  We propose the timescale-resolved spectroscopy (TRS) as a new method to
combine the timing and spectral study. TRS is based on the time domain power
spectrum and reflects the variable amplitudes of spectral components on
different timescales. We produce the TRS with the RXTE PCA data for Cyg X-1 and
studied the spectral parameters (the power law photon index and the equivalent
width of the iron fluorescent line) as a function of timescale. The results of
TRS and frequency-resolved spectra (FRS) have been compared, and similarities
have been found for the two methods with the identical motivations. We also
discover the correspondences between the evolution of photon index with
timescale and the evolution of the equivalent width with timescale. The
observations can be divided into three types according to the correspondences
and different type is connected with different spectral state.
