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wmtsa-python

Discrete wavelet methods for time series analysis using python

As of 2016-07-26, this project may now be found at https://gitlab.com/Cimatoribus/wmtsa-python.

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Description

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 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.

wmtsa-python Web Site

Features

  • Maximum overlap discrete wavelet transform
  • Stationary wavelet transform
  • Wavelet spectrum

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Additional Project Details

Intended Audience

Science/Research

User Interface

Console/Terminal

Programming Language

Python

Registered

2013-05-14

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