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wmtsa-python
Discrete wavelet methods for time series analysis using python
...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 and cython for improved performance. The code reflects my needs and preferences, but contributions from others are welcome. The code has to some extent been tested, but bugs are to be expected.
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