The wavelet tag has no wiki summary.
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15 views
difference between package ‘waveslim’ and 'wavethres' in R
Both are still active projects for wavelet decomposition.
Based on your experience, is there a difference in approach? Things that one can do but not the other one?
Thanks
0
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0answers
40 views
Any basic Wavelet kernel implementation for SVM?
I have looked at at the toolbox by Alain from here http://asi.insa-rouen.fr/enseignants/~arakoto/toolbox/index.html but it comes with bad documentation. Does anyone have experience here implementing a ...
0
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0answers
76 views
Wavelets and machine learning
I am trying to learn features from a signal using Wavelet transform and then apply ML techniques on it to classify a signal. The problem I am facing is that, at each of level of decomposition, my ...
2
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1answer
108 views
Unbalanced Haar Wavelets and R package unbalhaar
I have found the article by Fryzlewicz (2007) and his R package unbalhaar.
I do not understand well the outputs of his functions and in particular of the ...
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0answers
97 views
remove specific frequencies from a time series, wavelet analysis [closed]
Im using the wavelet toolbox in matlab and am wondering how to perform the following:
I have a time series e.g.
t = 1:365;
y = 10+(10-2).*rand(1,length(t));
I ...
0
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0answers
145 views
Software for computing wavelet transform modulus maxima [closed]
I am using the R package wmtsa which is able to perform continuous wavelet transforms and get the wavelet transform modulus maxima (wtmma) given a data set. Even ...
0
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1answer
150 views
Clustering time series with wavelets in R
Can discrete wavelet trasform be used for feature extraction from time series in order to cluster them? Any R code how to do this will be appreciated.
5
votes
1answer
126 views
Finding the instantaneous period of a signal (or calculating period degradation)
I have a signal, of varying amplitude, and after a certain point in time, I expect to see the period of this signal lengthen. I am looking for a way to measure the lengthening of this period.
Is this ...
3
votes
1answer
306 views
Wavelet smoothing at different scales
I would like to perform wavelet smoothing at different scales in R. I got the idea from this figure (panel A) were they measure the density/intensity of a particular signal at different scales.
Here ...
3
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2answers
254 views
Compressing data using wavelets with R
I'm trying to compress data using wavelets and I wanted to do it with R. Could anyone tell me if there is such a tool?
Thanks in advance.
1
vote
1answer
138 views
Frequency range of wavelet packets decomposition at each level
I measured turbulent velocity in 1Hz sampling rate. To remove fluctuations with T>900 sec I decompose the time series by wavelet packets, problem is that I don't know which levels should be kept and ...
1
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0answers
134 views
Frequency of a wavelet filter
Assume that I have decomposed a data set using Symlet Wavelet with six levels. How can I estimate the approximate frequency interval of each level?
That would be great if you consider your answer in ...
3
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0answers
96 views
How to denoise a “Poissonous” time series
I have $N$ time series each of which can be modeled as $$y_{kt}=Ax_{kt}+b+\varepsilon_{kt}\quad(1\le k\le N,1\le t\le T),$$ where $x_{kt}\sim\text{Pois}(\lambda\Delta t)$ and $\varepsilon_{kt}\sim ...
2
votes
1answer
242 views
Wavelet analysis of EEG
I want to do a time-frequency analysis of an EEG signal. I found the GSL wavelet function for computing wavelet coefficients. How can I extract actual frequency bands (e.g. 8 - 12 Hz) from that ...
8
votes
1answer
315 views
Boundary effect in a wavelet multi resolution analysis
What are the methods to minimize the effect of boundaries in a wavelet decomposition?
I use R and the package waveslim.
I have found for instance the function
...
4
votes
0answers
89 views
Wavelet analysis, scaling filter: where does the square root of 2 go to?
In their great book "Wavelet methods for time series analysis" (2006), Percival & Walden state on p. 83 that the first-round pyramid algorithm scaling filter coefficients
$\tilde{V}_{i,t}$
can ...
1
vote
1answer
292 views
Wavelet auto correlation
I have a time serie that I want to analyse through a wavelet decomposition.
I am using the R package WaveThres.
I am interested in the wavelet autocorrelation, but I struggle to understand what ...
11
votes
3answers
1k views
Application of wavelets to time-series-based anomaly detection algorithms
I've been beginning to work my way through Statistical Data Mining Tutorials by Andrew Moore (highly recommended for anyone else first venturing into this field). I started by reading this extremely ...
6
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2answers
695 views
What is the difference between functional data analysis and high dimensional data analysis
There are a lot of references in the statistic literature to "functional data" (i.e. data that are curves), and in parallel, to "high dimensional data" (i.e. when data are high dimensional vectors). ...
