naginterfaces.library.wav.dim1_​mxolap_​fwd

naginterfaces.library.wav.dim1_mxolap_fwd(x, comm)[source]

dim1_mxolap_fwd computes the one-dimensional maximal overlap discrete wavelet transform (MODWT) at a single level. The initialization function dim1_init() must be called first to set up the MODWT options.

For full information please refer to the NAG Library document for c09da

https://www.nag.com/numeric/nl/nagdoc_28.5/flhtml/c09/c09daf.html

Parameters
xfloat, array-like, shape

contains the input dataset , for .

commdict, communication object, modified in place

Communication structure.

This argument must have been initialized by a prior call to dim1_init().

Returns
cafloat, ndarray, shape

contains the th approximation coefficient, , for .

cdfloat, ndarray, shape

contains the th detail coefficient, , for .

Raises
NagValueError
(errno )

On entry, is inconsistent with the value passed to the initialization function: , should be .

(errno )

On entry, the initialization function dim1_init() has not been called first or it has not been called with , or the communication array [‘icomm’] has become corrupted.

Notes

dim1_mxolap_fwd computes the one-dimensional MODWT of a given input data array, , for , at a single level. For a chosen wavelet filter pair, the output coefficients are obtained by applying convolution to the input, . The approximation (or smooth) coefficients, , are produced by the low pass filter and the detail coefficients, , by the high pass filter. Periodic (circular) convolution is available as an end extension method for application to finite data sets. The number , of coefficients or is returned by the initialization function dim1_init().

References

Percival, D B and Walden, A T, 2000, Wavelet Methods for Time Series Analysis, Cambridge University Press