wavMODWT(wmtsa)
wavMODWT()所属R语言包:wmtsa
The maximal overlap discrete wavelet transform (MODWT)
最大重叠离散小波变换(MODWT)
译者:生物统计家园网 机器人LoveR
描述----------Description----------
Let j, t be the decomposition level, and time index, respectively, and s(0,t)=X(t) for t=0,...,N-1 where X(t) is a real-valued uniformly-sampled time series. The jth level MODWT wavelet coefficients d(j,t) and scaling coefficients s(j,t) are defined as d(j,t)=sum(h(l) s(j-1, t - 2^(j-1) l mod N)) and s(j,t)=sum(g(l) s(j-1, t - 2^(j-1) l mod N)) The variable L is the length of both the scaling filter (g) and wavelet filter (h). The d(j,t) and s(j,t) are the wavelet and scaling coefficients, respectively, at decomposition level j and time index t. The MODWT is a collection of all wavelet coefficients and the scaling coefficients at the last level: d(1),d(2),...,d(J),s(J) where d(j) and s(j) denote a collection of wavelet
让我们j, t是分解的水平,时间指数,分别与s(0,t)=X(t) for t=0,...,N-1X(t)是实值的均匀采样的时间序列。 jth的水平MODWT小波系数d(j,t)和缩放系数s(j,t)d(j,t)=sum(h(l) s(j-1, t - 2^(j-1) l mod N))和s(j,t)=sum(g(l) s(j-1, t - 2^(j-1) l mod N))变量L是两者的长度定义为尺度滤波器(g)和小波滤波器(h)。 d(j,t)和s(j,t)是小波和尺度系数,分别在分解过程中的j和时间指数t。 MODWT是的集合,所有的小波系数,并在最后一个级别的缩放系数:d(1),d(2),...,d(J),s(J)其中d(j)和s(j)表示的集合小波
用法----------Usage----------
position=list(from=1,by=1,units=character()), units=character(),
参数----------Arguments----------
参数:x
a vector containing a uniformly-sampled real-valued time series.
一个向量,包含均匀采样的实值的时间序列。
参数:documentation
a character string used to describe the input data. Default: character().
一个字符串用来描述输入data。默认值:character()。
参数:keep.series
a logical value. If TRUE, the original series is preserved in the output object. Default: FALSE.
一个逻辑值。如果TRUE,被保存在原系列的输出对象。默认值:FALSE。
参数:n.levels
the number of decomposition levels. Default: as.integer(floor(logb(length(x),base=2))).
的分解级别的数目。默认值:as.integer(floor(logb(length(x),base=2)))。
参数:position
a list containing the arguments from, by and to which describe the position(s) of the input data. All position arguments need not be specified as missing members will be filled in by their default values. Default: list(from=1, by=1, units=character()).
list包含的参数from, by和to描述的位置(S)输入data。所有的位置参数需要被指定为缺少的成员将被填充,它们的默认值。默认值:list(from=1, by=1, units=character())。
参数:title.data
a character string representing the name of the input data. Default: character().
一个字符串代表名称的输入data。默认值:character()。
参数:units
a string denoting the units of the time series. Default: character() (no units).
一个字符串,表示的时间序列的单位。默认值:character()(无单位)。
参数:wavelet
a character string denoting the filter type. See wavDaubechies for details. Default: "s8".
一个字符串,表示过滤器的类型。见wavDaubechies的详细信息。默认值:"s8"。
Details
详细信息----------Details----------
The MODWT is a non-decimated form of the discrete wavelet transform (DWT) having many advantages over the DWT including the ability to handle arbitrary length sequences and shift invariance (while the wavDWT function can handle arbitrary length sequences, it does so by means of an ad hoc storage sytem for odd length scaling coefficient crystals. The MODWT needs no such scheme and is more robust in this respect). The cost of the MODWT is in its redundancy. For an N point input sequence, there are N wavelet coefficients per scale. However, the number of multiplication operations is O(N log2(N)) which is the same as the fast Fourier transform, and is acceptably fast for most situations.
它的MODWT是一个非锐减形式的离散小波变换(DWT)在DWT有很多优点,包括能够处理任意长度的序列和平移不变性(而wavDWT函数可以处理任意长度的序列, MODWT需要通过一个特设长度为奇数的比例系数晶体的存储系统正。没有这样的计划,并在这方面更强大的)。成本的MODWT是在其冗余。对于N点输入序列,有N每规模的小波系数。然而,数的乘法运算是O(N log2(N))是相同的快速傅立叶变换,并且大多数情况下是可以接受的快速。
值----------Value----------
an object of class wavTransform.
对象类wavTransform。
参考文献----------References----------
D. B. Percival and A. T. Walden, Wavelet Methods for Time Series Analysis, Cambridge University Press, 2000.
参见----------See Also----------
实例----------Examples----------
## calculate the MODWT of linear chirp [#计算的MODWT的的线性啁啾]
linchirp <- make.signal("linchirp", n=1024)
result <- wavMODWT(linchirp, wavelet="s8", n.levels=5, keep.series=TRUE)
## plot the transform shifted for approximate zero [#图改造为近似为零转移]
## phase alignment [#相位对齐]
plot(wavShift(result))
## plot summary [#图总结]
eda.plot(result)
## summarize the transform [#总结的变换。]
summary(result)
转载请注明:出自 生物统计家园网(http://www.biostatistic.net)。
注:
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