Description Usage Arguments Details Value References See Also Examples
If Daubechies symmlet or coiflet filters are used in forming a DWT or MODWT (ala wavDWT
or wavMODWT
, respectively), then
the transform coefficients can be circularly rotated so that they are
approximately aligned (in time) with events of the original time series.
An appropriate shift of the coefficients (generated by approximate linear phase filter operations)
is approximately equivalent to using zero phase filters in the wavelet transform.
1 | wavShift(x)
|
x |
an object of class |
Only relevant for transforms calculated using Daubechies coiflet and symmlet filters. A second
application of wavShift
to the same input object
will result in the original input object, i.e. without any imposed shift in the transform
coefficients.
an object of the same class as the input with the transform coefficients adjusted to approximate zero phase filtering operations.
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
I. Daubechies, Orthonormal Bases of Compactly Supported Wavelets, Communications on Pure and, Applied Mathematics, 41, 909–96.
wavZeroPhase
, wavDWT
, wavMODWT
.
1 2 3 4 5 | ## plot the zero phase shifted MODWT of a linear
## chirp sequence
linchirp <- make.signal("linchirp", n=1024)
plot(wavShift(wavMODWT(linchirp, wavelet="s8",
n.levels=4, keep.series=TRUE)))
|
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