wavelets

Type Members

1. case class GroupedHaarWaveletFilter(orders: Array[Int]) extends ReversibleScaler[DenseVector[Double]] with Product with Serializable

   

   Computes Discrete Wavelet Transform when features are time shifted groups of various quantities.

   Computes Discrete Wavelet Transform when features are time shifted groups of various quantities. Often this is encountered in NARX models where a feature vector may look like (x_1, x_2, ..., y_1, y_2, ...)

   The class groups the dimensions into separate vectors for each variable and computes DWT on each group.

   orders

   A list containing the time exponents of each variable, the auto-regressive order is 2 exp (order)

2. case class HaarWaveletFilter(order: Int) extends ReversibleScaler[DenseVector[Double]] with Product with Serializable

   

3. case class InvGroupedHaarWaveletFilter(orders: Array[Int]) extends Scaler[DenseVector[Double]] with Product with Serializable

   

   Inverse of the GroupedHaarWaveletFilter

4. case class InverseHaarWaveletFilter(order: Int) extends Scaler[DenseVector[Double]] with Product with Serializable

   

5. class Wavelet[I] extends AnyRef

   

   Created by mandar on 14-7-16.