pyhctsa.operations.wavelet.dwt_coeff

pyhctsa.operations.wavelet.dwt_coeff(y, w_name='db3', level=3)

Discrete wavelet transform coefficients.

Decomposes the time series using a given wavelet and outputs statistics on the coefficients obtained up to a maximum level, level.

Parameters:
y : array-like

The input time series.

w_name : str, optional

The mother wavelet, e.g., ‘db3’ (Daubechies wavelet), ‘sym2’ (Symlet), etc. Default is ‘db3’.

level : int, optional

The level of wavelet decomposition (can be set to ‘max’ for the maximum level determined by wmaxlev)

Returns:

Dictionary of statistics on the DWT coefficients.

Return type:

dict