space
π^-1/4 · exp(-(sω − ω0)² / 2), normalised by√(2πs / δt) - Fourier period of scale
s:λ·swithλ = 4π / (ω0 + √(2 + ω0²)) - signal zero-padded to the next power of two before the FFT
- cone of influence: e-folding time
√2·s, i.e. a periodPis reliable at sampleiwhenP ≤ λ/√2 · δt · (min(i, n − 1 − i) + 0.5), the distance to the record boundary half a sample beyond the first and last sample (as pycwt).