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We present the wavelet depth-frequency analysis and variable-scale frequency cycle analysis methods to study sedimentary cycles. The spectrum analysis, variable-scale frequency cycle analysis, and wavelet depth-frequency analysis methods are mainly discussed to distinguish sedimentary cycles of different levels. The spectrum analysis method established the relationship between the spectrum characteristics and the thickness and number of sedimentary cycles. Both the variable-scale frequency cycle analysis and the wavelet depth-frequency analysis are based on the wavelet transform. The variable-scale frequency cycle analysis is used to obtain the relationship between the periodic changes of frequency in different scales and sedimentary cycles, and the wavelet depth-frequency analysis is used to obtain the relationship between migration changes of frequency energy clusters and sedimentary cycles. We designed a software system to process actual logging data from the Changqing Oilfieid to analyze the sedimentary cycles, which verified the effectiveness of the three methods, and good results were obtained.