Object Reference : Object View and Procedure Reference : Series
  
 
wavedecomp
Compute the wavelet transform of the series.
Syntax
Series View: series_name.wavelet(options)
Options
 
transform=arg (default=“dwt”)
Wavelet transform type: “dwt” (discrete wavelet transform – DWT), “modwt” (maximum overlap DWT – MODWT), “mra” (DWT multiresolution analysis – DWT MRA), or “momra” (MODWT MRA).
Note that when performing DWT or MRA, if the series length is not dyadic, a dyadic fix may be set with the “fixlen=” option
fixlen=arg (default=“mean”)
Fix dyadic lengths in DWT and MRA transforms: “zeros” (pad remainder with zeros), “mean” (pad remainder with mean of series), “median” (pad remainder with median of series), “shorten” (cut series length to dyadic length preceding series length).
maxscale=integer (default = max possible)
Maximum scale for wavelet transform.
The max possible is obtained as follows. Let denote the series length and decompose into its dyadic component and a remainder: , . The default maxscale is then set with the following rules:
DWT: (1) if then , otherwise (2) if expanding the series, and (3) if contracting the series .
MODWT: .
filter=arg (default=“h”)
Wavelet filter class: “h” (Haar), “d” (Daubechies), “la” (least asymmetric).
If “filter=h” or “filter=la”, the filter length may be specified using “flen=”.
Wavelet filter boundary conditions are specified using the “bound=” option
flen=integer
Wavelet filter excess length as an even number between 2 and 20.
For use when “filter=d” (default= 4) or “filter=la” (default=8).
bound=arg (default = “p”)
Filter boundary handling: “p” (periodic), “r” (reflective).
hidebound
Wavelet filter coefficients affected by the boundary will not be highlighted in the output graphs.
prompt
Force the dialog to appear from within a program.
p
Print results.
Examples
dgp.wavelet(maxscale=7)
The line above will perform the discrete wavelet transform of the series DGP using a Haar wavelet filter and up to the seventh wavelet scale.
dgp.wavelet(transform=modwt, maxscale=3, lter=D)
The line above will perform the maximum overlap discrete wavelet transform using a Daubechies wavelet filter of length 4 and up to the third wavelet scale.
dgp.wavelet(transform=mra, maxscale=4, lter=la, en=10, xlen=zeros)
The line above will perform a DWT multi-resolution analysis of the series DGP using a least asymmetric wavelet filter of length 10 and up to the fourth wavelet scale. It will also fix the non-dyadic length of the series by padding with zeros.
dgp.wavelet(transform=momra, maxscale=4, filter=d, flen=12, hidebound)
The line above will perform a MODWT multi-resolution analysis using a Daubechies wavelet filter of length 12 and up to the fourth wavelet scale. It will also turn off highlighting of wavelet coefficients on the boundary.
Cross-references
See “Wavelet Analysis” and “Wavelet Transforms” for discussion. See also “Wavelet Objects”.
See also Series::waveanova, Series::waveoutlier, Series::wavethresh, and Series::makewavelets.