Chapter 1 Time and Frequency

Chapter 1 Time and Frequency
Bohr maintains that there are two complementary aspects of reality. These are
like two distinct planes which we cannot exactly focus simultaneously.
Louis de Broglie (18921987)
One standard way of generating a time-frequency response builds on the Fourier
transform (FT). We are going to develop concepts related to the continuous wavelet
transform (CWT) and related somewhat to the short-time Fourier transform (STFT).
Begin with the idea of an experiment that yields a time series. It could be a seismic
experiment in the eld or in a laboratory, an audio recording, an electrocardiogram of
the electrical activity of the heart, or any other measurement that has time-variable
output. The data can have various properties. A time function can be periodic, such as a
single sine or cosine wave, a voice perfectly holding one musical note, or the regular
resting heartbeat. Ideally, the rst two contain only one frequency, whereas the last has
many frequencies but is still periodic. For such cases, the FT is ideal. If a heartbeat is
recorded for, say, 1000 s and we do a Fourier transform, the amplitude spectrum will
precisely identify the frequencies contained in the signal. That is possible because the
frequency content is unchanging; the heart beats in a regular and repeatable pattern for
the entire measurement period. The signal is stationary and unchanging, and the FT is
the ideal tool for analysis.
However, we also have to deal with nonperiodic signals. One example would be a
heartbeat under stress such as while taking a university examination, when the rate
would go up or down according to the difculty of questions, growing time constraints,
exhilaration, despair, and so forth. If we measured three or four minutes of data in such
a case and did an FT of the time series, the amplitude spectrum would indicate some
kind of overall average frequency content. It would not be possible, however, to tell
whether the heart was beating fast or slow early in the recording or late or in the mid-
dle. The Fourier transform in this case tells only some of the story. The wavelet trans-
form is one example of a time-frequency method that tells more of the story.
In such cases, we are interested in local spectral properties. What is the spectrum
in the vicinity of 1 s or 5 s in our data? Those are questions that the Fourier transform
cannot answer.
There is a long history of the Fourier transform in seismology. If a time series is
involved, the transform variable is frequency. For a space series (different locations at
the same time), the transform variable is the wavenumber. Much of data processing can
be done in the Fourier domain, including various kinds of ltering, migration, and
noise removal. The Fourier transformer is well understood, fast, and invertible the
gold standard of transforms.
Distinguished Instructor Short Course 1
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
Fourier transform
We will use the convention that a time function, g(t), and the Fourier transform
of that function, g(), are in the time or frequency domain as indicated by the argu-
ment list rather than by some variation on the function symbol.
The forward FT is dened as usual,

g g t e dt
i t
( ) ( ) ,

=

(1)
where scaling constants have been omitted, i = -1, and angular frequency ( in radians
per second) is related to linear frequency (f in cycles per second or Hertz) by = 2f.
The function g() is complex and can be expressed in polar form g() = Ae
i
to reveal
the amplitude spectrum, A(), and phase spectrum, (). The inverse FT is given by

g t g e d
i t
( ) ( ) . =

(2)
Briey, we will look at some simple examples. Figure 1a shows the real-valued
time-domain input data, with the vertical axis being time. All physical experiments will
yield real values in the measured
time series. Figure 1b and 1c
shows the FT of the time-domain
output in this case, in which the
vertical axis is frequency. In the
Fourier domain, we have a fre-
quency series in which each value
is typically complex. The plots
show the real (Figure 1b) and
imaginary (Figure 1c) parts.
From these, the amplitude and
phase at each frequency can be
calculated.
Figure 2 shows the time series
again, along with the amplitude
and phase spectra. In this exam-
ple, the amplitude spectrum shows
that the signal is relatively strong
near 40 Hz, although a notch
appears at exactly 40 Hz. Never-
theless, there is generally a peak in
the amplitude spectrum near
40 Hz and another at about 65 Hz.
That is valuable information, but
Elements of Seismic Dispersion
2 Society of Exploration Geophysicists
0
a) b) c)
0.2
0.4
0.6
0.8
1.0
T
i
m
e

(
s
)
0
Trace
0
20
40
60
80
F
r
e
q
u
e
n
c
y

(
H
z
)
0
FT real
0
20
40
60
80
0
FT imaginary
Figure 1. (a) Time series along with the (b) real and (c)
imaginary parts of its Fourier transform.
0
0.2
0.4
0.6
0.8
1.0
T
i
m
e

(
s
)
0
a) b) c)
Trace
0
20
40
60
80
F
r
e
q
u
e
n
c
y

(
H
z
)
FT amplitude
0
20
40
60
80
180 0 180
FT phase
Figure 2. (a) The time series of Figure 1 with its (b)
Fourier amplitude and (c) phase spectra.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
with no indication whether the 65-Hz energy
is distributed evenly throughout the time
series or resides in only part of it.
A signal generated by summing four
cosines can appear to be quite irregular
(Figure 3), but the FT amplitude spectrum
precisely identies the constituent frequen-
cies. Each specIral peak has a slighIly dierenI
height, indicating the relative time-domain
amplitude of each cosine that went into
building the time series. Therefore, the spec-
tral amplitude has information; the locations
of peaks in the amplitude spectrum tell us
the frequencies involved. We can think of
the complicated time series as having been
generated by four spikes in the Fourier
domain. Conversely, four spikes in the time domain would yield a complicated Fourier
amplitude and phase spectrum resulting from interference. That exemplies the well-
known Fourier time-frequency symmetry or duality.
Delta function input
It is useful to consider the ultimate nonstationary time series, an impulse (or
delta function) that exists only at a single time point (Liner, 2010). Because the Four-
ier transform decomposes a transient time signal into independent harmonic com-
ponents, the function g() would seem to provide exact frequency information but
no time localization. In other words, the FT can precisely detect which frequencies
reside in the data but yields no information about the time position of signal fea tures.
We can investigate that claim by considering the FT of a delta function.
Our rst approach is graphical. Consider a single spike in the time domain slightly
after zero time (Figure 4a). The FT results (Figure 4b through 4d) show real and imagi-
nary, amplitude, and phase, respectively. The amplitude spectrum (Figure 4c) is at and
contains no information about time location of the spike. The key is the phase spec-
trum (Figure 4d), which is seen to have a constant slope; the time-localization informa-
tion resides in that slope, the derivative of the phase with respect to the frequency.
Conceptually, the value of the slope is related to the time location of the spike. If a time
series were to consist of a single spike at any time, we could nd out where it lives by
measuring the slope of the phase.
To quantify that concept, it is convenient to introduce the Dirac delta function (or
unit impulse) heuristically as

t t
t t
t t
- ( ) =
=
0
0
0
1
0
,

(3)
0
a) b)
0.2
0.4
0.6
0.8
1.0
T
i
m
e

(
s
)
0
Trace
0
20
40
60
80
F
r
e
q
u
e
n
c
y

(
H
z
)
FT amplitude
Figure 3. (a) Time series composed of
summing four cosine waves of constant
frequency for all time. (b) The amplitude
spectrum easily identies the input fre-
quencies.
Delta-function input
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
where the time point t
0
is termed the support of the delta function, i.e., the delta func-
tion is zero except at the innitesimal time point t
0
. A key feature of a delta function is
the sifting property it exhibits under the action of integration,

t t g t dt g t - ( ) ( ) = ( )
-
0 0
.

(4)
To nd the Fourier transform of a delta function, let g(t) = (t t
0
), write the FT integral,
and apply the sifting property to yield

g t t e dt e
i t i t

( ) = - ( ) =
0
0
.

(5)
Recognizing that the result is already in polar form Ae
i
, where (A, ) are amplitude
and phase, it is clear that the amplitude spectrum, A = 1, contains no information about
the time location of the spike. The phase, however,

= = t ft
0 0
2 ,

(6)
is linear, and the spike location, t
0
, is encoded in the phase slope. For this elementary
case, the spike location can be recovered exactly by

t
d
df
0
1
2
=
.

(7)
0.0 0.1 0.2 0.3 0.4
1.0
0.5
0.0
0.5
1.0
Time (s)
A
m
p
l
i
t
u
d
e
Time function
0 10 20 30 40 50 60
0.10
0.05
0.00
0.05
0.10
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Fourier real and imaginary
0 10 20 30 40 50 60
0.0
0.5
1.0
1.5
2.0
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Amplitude spectrum
0 10 20 30 40 50 60
180
90
0
90
180
Frequency (Hz)
D
e
g
r
e
e
s
Phase spectrum
a)
c)
b) d)
Figure 4. Fourier transform of a delta function not at zero time. (a) Time series formed by a single
impulse slightly away from zero time. (b) Real and imaginary parts of the Fourtier transform. (c) FT
amplitude spectrum, which is constant for all frequencies. (d) Phase spectrum, whose slope encodes
the spike-time information.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
Thus, time-localization information is found in the Fourier transform, but it is
encoded in the phase. The temptation is to say, Great, now I can fnd my spike, and
everything is done. Not so quick!
When the signal consists of two spikes (Figure 5), the phase spectrum (Figure 5d)
becomes more complicated. Careful examination of this example reveals that the phase
slope is the same as in the single-spike case, but that is because the two spikes are cen-
tered on the time of the original spike. That fact leads to the conclusion that for two
spikes of equal amplitude, the phase slope tells us the center-point time between them.
In addition, the amplitude spectrum now provides some information. Specically, it has
developed a notch (or zero value). We will see later that a relationship exists between
notch frequency and time delay between spikes.
In summary, for a signal with two spikes of equal amplitude, phase slope can iden-
tify the center time of the spikes, and the amplitude notch tells us the time between
spikes. Here, the time-frequency information resides in a combined analysis of ampli-
tude and phase spectra.
There is an interesting aside here. The Fourier transform is linear, meaning that if
we add two time signals and then do the transform, we obtain the same result as if we
had done the transforms separately and then added results in the frequency domain.
However, think about the two-spike case. Each spike as a separate time series will give
an amplitude spectrum that is at, and adding the at spectra obviously yields a at
spectrum. Nevertheless, we have seen that the amplitude spectrum of a two-spike
signal is not at but has a notch. Is there a paradox here? No. Linearity of the Fourier
0.0 0.1 0.2 0.3 0.4
1.0
0.5
0.0
0.5
1.0
Time (s)
A
m
p
l
i
t
u
d
e
Time function
0 10 20 30 40 50 60
0.2
0.1
0.0
0.1
0.2
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Fourier real and imaginary
0 10 20 30 40 50 60
0.0
0.5
1.0
1.5
2.0
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Amplitude spectrum
0 10 20 30 40 50 60
180
90
0
90
180
Frequency (Hz)
D
e
g
r
e
s
s
Phase spectrum
a) c)
b)
d)
Figure 5. Fourier transform of two spikes. (a) Time series formed by two impulses centered on the
time of the spike shown in Figure 4a. (b) Real and imaginary parts of the Fourier transform. (c) FT
amplitude spectrum with notch. (d) Discontinuous phase spectrum.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
transform applies to the real and imaginary parts of the frequency-domain representa-
tion. Once we convert to amplitude and phase, linearity is lost, i.e., summing two
time series will give a different amplitude spectrum than summing the individual
amplitude spectra.
The notch phenomenon for a time-domain spike pair is considered mathematically
in Appendix A. The spikes considered here have the same sign and amplitude, so from
equation A-9 of Appendix A, we can write

f
n
t
n
n
=
+
D
=
1 2
2
0 1 2 , , , ,...,

(8)
where f
n
is the nth notch frequency. That relationship says that from observation of the
frequency associated with, say, the rst spectral notch, f
0
, the time separation of the
spikes can be calculated from

Dt t t
f
= - =
2 1
0
1
2
.

(9)
That accomplishment is a muted victory because we do not nd the absolute spike times,
only the delay between them.
Can this approach be extended to more complicated signals? First, recognize that
the notch in Figure 5 is a hard zero only because the spike amplitudes are equal. Other-
wise, a local minimum but not an actual zero would occur in the amplitude spectrum
(see Appendix A). Perhaps this minimum location, along with phase slope, would still
let us solve the problem. But what about three spikes or spikes with opposite polarities
or differing amplitudes? What about 20 spikes? Clearly, this path of investigation is
limited. I want to make it clear that time-localization information indeed does exist in
the Fourier transform, but it is extremely hard to unravel. Going to more complicated
signals, this approach becomes unworkable.
We conclude that although the Fourier transform contains some time-localization
information, extracting it becomes unreasonable quickly, for even simple impulsive
time functions. Something better is needed, and that something is extension from the
frequency domain to the time-frequency domain.
Continuous wavelet transform
We will discuss primarily the continuous wavelet transform while recognizing that
it is only one of a broad class of transform methods that deliver a time-frequency (TF)
spectrum. The short-time Fourier transform was the basis of early work in seismic spec-
tral decomposition (Gridley and Partyka, 1997), in which broadband seismic data are
decomposed into narrow or single-frequency bands for display and interpretation, a
method particularly suited to modern 3D seismic data. The Gabor transform, similar to
the STFT, is widely available for seismic use as part of the Seismic Un*x open software
package (Cohen and Stockwell, 2010). Matched-pursuit decomposition (MPD) also has
been used in seismic applications (Chakraborty and Okaya, 1994).
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
Short-time Fourier transform (STFT)
The short-time Fourier transform is particularly useful, so let us explain how it
works. First, it might seem like a good idea to chop up the input time series into short
signals and do a Fourier transform of each one. The frequency sampling rate in a digital
Fourier transform is given by 1/(2t
max
), where t
max
is the duration of the signal. For
example, if the time series is chopped into 100-ms pieces, the frequency sample interval
will be 5 Hz. Clearly, that approach will give poor frequency resolution.
A better approach is described by Chakraborty and Okaya (1994). The input time
series is time-segmented by application of a bank of Gaussian flters,

g t g e e d
c t i
( , ) ( ) ,
( )

=
- -
-
2

(10)
where the argument list again is used to denote the domain for g, denes the center
time of the Gaussian window, and c determines the Gaussian width (c = for conven-
tional STFT). Choice of c effectively controls the time-frequency resolution of the STFT.
For a given flter, the Gaussian window preserves data values at the center and
tapers away on either side. The signal is still the same length as the original but is
nearly zero away from the current lter location. Taking the FT of this ltered signal
creates a spectrum that is associated with the central time of the window, thus forming
one row in a time-frequency space. Progressing through a series of lters generates the
complete TF space with frequency sampling given by the original signal length. A trade-
off between lter length and frequency resolution remains, but it is not as dramatic as
simply chopping up the time series.
The STFT is theoretically invertible for the case c = , with reconstruction of the
time series by summation over frequency

g t g t e d
i t
( ) ( , ) . =
-
-

(11)
Introduction to the continuous wavelet transform (CWT)
The continuous wavelet transform, using a complex Morlet-analyzing wavelet, has
a close connection to the Fourier transform and is a powerful analysis tool for decom-
posing broadband waveeld data. Since the 1980s, wavelet transforms have been applied
to a wide range of seismic problems.
The CWT is one method of investigating the time-frequency details of data whose
spectral content varies with time (nonstationary time series). Motivation for the CWT,
along with a discussion of its relationship to the Fourier and Gabor transforms, can be
found in Goupillaud et al. (1984a).
As a brief overview, we note that French geophysicist Jean Morlet worked with
nonstationary time series in the late 1970s to nd an alternative to the short-time
Fourier transform. The STFT was known to have poor localization in both time and
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
frequency, although it was a rst step beyond the standard Fourier transform in the
analysis of such data. Morlets original wavelet-transform idea was developed in collabo-
ration with theoretical physicist Alex Grossmann, whose contributions included an
exact inversion formula. A series of fundamental papers owed from this collaboration
(Grossmann and Morlet, 1984; Goupillaud et al., 1984a, 1984b). Connections soon were
recognized between Morlets wavelet transform and earlier methods. For further details,
the interested reader is referred to Daubechies account of the early history of the wave-
let transform (Daubechies, 1996).
Here we describe implementation details of the CWT as applied to waveeld mea-
surements, using reection-seismic data as a specic example. A classic paper in the
general eld of time-frequency decomposition of reection-seismic data is Chakraborty
and Okaya (1995), which discusses the short-time Fourier transform, continuous wavelet
transform, discrete wavelet transform, and matched-pursuit decomposition. However,
application to eld seismic data is limited to the matched-pursuit method.
The CWT implementation described here uses a complex Morlet analyzing wavelet.
As a time-domain Gaussian-tapered complex exponential, this particular wavelet has a
natural and compelling connection to the venerable Fourier transform. An inventory
of several other analyzing wavelets can be found in the excellent summary paper of
Torrence and Compo (1998).
Passage to the continuous wavelet transform
To move toward the wavelet transform, let us take a different view of the Fourier
transform. Think of the FT integral as crosscorrelating the input signal against a series
of single-frequency waveforms (real cosines and imaginary sines). For example, at 8 Hz,
the FT integral tells us to correlate (slide, multiply, and sum) the input signal against an
8-Hz sine/cosine wave. If the correlation yields a large number, it implies similarity
between the two, and the signal is said to have a large, 8-Hz content. Evaluation of the
Fourier integral is in effect a pattern-recognition process the more the input signal
resembles the analyzing wave-
form, the larger the pattern-indi-
cator output (Fourier coefcient).
An important aspect of the
digital FT is linear frequency
sampling. In the frequency
domain, the values are spaced
df = 1/(2t
max
) apart. Morlet et al.
(1982a, 1982b) found advantages
to frequency sampling based on
powers of 2, termed dyadic sam-
pling. This has a natural connec-
tion to octaves in music.
Figure 6a shows a time series
consisting of a single spike, and
Figure 6b shows a 2D time-fre-
quency panel. How is this panel
0
a) b)
0.2
0.4
0.6
0.8
T
i
m
e

(
s
)
0
Data
0
0.2
0.4
0.6
0.8
0 10 20 30 40 50 60 70 80
Frequency (Hz)
FT integrand (real)
Figure 6. Fourier-transform time-frequency impulse
response. (a) Time series consisting of a spike at 0.5 s.
(b) Real part of the FT integrand, the time-frequency
function g(t)e
it
.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
made? It is simply a plot of the quantity inside the FT integral (the integrand), represent-
ing the input signal multiplied by the FT kernel

g t g t e
i t
,

( ) = ( ) .

(12)
As equation 12 shows, this is a complex function of time and frequency (only the real
part is shown in the gure). Any given frequency, say, 40 Hz, is a perfect cosine wave.
The important concept here is complete isolation of frequencies in the FT kernel, a
property that will be lost in the continuous wavelet transform.
Does this plot really contain any time-frequency information? Visually, a pattern is
seen centered on the time location of the spike. However, what we would like to see on
the TF plot is a display that is zero away from the time location of the spike, not a col-
lection of innite cosines lling the space. Therefore, information about the spike loca-
tion is present but is hidden in the phase, as discussed earlier.
Nonlinear frequency sampling relates to the concept of scales. Nonlinear (or dy-
adic) sampling is described as a certain number of octaves, each containing a certain
number of voices. The octave and voice indices are used to compute nonlinear scale
values as well as an integer-scale number index. Mathematical details are given later.
This concept can be used to remap the frequency axis of the TF plot in Figure 6b
from frequency to scale number, as shown in Figure 7. There is no new information
here, but the change to dyadic
frequency sampling alters the look
of things. Because it is an inverse
relationship between scale index
and frequency, low frequency now
shows up on the right. There is a
unique relationship between scale
number and frequency for the
Fourier integrand. For example,
scale 20 equates to about 33 Hz;
an input cosine with that single
frequency would show up on a
single scale.
How do we make the passage
to the continuous wavelet trans-
form? The FT has sine- and cosine-
analyzing waveforms. The CWT
uses some other kind of waveform
as a basis for analysis. The key is
that for a CWT, the analyzing
waveform does not extend inde-
nitely but has only a short life.
Many types of wavelets have been
studied; we will concentrate on one
called a complex Morlet wavelet.
0
a)
b)
0.2
0.4
0.6
0.8
T
i
m
e

(
s
)
0
Data
0
0.2
0.4
0.6
0.8
10 20 30 40 50
FT integrand (real)
c)
0
40
80
120
F
r
e
q
u
e
n
c
y

(
H
z
)
10 20 30 40 50
Scale number
Scale-frequency plot
Figure 7. Fourier-transform time-frequency impulse
response. (a) Time series consisting of a spike at 0.5 s.
(b) Real part of the FT integrand, the time-frequency
function g(t)e
it
, now plotted with dyadic frequency
sampling. (c) Crossplot of frequency and scale number.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
Another important point with CWT is the dyadic frequency sampling. For a time
series several thousand points long, the Fourier transform contains an equal number of
frequencies, whereas dyadic sampling of the CWT typically will contain only a few
dozen scales. This sparse representation in the transform domain is possible and ade-
quate because each CWT scale contains a band of frequencies, and the bands overlap
from one scale to the next. Because the bands overlap, there is no such thing as a 20-Hz
wavelet. The term X Hz for a wavelet transform implies a band of frequencies on
either side of X.
Figure 8 will aid us in making the transition from Fourier to wavelet transforms.
Figure 8a shows a 30-Hz complex exponential (solid line = real; dashed line = imaginary)
time function. This Fourier wavelet, if we can call it that, is given by

t e
i f t
( ) =
2
0
,

(13)
where f
0
is now a parameter and t is time. Taking a Fourier transform of this input signal
(Figure 8b) results in one frequency-domain spike at 30 Hz. Figure 8c shows the same
situation with a complex Morelet wavelet that consists of the Fourier wavelet multiplied
by a Gaussian envelope,

t e e
t c i f t
( ) =
-( ) /
.
2
0
2

(14)
0.04 0.02 0.00 0.02 0.04
1.0
0.5
0.0
0.5
1.0
Time (s)
A
m
p
l
i
t
u
d
e
30-Hz Fourier wavelet
0 20 40 60 80 100 120
0.0
0.2
0.4
0.6
0.8
1.0
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Amplitude spectrum
0.04 0.02 0.00 0.02 0.04
1.0
0.5
0.0
0.5
1.0
Time (s)
A
m
p
l
i
t
u
d
e
30-Hz Morlet wavelet
0 20 40 60 80 100 120
0.0
0.2
0.4
0.6
0.8
1.0
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Amplitude spectrum
a)
b)
c)
d)
Figure 8. Fourier and Morlet wavelet comparison. (a) Time-domain Fourier wavelet consisting of a
30-Hz real cosine (solid line) and imaginary sine (dashed line). (b) Fourier amplitude spectrum
of the time series shown in part (a). Note that only one frequency (30 Hz) is present. (c) Morlet
wavelet (real and imaginary) with 30-Hz center frequency. (d) The amplitude spectrum of part (c)
shows that the Morlet wavelet consists of a Gaussian band of frequencies centered on 30 Hz.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
See the difference? The Morlet wavelet does not live forever; it has compact time
support. The only difference, as seen from equation 14, is a Gaussian damping envelope
dened by a new parameter, c. That parameter determines the width, in the time
domain, of the Gaussian damping envelope that multiplies the cosine and sine waves
inside it. If the damping factor c increases, there are more oscillations in the wavelet.
Thus, time resolution is decreased, and frequency resolution is increased. That is a vital
point to understand. When the Gaussian envelope tightens up, time resolution is
increased. That action also lowers frequency resolution because fewer wavelet oscilla-
tions can be used to determine frequencies in the signal.
Conversely, when the envelope widens, time resolution is lowered, and frequency
resolution is increased. In practice, c is a tuning parameter that lets us customize the
CWT, depending on the application.
Notice in the amplitude spectrum that when we mention a 30-Hz Morlet wavelet,
30 refers to the peak or central frequency, but the wavelet contains signicant energy at
lower and higher frequencies. Specifcally, the Morlet wavelet spectrum is Gaussian
because the Fourier transform of a Gaussian function (the Morlet time envelope) is also
Gaussian (Bracewell, 1965). That means that, say, a 31-Hz Morlet wavelet would have
signicant overlap with a 30-Hz wavelet. Thus, the dyadic sampling scheme is used
because dense linear frequency sampling is unnecessary to characterize or reconstruct
the signal.
Figure 9a shows a 33.5-Hz time signal that represents a dyadic scale index of 20.
The Fourier wavelet time-frequency plot (Figure 9b) is basically zero everywhere except
at 33.5 Hz, showing that this wavelet has perfect frequency resolution. The Morlet CWT
result for the same case (Figure 9c) shows a frequency band centered around scale index
20 (33.5 Hz). It could be argued that this is not an improvement over the FT result
because the information about frequency of the input signal is smeared across the
Morlet-wavelet Gaussian frequency response. That is true, but we are thinking ahead to
situations in which the frequency content changes with time. In that case, as we have
0
0.2
0.4
0.6
0.8
1.0
10 20 30 40 50
Scale index
Fourier (real)
0
a) b) c)
0.2
0.4
0.6
0.8
1.0
T
i
m
e

(
s
)
0
Data
0
0.2
0.4
0.6
0.8
1.0
10 20 30 40 50
Scale index
Morlet (real)
Figure 9. Comparison of Fourier and Morlet wavelets. (a) 33.5-Hz time signal. (b) Real part of
Fourier time-frequency representation with dyadic frequency sampling. (c) Real part of Morlet
wavelet transform showing band of frequencies associated with one scale.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
seen previously, the FT will
give us no time-dependent
information.
In Figure 10, we again
see an input signal com-
posed of a single spike and,
in the middle, the FT inte-
grand (real part) in dyadic
frequency sampling. As
discussed earlier, each scale
uniquely relates to a fre-
quency value, so each
column in this plot is an
innite cosine of xed
frequency. Figure 10c
shows the CWT response to
the same input. Notice that
the CWT result is localized
in time and centered on
the spike. Moving across
the image horizontally at
the spike time conrms
that it contains all frequen-
cies.
As the Morlet-wavelet
damping parameter c is
increased (Figure 11), the
time-domain Gaussian
envelope widens, thus
decreasing time localiza-
tion. In addition, by allow-
ing more oscillations to
exist in the wavelet, the
frequency resolution
thereby is increased, as
mentioned earlier.
The top graphs in
Figure 11b and 11c show
the maximum amplitude
at each scale and indicate
that the amplitudes are
constant. In the CWT
denition, there is typi-
cally a scale factor of the
0
0.2
0.4
0.6
0.8
10 20 30 40 50
Scale index
Fourier (real)
0
a) b) c)
0.2
0.4
0.6
0.8
T
i
m
e

(
s
)
0
Data
0
0.2
0.4
0.6
0.8
10 20 30 40 50
Scale index
Morlet (real)
Figure 10. Fourier and Morlet-wavelet impulse response. (a)
Input time signal that has a single impulse. (b) Real part of Fou-
rier time-frequency representation with dyadic frequency sam-
pling. (c) Real part of Morlet-wavelet transform showing time
location and spectrum of the impulse.
0
a) b) c)
0.2
0.4
0.6
0.8
T
i
m
e

(
s
)
0
Data
0
0.2
0.4
0.6
0.8
10 20 30 40 50
Scale index
CWT real (c = .004)
10 20 30 40 50
0
1
2
Maximum amplitude
0
0.2
0.4
0.6
0.8
10 20 30 40 50
Scale index
CWT real (c = .008)
10 20 30 40 50
0
1
2
Maximum amplitude
Figure 11. Impulse response of Morlet-wavelet CWT. (a) Input
data consisting of zero values and one unit-amplitude spike.
There are 250 time samples, and the time-sample interval is
dt = .004 s. (b) Real part of the CWT of the data using c = 0.004
and p = 0. This is a ve-octave, 10-voice CWT with maximum
frequency of 125 Hz (Nyquist). The scale axis is associated with
central frequency of the Morlet wavelet through Figure 14 below.
(c) Real part of the impulse response using c = .008 and p = 0.
In each case, the upper plot is maximum value at each scale
index, showing constant peak amplitude.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
form a
p
, where a is the scale value and p is a constant (see equation 15 below). Choos-
ing p = 0 will result in the at impulse response across scales, as shown. That would be
appropriate for some kinds of spectral decomposition in which the goal is to visualize
all frequency components equally.
Clearly, however, this choice of p does not conserve energy or power between the
input and TF response, i.e., the energy (in a squared-amplitude sense) in the TF plane is
much greater than the energy in the spike. Reconstructing the signal with this choice of
p-value would introduce much more low-frequency energy than existed in the original.
Energy (and reconstruction) can be conserved in this sense by choosing p = , as is
done in quantitative applications such as singularity analysis. A full discussion of CWT
normalization can be found in Torrence and Compo (1998).
A more complex case, in Figure 12, shows an input signal that begins at 10 Hz
and ends 1 s later at 60 Hz with a short taper on each end. This is a linear sweep signal
such as is used in vibroseis (although in that case, the signal would be more like 10 s
long). A Fourier transform would show only that the signal has energy between 10
and 60 Hz (scales 35 and 10). The Fourier spectrum would show nothing about how
those frequencies are distributed over time, meaning that there is no time-localization
information. The CWT result clearly shows the change of frequency content over
time. By adjusting the damping parameter c, we can ne-tune this plot, as shown in
Figure 12c.
CWT normalization and reconstruction
For readers who are less interested in mathematics, this section can be skipped. For
others, let us give a bit of detail. The continuous wavelet transform can be dened in a
0
0.2
0.4
0.6
0.8
10 20 30 40 50
Scale index
CWT (c = .004)
0
a) b) c)
0.2
0.4
0.6
0.8
T
i
m
e

(
s
)
0
Data
0
0.2
0.4
0.6
0.8
10 20 30 40 50
Scale index
CWT (c = .012)
Figure 12. CWT Morlet comparison for a linear sweep. (a) Input 1-s time signal with linear fre-
quency change from 10 to 60 Hz (scale index 35 to 10). (b) Amplitude spectrum of Morlet wavelet
(c = .004). This spectrum contains both time and frequency resolution. The TF signal is linear but
appears to be nonlinear because of dyadic sampling on the scale axis. (c) A damping value of
c = .012 gives better TF resolution.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
variety of ways that differ with respect to normalization constants and conjugation. We
dene the transform as

g a b a g t
t b
a
dt
p
, , ( ) = ( )
-

(15)
where (t) is the analyzing wavelet, b is a timelike translation variable, a is a dimension-
less frequency-scale variable, and p is a real normalization parameter. As with the FT,
the argument indicates the physical domain, g(t), or the transform domain, g(a,b). This
convention is used routinely in geophysics when multidimensional transforms often are
encountered (Claerbout, 1985; Liner, 2004).
For reconstruction of the original time series, the inverse CWT is given in principle
by the double integral

g t g a b
t b
a
da db ( ) = ( )
-

, ,

(16)
where the inverse analyzing wavelet need not be the same as the forward transform
wavelet. As discussed by Torrence and Compo (1998), if the inverse wavelet is chosen
to be a delta function, the b integral can be done analytically via the sifting property
of the delta function. The inverse then is simplied to the real part of the summation
over scales

g t Re g a t da ( ) = ( )
, .

(17)
Complex Morlet wavelet
As discussed earlier, the Fourier-transform kernel is given by

K e
FT
i ft
=
2
,

(18)
where i = -1 and f is frequency in Hertz. The kernel in a continuous wavelet transform
is simply the analyzing wavelet,

K t
CWT
= ( ) .

(19)
For wavelike data, a good choice for the analyzing wavelet is the complex Morlet
wavelet

t e e
t c i f t
( ) =
-( ) /
2
0
2
,

(20)
where t is time, f
0
is a frequency parameter, and c is a damping parameter with units of
time. This equation describes a time-domain function that is the product of a Gaussian
and a complex exponential whose center frequency is f
0
.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
The frequency-domain representation of the complex Morlet wavelet is

f e f f
cf
( ) = - ( )
-( )
2
0 *
,

(21)
where normalization factors have been omitted and * denotes convolution. This is again
a Gaussian function, now centered in the frequency domain on f
0
.
Any of several choices can be made with respect to wavelet normalization. Our
denition, equation 20 along with p = 0 in equation 15, normalizes the time-domain
peak amplitude.
Comparing the leading terms in equations 20 and 21, we see a duality that ex-
presses the characteristic CWT resolution trade-off. The damping parameter, c, con-
trols the rate at which the time-domain wavelet and frequency-domain spectrum are
driven toward zero away from their respective peaks. As time localization increases
(small c), frequency localization decreases, and vice versa. The complex Morlet wavelet
has been written in this particular form and notation to emphasize the central role of
the damping factor. The value of this parameter has a rst-order inuence on any CWT
result. In the limit as c , e.g., the Morlet wavelet dened here becomes equal to the
Fourier kernel (e.g., no time localization).
Figure 13 illustrates the time-frequency resolution properties of the complex Morlet
wavelet. In this example, a 60-Hz Morlet wavelet (Figure 13a) is shown with the real
0.04 0.02 0.00 0.02 0.04
1.0
0.5
0.0
0.5
1.0
a)
c)
d)
b)
Time (s)
A
m
p
l
i
t
u
d
e
0 20 40 60 80 100 120
0.2
0.4
0.6
0.8
1.0
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Fourier spectrum
0.04 0.02 0.00 0.02 0.04
1.0
0.5
0.0
0.5
1.0
Time (s)
A
m
p
l
i
t
u
d
e
0 20 40 60 80 100 120
0.0
0.2
0.4
0.6
0.8
1.0
Frequency (Hz)
A
m
p
l
i
t
u
d
e
Fourier spectrum
Figure 13. Complex Morlet wavelet in the time and frequency domains. (a) 60-Hz Morlet wavelet
showing real (solid line) and imaginary (dashed line) parts. The damping parameter is c =
1
120
.
(b) Fourier amplitude spectrum of the 60-Hz Morlet wavelet showing characteristic Gaussian
shape. (c) A 30-Hz Morlet wavelet (c =
1
60
) has longer time duration but the same number of
oscillations. (d) The amplitude spectrum of the 30-Hz wavelet is narrower because the time-
domain function is wider.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
part as a solid line and the imaginary part as a dashed line. The damping parameter is
c =
1
120
, resulting in a Gaussian-tapered amplitude spectrum (Figure 13b). Lowering
the center frequency to 30 Hz and using c =
1
60
gives a wider time-domain wavelet
(Figure 13c) and a narrower frequency spectrum (Figure 13d). Those results are not
dependent on the absolute size of the frequencies being considered; similar plots could
be constructed for 60 and 30 MHz.
Note the relationship of the damping parameter in Figure 13 to center frequency of
the wavelet c = 1/(2f
0
). Using this value will preserve a wavelet time span equal to twice
the wavelet period.
When used to compute the CWT, the argument of the analyzing wavelet (equa-
tion 20) is translated and scaled,
t b
a
-
. The effect of scaling is twofold. In the real

exponential, the scale value multiplies the damping parameter, effectively broadening
the time-domain extent of the wavelet. In the complex exponential, the scale divides
the frequency, lowering it precisely enough to maintain the number of time-domain
oscillations.
Scales and frequencies
The continuous wavelet transform represented by equation 15 is related to convolu-
tion, as evidenced by the appearance of (t b) in the integral. Thus, the CWT can be
written as

g a t g t t a ,
*
/ , ( ) = ( ) ( )

(22)
showing that the CWT can be implemented as a series of complex-valued time-domain
convolutions. Each convolution involves the input data and a version of the analyzing
wavelet modied by the scaling variable. Strictly speaking, the CWT is an inner prod-
uct, or the zero lag of a complex-valued correlation, which can be expressed as a con-
volution under certain symmetry conditions. The CWT as a crosscorrelation is under-
standable because we are matching similarities between the signal and the analyzing
wavelet.
From a computational point of view, complex time-domain convolutions are
highly inefcient. The mathematical form of equation 22 suggests implementation in
the Fourier domain, where the convolution will become multiplication. Recalling the
Fourier-transform scaling property for a general time function g(t), i.e.,

FT g t a ag af / , ( ) { }
= ( )

(23)
equation 22 can be written in the Fourier domain as the compact and efcient result

g a t FT ag f af , . ( ) = ( ) ( ) { }
-1

(24)
A fundamental contribution of Morlets early work (Morlet et al., 1982a) was
recognition that the natural sampling of this scale variable is dyadic (i.e., logarithmic,
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
base 2). If the wavelet is dilated by a factor of 2, this means that the frequency content
has been shifted by one octave. The analogy with music and singing is clear and is
perpetuated by dening the scale range in terms of octaves and voices. The number of
octaves determines the span of frequencies being analyzed, whereas the number of
voices per octave determines the number of samples (scales) across the span.
Specically, let the number of octaves in a CWT be N
O
and the number of voices
per octave be N
V
. The octave and voice indices progress as

i
O O
1 , , , , = - 0 2 1 N

(25)

i N
V V
. = - , , , , 0 1 2 1

(26)
The scale value for a given octave i
O
and voice i
V
is given by

a
i i N
=
+ ( )
2
O V V
/
,

(27)
and it follows that the smallest scale value is 1 and the largest is

a
N
= 2 .
O V
1/ N - ( )

(28)
The scales are referenced to an index that progresses as

i N N
a
= 1 2 , , ,
O V
,

(29)
and that index can be calculated with the scales themselves, before any convolutions
are performed, by the double loop

ia = 1
for io = 0, No 1 {
for iv = 0, Nv 1{

-
-
a(ia) = 2^(io+iv/Nv)
ia = ia + 1
}
}}.

The appropriate range of octaves and scales depends on the spectral content of the
data and the highest requested frequency in the CWT. Here, the highest CWT fre-
quency always will be taken as Nyquist frequency. That is a safe choice, but it has some
minor inefciency because data usually are sampled in such a way that Nyquist is well
above the highest frequency expected in the signal.
We now have the components necessary to relate scales and frequencies. Consider
a CWT consisting of ve octaves and 10 voices per octave. Figure 14a shows a plot of
scale index versus scale value for this case. The scale values range from 1 (i
a
= 1) to
29.86 (i
a
= 50). To associate a frequency with each scale, it is necessary to specify the
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
maximum frequency in the CWT transform, which is also the initial frequency of the
analyzing wavelet. Lower frequencies are generated when the initial frequency is
divided by successive scale factors.
Using a typical seismic example of dt = .004 s, the Nyquist frequency is 125 Hz, and
the scale values map into frequencies, as shown in Figure 14b. This also can be seen
(inverted) in Figure 7b. This scale-frequency relationship will be retained in the exam-
ples that follow. It always must be remembered that a CWT scale does not correspond to
a single Fourier frequency but rather to a Gaussian spectrum peaked at the Morlet cen-
tral frequency.
By choosing ve octaves descending from a Nyquist frequency of 125 Hz, the low-
est frequency in the CWT is 125/29.86 = 4.2 Hz. Typical acquisition procedures for
petroleum seismic data do not preserve frequencies below 5 Hz, so we conclude that a
ve-octave transform should span the spectral content of such data adequately.
One last implementation detail is specication of the damping parameter, c, dis-
cussed earlier in relation to the Morlet wavelet denition (equation 20). A version of the
CWT described here is available as succwt (source code succwt.c) in the Seismic Un*x
processing system (Cohen and Stockwell, 2010).
A sense of the broad range of seismic topics amenable to wavelet-transform analysis
can be gained from Table 1, which shows published applications along with authors
names and years. Only the rst occurrence of any particular application is reported.
Any such compilation is necessarily limited. Signicant workers in the eld might
not be represented if they worked in fundamental rather than applied areas of the subject.
In addition, keyword searches are fallible a search for wavelet transform might not catch
a title containing wavelet-packet transform. Nevertheless, Table 1 represents the range and
progress of wavelet-transform applications to reection-seismology data fairly well.
Examples
Figure 15 illustrates the kind of result CWT produces from reection-seismic data.
The data (Figure 15a) consist of a marine 2D seismic section from offshore Thailand with
200 migrated traces. Each trace is 2 s long with a time-sample interval of dt = .004 s. The
0 10 20 30 40 50
0
5
10
15
20
25
30
a) b)
Scale index
S
c
a
l
e

v
a
l
u
e
Scale values
0 10 20 30 40 50
0
20
40
60
80
100
120
Scale index
C
e
n
t
r
a
l

f
r
e
q
u
e
n
c
y

(
H
z
)
Frequency values
Figure 14. Relationship between scale and frequency values. (a) Plot of scale index versus
scale value for a ve-octave, 10-voice continuous wavelet transform. (b) By assuming that the
highest frequency in the transform is Nyquist (125 Hz in this case), each scale can be associated
with a particular frequency.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
Table 1. Some published applications of the wavelet transform to petroleum seismic data.
1

Citations are listed in the references section of this book.
Application Author(s) and year
Downward continuation LeBras et al., 1992
Shear-wave discrimination Niitsuma et al., 1993
Seismic data processing Miao and Moon, 1994
Waveeld extrapolation Dessing and Wapenaar, 1994
Wave-equation inversion Yang and Qian, 1994
Data compression Reiter and Heller, 1994
Trace interpolation Wang and Li, 1994
Phase quality control Asrane et al., 1995
Migration Dessing and Wapenaar, 1995
Tomography Li and Ulrych, 1995
Sonic-velocity characterization Li and Haury, 1995
Compressed migration Wang and Pann, 1996
Hilbert attribute analysis Li and Ulrych, 1996
Singularity analysis Cao, 1996
Signal-to-noise ratio and resolution Li et al., 1996
Deconvolution Marenco and Madisetti, 1996
Edge detection Dessing et al., 1996
Velocity ltering Deighan and Watts, 1997
Reection tomography Carrion, 1997
Borehole data upscaling Verhelst and Berkout, 1997
Spectral decomposition Gridley and Partyka, 1997
Amplitude variation with offset Wapenaar, 1998
Reector characterization Goudswaard and Wapenaar, 1998
3D seismic sequence analysis Yin et al., 1998
Thin-bed analysis Zhu and Li, 1999
Complex media characterization Pivot et al., 1999
Direct hydrocarbon detection Sun et al., 2002
Reservoir characterization Osrio et al., 2003
Time-frequency attribute Sinha et al., 2003
SPICE attribute Smythe et al., 2004
Group velocity imaging Liner et al., 2009
1
Information in this table is derived from the Digital Cumulative Index maintained by the Society
of Exploration Geophysicists (SEG), which includes publications of SEG, the Canadian Society of
Exploration Geophysicists, the Australian Society of Exploration Geophysicists, and the European
Association of Geoscientists and Engineers, http//library.seg.org/journals/doc/SEGLIB-home/dci/
searchDCI.jsp.
Table 1. Some published applications of the wavelet transform to petroleum seismic data.
1

Citations are listed in the references section of this book.
Application Author(s) and year
Downward continuation LeBras et al., 1992
Shear-wave discrimination Niitsuma et al., 1993
Seismic data processing Miao and Moon, 1994
Waveeld extrapolation Dessing and Wapenaar, 1994
Wave-equation inversion Yang and Qian, 1994
Data compression Reiter and Heller, 1994
Trace interpolation Wang and Li, 1994
Phase quality control Asrane et al., 1995
Migration Dessing and Wapenaar, 1995
Tomography Li and Ulrych, 1995
Sonic-velocity characterization Li and Haury, 1995
Compressed migration Wang and Pann, 1996
Hilbert attribute analysis Li and Ulrych, 1996
Singularity analysis Cao, 1996
Signal-to-noise ratio and resolution Li et al., 1996
Deconvolution Marenco and Madisetti, 1996
Edge detection Dessing et al., 1996
Velocity ltering Deighan and Watts, 1997
Reection tomography Carrion, 1997
Borehole data upscaling Verhelst and Berkout, 1997
Spectral decomposition Gridley and Partyka, 1997
Amplitude variation with offset Wapenaar, 1998
Reector characterization Goudswaard and Wapenaar, 1998
3D seismic sequence analysis Yin et al., 1998
Thin-bed analysis Zhu and Li, 1999
Complex media characterization Pivot et al., 1999
Direct hydrocarbon detection Sun et al., 2002
Reservoir characterization Osrio et al., 2003
Time-frequency attribute Sinha et al., 2003
SPICE attribute Smythe et al., 2004
Group velocity imaging Liner et al., 2009
1
Information in this table is derived from the Digital Cumulative Index maintained by the Society
of Exploration Geophysicists (SEG), which includes publications of SEG, the Canadian Society of
Exploration Geophysicists, the Australian Society of Exploration Geophysicists, and the European
Association of Geoscientists and Engineers, http//library.seg.org/journals/doc/SEGLIB-home/dci/
searchDCI.jsp.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
seaoor is clearly visible, along with subsurface geologic features including faults and
stratigraphic terminations. A ve-octave, 10-voice CWT is computed from the center
trace, and the amplitude spectrum is displayed for c = .004 (Figure 15b) and c = .012 (Fig-
ure 15c). The scale axis corresponds to central frequency in accordance with Figure 14.
As discussed earlier, Nyquist has been chosen as the highest frequency in the trans-
form. Note the decay in amplitude beyond scale 45, indicating that our choice of ve
octaves does indeed span the low-frequency content of the data. One immediate obser-
vation is the loss of bandwidth experienced by seismic waves that have traveled farther
through the earth. The seaoor reection has signicant energy from scales 45 to 8 (8
to 75 Hz), and the deepest reectors are limited to scales 45 to 15 (8 to 50 Hz) because of
loss of high frequencies by scattering and attenuation processes (Liner, 2004). It follows
that the CWT is perhaps a natural tool for estimating subsurface attenuation.
Although loss of bandwidth can be seen, the appearance of this CWT result is inu-
enced strongly by the choice of damping parameter. With a value of c = 0.004, the CWT
has maximum time localization but poor frequency resolution. Computing the CWT with
c = .012 allows bandwidth changes to be observed more easily, along with spectral notches
which develop by interference as more oscillations are allowed in the analyzing wavelet.
By computing a CWT such as the one shown in Figure 15 for every trace in a 3D
migrated seismic volume, a 4D volume of data would be generated whose coordinates
are time, x-bin, y-bin, and scale. From that, a series of seismic 3D volumes could be
extracted, each corresponding to a unique center frequency. That is the concept of the
spectral-decomposition seismic attribute (Gridley and Partyka, 1997), although other
methods isolate individual frequencies better than the CWT does (Puryear and Cas-
tagna, 2008). In petroleum seismology, attributes are data types computed from primary
0.5
a) b) c)
1.0
1.5
2.0
2.5
T
i
m
e

(
s
)
200 150 100 50
Trace
Migration data
0.5
1.0
1.5
2.0
2.5
10 20 30 40 50 10 20 30 40 50
Scale index
Trace 100 CWT
0.5
1.0
1.5
2.0
2.5
Scale index
Trace 100 CWT
Figure 15. Continuous wavelet transform of seismic data. (a) Migrated 2D seismic section.
(b) CWT amplitude spectrum of center trace (c = 0.004). (c) CWT amplitude spectrum of center
trace (c = 0.012).
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
amplitude data to visually enhance
or isolate features of interest.
Figure 16 shows an example of
CWT spectral decomposition. The
broadband data (Figure 16a) consist
of a small subset of the offshore
Thailand data. This section begins
just below the seaoor. From Fourier
analysis, we nd that the frequency
content is 8 to 72 Hz, with a domi-
nant frequency of 40 Hz. Scale 15 of
the CWT spectrum in Figure 15
represents a narrow-band, 50-Hz
version of one input trace. Repeating
this for all input traces, a narrow-
band expression of the seismic line
can be generated, as shown in Figure
16b. Note that two intervals between
1.5 and 2.0 s show anomalous behav-
ior in the 50-Hz result. The value of
spectral decomposition is that when
calibrated to well control, such anom-
alies might provide information
about hydrocarbon reservoirs.
One of the great strengths of
the CWT is the vast body of theoreti-
cal work associated with it. It is more
than just another time-frequency
spectrum. Our second application
example, the SPICE attribute (spectral imaging of correlative events), draws on this
theoretical work by computing and displaying the slope of amplitude versus scale
(Smythe et al., 2004; Li and Liner, 2008). This gives an estimate of a quantity called the
Hlder exponent, which represents a way of classifying kinds of discontinuities in digi-
tal data, such as spikes, steps, and various kinds of ramps. In the seismic application,
those discontinuities occur in the acoustic-impedance earth model and are passed
through to the reection-coefcient series and ultimately to the band-limited seismic
trace itself (Smythe et al., 2004).
To a skilled seismic interpreter, the data in Figure 16a tell a story of faulting,
unconformities, and stratigraphy. In the mind of such an interpreter, a subsurface
model would evolve through long and detailed analysis of the seismic image. The
SPICE attribute (Figure 16c) represents an automated step toward that subsurface
model. Whereas the seismic image is a composite of many interfering thin-bed
refection events and amplitude oscillations, the SPICE result is a layered subsurface
model showing stratigraphic relationships that are difcult to infer from seismic-
amplitude data.
1.5
b)
c)
a)
2.0
T
i
m
e

(
s
)
Distance (km)
Broadband migrated data
Narrow-band data (50 Hz)
SPICE attribute
5 6 7 8 9
1.5
2.0
T
i
m
e

(
s
)
1.5
2.0
T
i
m
e

(
s
)
Figure 16. Spectral decomposition and SPICE. (a)
Migrated 2D seismic section. (b) Narrow-band data
with center frequency of 50 Hz showing anomalous
zones (dark areas). (c) SPICE-attribute section com-
puted from migrated seismic data shows subsurface
layering better than a conventional seismic section.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/
As a nal note, consider the progress of wavelet transform and spectral- decom-
position methods as evidenced by SEG Technical Program Expanded Abstracts and
Geophysics papers on those subjects (Figure 17). A group of early adoption papers is
seen peaking in 1996, followed later by a broader, accelerating body of work represent-
ing growing familiarity with the nature and power of time-frequency transforms.
In summary, the continuous wavelet transform using a complex Morlet analyzing
wavelet has a close connection to the Fourier transform and is a powerful analysis tool
for decomposing broadband waveeld data. Care must be taken in choosing the range
of octaves in the transform, and particular attention must be paid to the Gaussian
damping parameter.
Applied to reection-seismic data, the CWT can form the basis of spectral decom-
position (Gridley and Partyka, 1997) or more exotic attributes such as SPICE (Li and
Liner, 2008). A wide range of seismic-wavelet applications has been reported since the
early 1980s, and there is a trend related to development of advanced interpretation
tools. The rate of innovation likely will quicken as wavelet methods move into more
general use.
0
5
10
15
20
25
30
35
40
1
9
9
2
1
9
9
3
1
9
9
4
1
9
9
5
1
9
9
6
1
9
9
7
1
9
9
8
1
9
9
9
2
0
0
0
2
0
0
1
2
0
0
2
2
0
0
3
2
0
0
4
2
0
0
5
2
0
0
6
2
0
0
7
2
0
0
8
2
0
0
9
2
0
1
0
S
E
G

p
a
p
e
r

c
o
u
n
t

Year
WT SD
Figure 17. Number of papers on spectral decomposition (SD) and wavelet transform (WT) pub-
lished in SEG Technical Program Expanded Abstracts and GEOPHYSICS from 1992 through 2010.
D
o
w
n
l
o
a
d
e
d

1
2
/
0
6
/
1
2

t
o

1
9
2
.
1
5
9
.
1
0
6
.
2
0
0
.

R
e
d
i
s
t
r
i
b
u
t
i
o
n

s
u
b
j
e
c
t

t
o

S
E
G

l
i
c
e
n
s
e

o
r

c
o
p
y
r
i
g
h
t
;

s
e
e

T
e
r
m
s

o
f

U
s
e

a
t

h
t
t
p
:
/
/
l
i
b
r
a
r
y
.
s
e
g
.
o
r
g
/

Chapter 1 Time and Frequency

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Chapter 1 Time and Frequency

Uploaded by

Copyright:

Available Formats

Chapter 1 Time and Frequency

. The effect of scaling is twofold. In the real

You might also like