Questions tagged [wavelets]

For questions related to wavelets and wavelet theory.

A wavelet is a wave-like oscillation with an amplitude that begins at zero, increases, and then decreases back to zero. It can typically be visualized as a "brief oscillation" like one recorded by a seismograph or heart monitor. Generally, wavelets are intentionally crafted to have specific properties that make them useful for signal processing. Using a "reverse, shift, multiply and integrate" technique called convolution, wavelets can be combined with known portions of a damaged signal to extract information from the unknown portions.

For example, a wavelet could be created to have a frequency of middle C and a duration of a 32nd note. If that wavelet were to be convolved with a signal created from the recording of a song, then the resulting signal would be useful for determining when the middle C was being played in the song. Mathematically, the wavelet will correlate with the signal if the unknown signal contains information of similar frequency. This concept of correlation is at the core of many practical applications of wavelet theory.

As a mathematical tool, wavelets can be used to extract information from many different kinds of data, including-–but certainly not limited to--audio signals and images. Sets of wavelets are generally needed to analyze data fully. A set of "complementary" wavelets will decompose data without gaps or overlap so that the decomposition process is mathematically reversible. Thus, sets of complementary wavelets are useful in wavelet based compression/decompression algorithms where it is desirable to recover the original information with minimal loss.

In formal terms, that representation is a wavelet series representation of a square-integrable function with respect to either a complete, orthonormal set of basis functions, or an overcomplete set or frame of a vector space, for the Hilbert space of square integrable functions. That is accomplished through coherent states.

Wavelet theory is applicable to several subjects. All wavelet transforms may be considered forms of time-frequency representation for continuous-time (analog) signals and so are related to harmonic analysis. Almost all practically useful discrete wavelet transforms use discrete-time filter banks. Those filter banks are called the wavelet and scaling coefficients and can contain either finite impulse response (FIR) or infinite impulse response (IIR) filters. The wavelets forming a continuous wavelet transform (CWT) are subject to the uncertainty principle of Fourier analysis respective sampling theory: Given a signal with some event in it, one cannot assign simultaneously an exact time and frequency response scale to that event. The product of the uncertainties of time and frequency response scale has a lower bound. Thus, in the scaleogram of a continuous wavelet transform of this signal, such an event marks an entire region in the time-scale plane instead of just one point. Also, discrete wavelet bases may be considered in the context of other forms of the uncertainty principle.

Wavelet transforms are divided into three classes: continuous, discrete and multiresolution.

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What are the wavelet coefficients of a time series that is linear interpolated?

I want to know the relationship between the wavelet coefficients of a time series before and after linear interpolated. Suppose we have a time series $x(0),x(1),x(2),\cdots$. When this time series is linear interpolated, the result…
ecook
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Terminology with wavelets

I have seen in textbooks that the wavelet transform is stated as two different types of filters. When texts are defining the wavelet transform they call it a band pass filter. However when they talk about the filter bank definition of the discrete…
dylan7
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What other wavelets (besides the Haar system) form a basis of $L^2(0,1)$?

The Haar system of wavelets forms a basis of $L^2[0,1]$. What other wavelets are there that also form bases of $L^2[0,1]$ (or $L^2[0,a]$ in general)?. Thanks
a06e
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Is there a wavelet frame for $L^2[0,\infty)$?

What systems of wavelets provide a frame for $L^2[0,\infty)$. For example, the Haar system of wavelets provides a basis for $L^2[0,1]$, and the harmonic wavelets provide a basis for all of $L^2(R)$. I'm not sure if I can use any of these as a…
a06e
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How to prove these equations? ( theorem in multiresolution analysis)

Suppose $\left \{ V_{j} ; j\in \mathbb{Z} \right \}$ is a multiresolution analysis with scaling function $\varphi$ . then the following scaling relation hold: $ \varphi (x)=\sum_{k\in \mathbb{Z}} p_{k}\varphi (2x-k) $ Where $P_{k}= 2\int_{-\infty…
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How do you obtain a connected (staircase looking) representation of the scaling and wavelet coefficients in Python

How do you obtain a connected (staircase looking) representation of the scaling and wavelet coefficients instead of the unconnected result in the image below? It looks nicer in Matlab than in Python? import pywt import numpy as np import…
Matthias
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The use of wavelets in time series modelling ( feature extraction part)

I have been working on modelling a time series using wavelets for a long time. I am quite familiar with the wavelet theory and all...However, I have a big understanding issue and really appreciate it if you help. Basically I am using wavelets for…
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Wavelet Denoising of Random Walk

I have a time series of log prices that looks like a random walk. I want to denoise this series using wavelet denoising. I care about predicting future returns (so predicting the difference in the series). So far I've found it's possible to denoise…
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Will inverse DWT of approx. coefficients results in an approximate signal in original space?

I have a signal $y$ in real-time space $V_0$. Hence assume $y = y^0$, the approximation coefficients of the signal at level $V^0$ (as per Mallat's pyramidal algorithm). I applied DWT and obtained approximation coeffcients $y_a^1 \in V^1$ and detail…
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3D wavelet transform in the form of a matrix?

I was wondering if anyone may know of any method for the construction of a 3D wavelet transform in matrix form? I've been able to build matrices to perform 1D & 2D transforms. Yet, am finding very little resources regarding the 3D case in the…
hubble
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Cascade algorithm for wavelet and scaling functions

It has been described to me that the wavelet and scaling functions can be computed using the Cascade Algorithm applied to the low and high pass filter coefficients. Where can I find some proofs of how this happens?
Veak
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Computing db2 to db20 coefficients

I want to implement db2 to db20. Is there a specific formula for the wavelet function coefficients, which determine its shape and properties? How about the associated scaling function?
Veak
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What is the wavelet decomposition operator matrix?

I read following paper. [2019, Emilie Chouzenoux, A Proximal Interior Point Algorithm with Applications to Image Processing] Wavelet operator The problem is constructed as Proximal interior point method, and solved by the proposed PIPA algorithm. In…
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Differentiable wavelet family for $L^2(\mathbb{R}^d)$?

A family of functions $\psi^{1}, ..., \psi^M \in L^2(\mathbb{R}^d)$ is called a wavelet-family if \begin{equation} \left\{\psi^i_{j,k}(x) = 2^{\frac{vj}{2}} \psi^i\left(2^jx - k \right) \middle| j \in \mathbb{Z}, k \in \mathbb{Z}^n, i = 1, ..., M…
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Whats the $L_2$ Norm in relation to Wavelets and functions?

I have read that in order for a function to be a wavelet, it needs to fufull the L2 Norm property. But I don't know what that is and there wasn't an explanation either. I know theres a L2 norm in relation to vectors, but that doesn't seam to be the…