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Long-term observational data have information on the magnetic cycles ofactive stars and that of the Sun. The changes in the activity of our centralstar have basic effects on Earth, like variations in the global climate.Therefore understanding the nature of these variations is extremely important.The observed variations related to magnetic activity cannot be treated asstationary periodic variations, therefore methods like Fourier transform ordifferent versions of periodogramms give only partial information on the natureof the light variability. We demonstrate that time-frequency distributionsprovide useful tools for analyzing the observations of active stars. With testdata we demonstrate that the observational noise has practically no effect onthe determination in the the long-term changes of time-series observations ofactive stars. The rotational signal may modify the determined cycles, thereforeit is advisable to remove it from the data. Wavelets are less powerful inrecovering complex long-term changes than other distributions which arediscussed. Applying our technique to the sunspot data we find a complicated,multi-scale evolution in the solar activity.

Multiple and changing cycles of active stars I. Methods of analysis and application to the solar cycles