WaveletFilter: WaveletFilter

In Mthrun/TSAT: Time Series Analysis Tools (TSAT)

WaveletFilter

Description

The wavelet filter decomposes a signal in its redundant wavelet decomposition with a wavelet of choice wavelets. The wavelet levels can be filtered all together or individually. The filter can be computed with hard and soft thresholding or with zeroing. The wavelet decomposition is then reconstructed. Frequency bands are controlled by the number of decomposition levels. There more levels are computed, the more fine granular the choices can be.

Usage

WaveletFilter(Data, Filter="haar", NumLevels=2, Boundary="periodic",
Fast=T, PlotIt=F, Threshold="zero", Lambda=0.05, FilterLevels="all")

Arguments

Data	Signal filtered with wavelets
Filter	Character containing name of wavelet
NumLevels	Integer determining the number of wavelet levels to create.
Boundary	A character string indicating which boundary method to use. boundary = "periodic" and boundary = "reflection" are the only supported methods at this time.
Fast	A logical flag which, if true, indicates that the pyramid algorithm is computed with an internal C function. Otherwise, only R code is used in all computations.
PlotIt	Boolean flag. If TRUE then plots will be generated. Default=F.
Threshold	Character with filtering strategy. Default: Threshold="zero". Threshold="zero": sets complete level to zero. Threshold="hard": performs hard thresholding. Threshold="soft": performs soft thresholding.
Lambda	Numeric value. If filtering uses hard or soft thresholding, Lambda indicates the p-th percentile which is used as threshold. Every value in level below this is zero (both for hard and soft thresholding). Values greater or equal are treated accordingly to soft/hard thresholding.
FilterLevels	Generic: FilterLevels="all" character: chooses all wavelet levels for filtering FilterLevels[1:n] numeric vector: chooses all wavelet levels which are given in vector.

Value

FilteredData[1:n] Signal filtered with wavelets

Author(s)

Q. Stier

References

https://cran.r-project.org/web/packages/wavelets/index.html

Examples

load("TempMelbourneAustralia")
Data = TempMelbourneAustralia$Temp
WaveletFilter(Data, Filter="haar", NumLevels=2, Boundary="periodic", Fast=T,
PlotIt=F, Threshold="zero", Lambda=0.05, FilterLevels="all")

Mthrun/TSAT documentation built on Feb. 5, 2024, 11:15 p.m.