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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.

1 vote
1 answer
899 views

Detection of periodic patterns using DWT

Is it possible to detect a periodic pattern in a time series using discrete Wavelet Transform? Is there any package in R to do this job? …
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2 votes
1 answer
185 views

Finding similarities using Wavelet transform

For the first step I have calculated Haar-wavelet coefficients for this time serie, and now I don't know exactly how should I continue should I extract features from this transformed data, to find similarities …
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  • 439