Discrete wavelet decomposition for a time series

Usage

morie_wavelet_time_series(x, wavelet = "haar", level = NULL)

Arguments

x: Numeric univariate series.
wavelet: Wavelet family. Default "haar".
level: Decomposition depth. Default floor(log2 n) capped at 6.

Value

Named list with approximation, details, energies, level, n, wavelet, method.

Examples

morie_wavelet_time_series(x = rnorm(50))
#> $approximation
#> [1] 0.3387848
#> 
#> $details
#> $details$W5
#> [1] 0.6425778
#> 
#> $details$W4
#> [1] -1.4530580  0.1509383 -0.6594685
#> 
#> $details$W3
#> [1] -0.05200976  0.07409624  0.33639094 -0.04145297 -2.82672771 -1.32081401
#> 
#> $details$W2
#>  [1] -0.144312120 -0.557862625  0.035542388  1.263149328  0.047041737
#>  [6] -0.898117188  1.929075346  0.786638826 -0.005253383 -0.609518615
#> [11]  0.206743953 -1.660215637
#> 
#> $details$W1
#>  [1] -1.91332635 -1.77541360 -0.03109976  1.18168967  0.93298729 -0.64928284
#>  [7] -2.33559456 -0.71789023  0.04956923  1.25135847  1.19649661  0.33760569
#> [13]  0.73103319 -0.71139378  1.14627391  0.31696306 -0.46181018 -0.85299888
#> [19] -1.39471480  1.09972919 -0.05834063  0.79435742  0.33241816 -0.76876164
#> [25]  1.57509437
#> 
#> 
#> $energies
#>                    W5         W4         W3         W2         W1 
#>  0.1147751  0.4129062  2.5690587  9.8580117 10.2484055 28.9538429 
#> 
#> $level
#> [1] 5
#> 
#> $n
#> [1] 50
#> 
#> $wavelet
#> [1] "haar"
#> 
#> $method
#> [1] "DWT via wavelets (wavelet=haar, level=5)"
#>