Discrete wavelet methods for time series analysis using python
Several python libraries implement discrete wavelet transforms. However, none of them, or at least none that I know, is aimed at scientific use. This library aims at filling this gap, in particular considering discrete wavelet transform as described by Percival and Walden. This module started as translation of the wmtsa Matlab toolbox (http://www.atmos.washington.edu/~wmtsa/), so most naming conventions and most of the code structure follows their choices. The code uses a mix of python...
Implements Lazy Wavelet Transform with Lifting in several variants: 1-D, 2-D, 3-D, integer precision, etc. Sample video compressor, integrated with FFmpeg. OpenCL version is created.
1D/2D Discrete Wavelet Transform fully programmed in Python+Numpy. Homepage : http://wavepy.sourceforge.net