Expand description
Wavelet multiresolution analysis: the MODWT MRA, with modes from the smooth (lowest) to the first detail (highest). Sources and choices are in docs/wavelets.md.
Structs§
- Modwt
Mra - MODWT multiresolution analysis (Percival and Walden 2000): details D_1..D_J and the smooth S_J of each channel, additive and shift-invariant. Mode 0 is S_J and the last mode D_1. The same filter bank is used for every channel, so modes are aligned across channels.
Enums§
- Boundary
- How the series is extended past its ends.
Functions§
- wavelet_
names - Wavelets available, by PyWavelets name.