Description Usage Arguments Value References See Also Examples
Given j, n, t are the decomposition level, oscillation index, and time index, respectively, the MODWPT is given by
W(j,n,t)=sum(u(n,l) * W(j-1, floor(n/2), t - 2^(j-1) * l mod N))
The variable L is the length of the filters defined by
u(n,l)=g(l) / sqrt(2) if n mod 4=0 or 3; u(n,l)=h(l) / sqrt(2) if n mod 4=1 or 2; for l=0, ..., L-1
where g and h are the scaling filter and wavelet filter, respectively. 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.
reconstruct
, wavMRD
, wavMODWT
, wavDWT
, wavDWPT
, wavDaubechies
, wavShift
, wavZeroPhase
.
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