Replace Boundary Wavelet Coefficients with Missing Values
Sets the first n wavelet coefficients to NA
.
brick.wall(x, wf, method="modwt") dwpt.brick.wall(x, wf, n.levels, method="modwpt")
The fact that observed time series are finite causes boundary issues.
One way to get around this is to simply remove any wavelet coefficient
computed involving the boundary. This is done here by replacing
boundary wavelet coefficients with NA
.
Same object as x
only with some missing values.
B. Whitcher
Lindsay, R. W., D. B. Percival and D. A. Rothrock (1996). The discrete wavelet transform and the scale anlaysis of the surface properties of sea ice, IEEE Transactions on Geoscience and Remote Sensing, 34, No.~3, 771-787.
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.
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