repr_dwt {TSrepr} | R Documentation |
DWT representation
Description
The repr_dwt
computes DWT (Discrete Wavelet Transform) representation (coefficients) from a time series.
Usage
repr_dwt(x, level = 4, filter = "d4")
Arguments
x |
the numeric vector (time series) |
level |
the level of DWT transformation (default is 4) |
filter |
the filter name (default is "d6").
Can be: "haar", "d4", "d6", ..., "d20", "la8", "la10", ..., "la20", "bl14", "bl18", "bl20",
"c6", "c12", ..., "c30". See more info at |
Details
This function extracts DWT coefficients.
You can use various wavelet filters, see all of them here wt.filter
.
The number of extracted coefficients depends on the level
selected.
The final representation has length equal to floor(n / 2^level), where n is a length of original time series.
Value
the numeric vector of DWT coefficients
Author(s)
Peter Laurinec, <tsreprpackage@gmail.com>
References
Laurinec P, Lucka M (2016) Comparison of representations of time series for clustering smart meter data. In: Lecture Notes in Engineering and Computer Science: Proceedings of The World Congress on Engineering and Computer Science 2016, pp 458-463
See Also
Examples
# Interpretation: DWT with Daubechies filter of length 4 and
# 3rd level of DWT coefficients extracted.
repr_dwt(rnorm(50), filter = "d4", level = 3)