wmtsa

This repository contains Python scripts to compute wavelet analyses as explain in the book:

Donald Percival and Andrew Walden. Wavelet Methods for Time Series Analysis. Cambridge Series in Statistical and Probabilistic Mathematics

To see the repository with Binder, please click below:

The notebooks contains examples to reproduce some of the figures from the book:

Chapter 4: Discrete Wavelet Transform

Please click here to see examples from chapter 4:

Chapter 5: Maximal Overlap Discrete Wavelet Transform

Please click here to see examples from chapter 5:

Chapter 6: Discrete Wavelet Packet Transform

Please click here to see examples from chapter 6 - Discrete Wavelet Packet Transform:

Please click here to see examples from chapter 6 - Maximal Overlap Discrete Wavelet Packet Transform:

Please click here to see examples from chapter 6 - Best Basis Algorithm: