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hilbert

Discrete Hilbert Wavelet Transforms

Description

The discrete Hilbert wavelet transforms (DHWTs) for seasonal and time-varying time series analysis. Transforms include the usual orthogonal (decimated), maximal-overlap (non-decimated) and maximal-overlap packet transforms.

Usage

dwt.hilbert(x, wf, n.levels=4, boundary="periodic", ...)
dwt.hilbert.nondyadic(x, ...)
idwt.hilbert(y)
modwt.hilbert(x, wf, n.levels=4, boundary="periodic", ...)
imodwt.hilbert(y)
modwpt.hilbert(x, wf, n.levels=4, boundary="periodic")

Arguments

x

Real-valued time series or vector of observations.
wf

Hilbert wavelet pair
n.levels

Number of levels (depth) of the wavelet transform.
boundary

Boundary treatment, currently only periodic and reflection.
y

Hilbert wavelet transform object (list).
...

Additional parametes to be passed on.

Author(s)

B. Whitcher

References

Selesnick, I. (200X). IEEE Signal Processing Magazine

Selesnick, I. (200X). IEEE Transactions in Signal Processing

Whither, B. and P.F. Craigmile (2004). Multivariate Spectral Analysis Using Hilbert Wavelet Pairs, International Journal of Wavelets, Multiresolution and Information Processing, to appear.

See Also

waveslim

Basic Wavelet Routines for One-, Two-, and Three-Dimensional Signal Processing

v1.8.2
BSD_3_clause + file LICENSE
Authors
Brandon Whitcher
Initial release
2020-02-13

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