# Questions tagged [wavelet]

A wavelet denotes a wave-like, generally localized, oscillating function, equipped with certain relationships across scales. A wavelet transformation describes a representation of data, decomposed onto a set of different wavelet functions, often forming a basis or a frame.

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### 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 ...
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### 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 ...
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### 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}...
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### 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 ...
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### 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 ...
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### 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). ...
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