pyhctsa.operations.wavelet.wl_coeffs¶

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

Wavelet decomposition of the time series.

Performs a wavelet decomposition of the time series using a given wavelet at a specified level and returns a set of statistics on the coefficients obtained.

Parameters:¶

y : list or array-like¶

The input time series.

w_name : str, optional¶

The wavelet name (e.g., ‘db3’). See PyWavelets documentation for all options. Default is ‘db3’.

level : int or 'max', optional¶

The level of wavelet decomposition. If ‘max’, uses the maximum allowed level for the data length and wavelet. Default is 3.

Returns:¶

Dictionary containing statistics of the wavelet coefficients, including:

• ’mean_coeff’: Mean of sorted absolute detail coefficients.

• ’max_coeff’: Maximum of sorted absolute detail coefficients.

• ’med_coeff’: Median of sorted absolute detail coefficients.

• ’wb75m’, ‘wb50m’, ‘wb25m’, ‘wb10m’, ‘wb1m’: Decay rate statistics (fraction of coefficients below a threshold of the maximum).

Return type:¶

dict