Description Usage Arguments Value References See Also Examples
Given j, n, t are the decomposition level, oscillation index, and time index, respectively, the DWPT is given by
W(j,n,t)=sum(u(n,l) * W(j-1, floor(n/2), 2t+1-l mod N(j-1))),
The variables g and h represent the scaling filter and wavelet filter, respectively. Each filter is of length L. By definition, W(0,0,t)=X(t) where X is the original time series.
1 2 3 |
x |
a vector containing a uniformly-sampled real-valued time series. |
documentation |
a character string used to describe the input
|
n.levels |
the number of decomposition levels.
Default: |
position |
a |
title.data |
a character string representing the name of the input
|
units |
a string denoting the units of the time series. Default: |
wavelet |
a character string denoting the filter type.
See |
an object of class wavTransform
.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
wavBestBasis
, wavPacketBasis
, reconstruct
, wavDWT
, wavMODWT
, wavMODWPT
, wavDaubechies
, wavMaxLevel
.
1 2 3 4 5 6 7 8 9 10 |
Min 1Q Median 3Q Max Mean SD Var MAD
w0.0 0.000 15.700 42.000 74.925 253.800 51.266 43.449 1887.813 42.106
w1.0 -2.342 22.751 59.355 104.170 326.385 72.501 60.413 3649.694 58.309
w1.1 -51.099 -5.050 0.055 6.050 49.394 0.371 11.275 127.134 8.226
w2.0 -2.843 30.052 86.343 145.268 449.727 102.532 84.003 7056.458 84.693
w2.1 -61.447 -7.320 -0.098 7.222 95.369 0.392 15.747 247.961 10.751
w2.2 -58.954 -6.230 -0.043 6.163 49.204 0.105 12.084 146.013 9.202
w2.3 -44.875 -5.124 0.677 6.081 36.283 0.525 10.413 108.424 8.310
w3.0 -3.449 42.995 125.793 204.120 593.154 144.897 117.296 13758.459 122.805
w3.1 -83.653 -7.330 0.401 10.151 66.374 0.917 19.647 385.985 12.825
w3.2 -69.078 -7.930 0.014 7.366 100.829 -0.662 16.369 267.929 11.377
w3.3 -48.879 -7.007 0.430 7.121 82.030 0.583 15.114 228.427 10.850
w3.4 -34.798 -6.909 0.099 6.285 47.774 0.064 12.526 156.905 10.026
w3.5 -36.626 -6.955 -0.154 6.259 43.727 -0.108 11.438 130.817 9.675
w3.6 -43.461 -5.247 0.583 7.103 45.456 0.618 10.335 106.807 9.244
w3.7 -41.636 -4.704 0.946 6.030 35.020 0.752 10.498 110.213 7.928
Energy %
w0.0 25.013
w1.0 24.661
w1.1 0.352
w2.0 24.317
w2.1 0.343
w2.2 0.202
w2.3 0.150
w3.0 24.004
w3.1 0.267
w3.2 0.185
w3.3 0.158
w3.4 0.108
w3.5 0.090
w3.6 0.074
w3.7 0.076
Energy Distribution:
1st 1% 2% 3% 4% 5% 10% 15%
Energy % 0.691 24.842 36.877 45.361 52.066 57.630 75.971 85.919
|coeffs| 593.154 258.691 210.684 183.587 164.700 153.308 108.618 82.500
#coeffs 1.000 113.000 226.000 339.000 452.000 564.000 1128.000 1692.000
20% 25%
Energy % 91.745 95.158
|coeffs| 62.960 48.000
#coeffs 2256.000 2819.000
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