hilbert.RdThe 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.
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")| 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 |
| y | Hilbert wavelet transform object (list). |
| ... | Additional parametes to be passed on. |
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.
B. Whitcher