Multi-Scale · Co-movement

wavelet_coherence

Wavelet Coherence (MODWT, by scale). Cross-wavelet squared coherence between two return series at each MODWT time-scale (d1≈2-4d … long horizons): how strongly two markets co-move at short vs long horizons. Transparent waveslim realisation.

Identity

version 1.0.0 · capability multi-scale · min_obs 256 · runner r (wavelet_coherence.R)

Primitives

Composes with

not yet a catalog field — operator-composition metadata lands with Pathway F; nothing is invented here.

Parameters

name	type	req	values / range
series	series (n=2)	required
levels	int	optional

Returns

method,dataset,series,wavelet,levels,n,per_scale,horizons,aggregate_coherence,peak_scale,interpretation,note

Paper

none — honest: a substrate method; no single companion paper claims it.

Changelog

[object Object]

Run it

curl -s -X POST https://shssm-compute-b7ui3oxaqq-el.a.run.app/api/compute/run \
  -H "Content-Type: application/json" \
  -d '{"method":"wavelet_coherence","params":{"series":["India","USA"]}}'

▶ open in the Workbench with wavelet_coherence preselected

Generated from GET /api/compute/catalog by scripts/gen-man.mjs — the catalog is the truth; no hand-written method docs. · Econstellar · SHSSM, IIT Bhubaneswar.