Trait

smile.wavelet

Operators

Related Doc: package wavelet

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trait Operators extends AnyRef

Discrete wavelet transform (DWT).

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  1. final def !=(arg0: Any): Boolean

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  2. final def ##(): Int

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  3. def +(other: String): String

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    This member is added by an implicit conversion from Operators to any2stringadd[Operators] performed by method any2stringadd in scala.Predef.
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    any2stringadd
  4. def ->[B](y: B): (Operators, B)

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    This member is added by an implicit conversion from Operators to ArrowAssoc[Operators] performed by method ArrowAssoc in scala.Predef.
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  5. final def ==(arg0: Any): Boolean

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  6. final def asInstanceOf[T0]: T0

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  7. def clone(): AnyRef

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  8. def dwt(t: Array[Double], filter: String): Unit

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    Discrete wavelet transform.

    Discrete wavelet transform.

    t

    the time series array. The size should be a power of 2. For time series of size no power of 2, 0 padding can be applied.

    filter

    wavelet filter.

  9. def ensuring(cond: (Operators) ⇒ Boolean, msg: ⇒ Any): Operators

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    This member is added by an implicit conversion from Operators to Ensuring[Operators] performed by method Ensuring in scala.Predef.
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  10. def ensuring(cond: (Operators) ⇒ Boolean): Operators

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    This member is added by an implicit conversion from Operators to Ensuring[Operators] performed by method Ensuring in scala.Predef.
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  11. def ensuring(cond: Boolean, msg: ⇒ Any): Operators

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    This member is added by an implicit conversion from Operators to Ensuring[Operators] performed by method Ensuring in scala.Predef.
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  12. def ensuring(cond: Boolean): Operators

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  13. final def eq(arg0: AnyRef): Boolean

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  14. def equals(arg0: Any): Boolean

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  15. def finalize(): Unit

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  16. def formatted(fmtstr: String): String

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  17. final def getClass(): Class[_]

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  18. def hashCode(): Int

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  19. def idwt(wt: Array[Double], filter: String): Unit

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    Inverse discrete wavelet transform.

    Inverse discrete wavelet transform.

    wt

    the wavelet coefficients. The size should be a power of 2. For time series of size no power of 2, 0 padding can be applied.

    filter

    wavelet filter.

  20. final def isInstanceOf[T0]: Boolean

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  21. final def ne(arg0: AnyRef): Boolean

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  22. final def notify(): Unit

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  23. final def notifyAll(): Unit

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  24. final def synchronized[T0](arg0: ⇒ T0): T0

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  25. def toString(): String

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  26. final def wait(): Unit

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  27. final def wait(arg0: Long, arg1: Int): Unit

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  28. final def wait(arg0: Long): Unit

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  29. def wavelet(filter: String): Wavelet

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    Returns the wavelet filter.

    Returns the wavelet filter. The filter name is derived from one of four classes of wavelet transform filters: Daubechies, Least Asymetric, Best Localized and Coiflet. The prefixes for filters of these classes are d, la, bl and c, respectively. Following the prefix, the filter name consists of an integer indicating length. Supported lengths are as follows:

    Daubechies 2,4,6,8,10,12,14,16,18,20.

    Least Asymetric 8,10,12,14,16,18,20.

    Best Localized 14,18,20.

    Coiflet 6,12,18,24,30.

    Additionally "haar" is supported for Haar wavelet. Although Haar wavelet is a special case of the Daubechies wavelet transform filter of length 2, the implementation of "haar" is different from "d2".

    Besides, "d4", the simplest and most localized wavelet, uses a different centering method from other Daubechies wavelet.

    filter

    filter name

  30. def wsdenoise(t: Array[Double], filter: String, soft: Boolean = false): Unit

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    The wavelet shrinkage is a signal denoising technique based on the idea of thresholding the wavelet coefficients.

    The wavelet shrinkage is a signal denoising technique based on the idea of thresholding the wavelet coefficients. Wavelet coefficients having small absolute value are considered to encode mostly noise and very fine details of the signal. In contrast, the important information is encoded by the coefficients having large absolute value. Removing the small absolute value coefficients and then reconstructing the signal should produce signal with lesser amount of noise. The wavelet shrinkage approach can be summarized as follows:

    • Apply the wavelet transform to the signal.
    • Estimate a threshold value.
    • The so-called hard thresholding method zeros the coefficients that are smaller than the threshold and leaves the other ones unchanged. In contrast, the soft thresholding scales the remaining coefficients in order to form a continuous distribution of the coefficients centered on zero.
    • Reconstruct the signal (apply the inverse wavelet transform).

    The biggest challenge in the wavelet shrinkage approach is finding an appropriate threshold value. In this method, we use the universal threshold T = σ sqrt(2*log(N)), where N is the length of time series and σ is the estimate of standard deviation of the noise by the so-called scaled median absolute deviation (MAD) computed from the high-pass wavelet coefficients of the first level of the transform.

    t

    the time series array. The size should be a power of 2. For time series of size no power of 2, 0 padding can be applied.

    filter

    the wavelet filter to transform the time series.

    soft

    true if apply soft thresholding.

  31. def [B](y: B): (Operators, B)

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    Implicit information
    This member is added by an implicit conversion from Operators to ArrowAssoc[Operators] performed by method ArrowAssoc in scala.Predef.
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Inherited from AnyRef

Inherited from Any

Inherited by implicit conversion any2stringadd from Operators to any2stringadd[Operators]

Inherited by implicit conversion StringFormat from Operators to StringFormat[Operators]

Inherited by implicit conversion Ensuring from Operators to Ensuring[Operators]

Inherited by implicit conversion ArrowAssoc from Operators to ArrowAssoc[Operators]

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