modwt | efficient modwt wavelets package | Machine Learning library

 by   sjneph C++ Version: Current License: No License

kandi X-RAY | modwt Summary

kandi X-RAY | modwt Summary

modwt is a C++ library typically used in Artificial Intelligence, Machine Learning, Numpy applications. modwt has no vulnerabilities and it has low support. However modwt has 7 bugs. You can download it from GitHub.

An efficient implementation of the the Maximal Overlap Discrete Wavelet Tranform (MODWT). See D. B. Percival and A. T. Walden (2000), Wavelet Methods for Time Series Analysis. Cambridge, England: Cambridge University Press. This is not the usual discrete wavelet transform found in, for example, gsl but an extended set of algorithms designed to overcome some problems with the usual discrete wavelet transform. See for an overview and comparison to the regular discrete transform.
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            kandi-support Support

              modwt has a low active ecosystem.
              It has 14 star(s) with 5 fork(s). There are 1 watchers for this library.
              OutlinedDot
              It had no major release in the last 6 months.
              modwt has no issues reported. There are no pull requests.
              It has a neutral sentiment in the developer community.
              The latest version of modwt is current.

            kandi-Quality Quality

              modwt has 7 bugs (0 blocker, 0 critical, 1 major, 6 minor) and 14 code smells.

            kandi-Security Security

              modwt has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.
              modwt code analysis shows 0 unresolved vulnerabilities.
              There are 0 security hotspots that need review.

            kandi-License License

              modwt does not have a standard license declared.
              Check the repository for any license declaration and review the terms closely.
              OutlinedDot
              Without a license, all rights are reserved, and you cannot use the library in your applications.

            kandi-Reuse Reuse

              modwt releases are not available. You will need to build from source code and install.
              Installation instructions are available. Examples and code snippets are not available.
              It has 121 lines of code, 0 functions and 1 files.
              It has low code complexity. Code complexity directly impacts maintainability of the code.

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            modwt Key Features

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            modwt Examples and Code Snippets

            No Code Snippets are available at this moment for modwt.

            Community Discussions

            QUESTION

            Wavemulcor package - wave.multiple.cross.correlation function - replacement has length zero
            Asked 2018-Jun-05 at 12:21

            I would like to use the wavemulcor package and in particular the wave.multiple.cross.correlation function to perform a wavelet multiple cross correlation on my data.

            I am following the example as per the package manual but using my data instead. The function works with the example data but throws an error when I try it with mine. The error refers to "replacement has length zero" but I am unsure what this exacly means.

            I've googled the error but there are many examples of the same issue for different function and generally they all have something to do with loops in code.

            I then googled how to troubleshoot the problem and read about debugging. I tried debugging the code but I can't figure out where it's breaking down, I am still at the early stages of learning to code. I think it might be this section of code in the wave.multiple.cross.correlation function that is causing the problem:

            ...

            ANSWER

            Answered 2017-Jul-22 at 21:56

            Having reviewed the code with a fine tooth comb I have spotted the error in my code. According to the manual the usage is as follows:

            Source https://stackoverflow.com/questions/45201828

            QUESTION

            Wavelet correlation using rolling window
            Asked 2017-Aug-18 at 19:56

            I have 3 time series which I can apply the wavelet transform to using a rolling window. The rolling window takes a single time series of length 200 and applies the waveslim::modwt function to it over the first 30 samples. This outputs 5 lists of which I am only interested in (d1,d2,d3,d4) and these each have a length of 30. A simple example can be found here:

            ...

            ANSWER

            Answered 2017-Aug-18 at 19:56

            Putting together the pieces you give in your question:

            1) Create 3 time series

            Source https://stackoverflow.com/questions/45673142

            QUESTION

            Using rollapply to output to lists of lists
            Asked 2017-Aug-15 at 11:39

            I would like to use rollapply or rollapplyr to apply the modwt function to my time series data.

            I'm familiar with how rollapply/r works but I need some help setting up the output so that I can correctly store my results when using rollapply.

            The modwt function in the waveslim package takes a time series and decomposes it into J levels, for my particular problem J = 4 which means I will have 4 sets of coefficients from my single time series stored in a list of 5. Of this list I am only concerned with d1,d2,d3 & d4.

            The output of the modwt function looks as follows

            ...

            ANSWER

            Answered 2017-Aug-15 at 11:39

            Define modwt2 which invokes modwt, takes the first 4 components and strings them out into a numeric vector. Then use rollapplyr with that giving rollr where each row of rollr is the result of one call to modwt2. Finally, reshape each row of rollr into a separate matrix and create a list, L, of those matrices:

            Source https://stackoverflow.com/questions/45655879

            QUESTION

            Convert multivariate XTS to TS in R
            Asked 2017-Aug-04 at 13:04

            I wish to compute the wavelet transform of a multivariate time series dataset. I plan to use the wavethresh package and specifically the modwt() function. The help file for this function specifies that the object be either "A univariate or multivariate time series. Numeric vectors, matrices and data frames are also accepted."

            Currently my dataset is in xts zoo format where the time is in 15 min intervals and I wish to convert it to ts but I am having great difficulty.

            I have tried the following:

            ...

            ANSWER

            Answered 2017-May-29 at 23:11

            The general function to compute a frequency is:

            frequency = number_of_events / time_interval

            As your data have 1343 rows for a time interval of 14 days, the frequency depend on what is your time unit.

            Time unit: Day

            In this case, the frequency is:

            Source https://stackoverflow.com/questions/44250867

            QUESTION

            Unused argument when using apply function with modwt in R
            Asked 2017-Jul-10 at 23:31

            I wish to apply the modwt function to an XTS object I have, this XTS object (wideRawXTS) has 12 columns.

            This code has previously worked for me without any error and only this evening am I receiving this error. I have read some other threads regarding unused arguments and I have restarted my session a number of times with no success using .rs.restartR()

            The error relates to an unused argument in a function, which function I am not entirely sure but I am guessing it's modwt.

            ...

            ANSWER

            Answered 2017-Jul-10 at 23:31

            try adding the namespace explicitly as in wavelets::modwt, to ensure it's not picking up the waveslim one you also have attached.

            Source https://stackoverflow.com/questions/45022882

            Community Discussions, Code Snippets contain sources that include Stack Exchange Network

            Vulnerabilities

            No vulnerabilities reported

            Install modwt

            make -C src/ bin/modwt --help.

            Support

            doc/ has an html document to open in your browser (same information as shown below) bin/modwt --help includes all option arguments. <p>The Maximal Overlap Discrete Wavelet Transform (MODWT) library is written to be as efficient in RAM and time requirements as possible with particular emphasis on RAM. The application utilizes the library in the most efficient way allowing us to scale to the whole genome level. </p> <a name="Design_Intentions"></a><h3>Design Intentions</h3> <a name="Library"></a><h4>Library</h4> <ul><li>Make it fast and memory efficient, with particular emphasis on RAM requirements. </li><li>Build as a generic library API that can work with any number of different data types, such as simple numeric, BED, WIG, etc. A generic API may be used in any number of ways in any number of applications. The application discussed here does NOT utilize the full features of the library API, and is only a single example of how an application may be built from the library components. </li><li>Make computing any type of MODWT wavelet values independent of the level/scale requested in terms of RAM requirements. </li></ul> <a name="Application:_wavelets"></a><h4>Application: <i>modwt</i></h4> <ul><li>Build a wrapper around the most useful features of the library and expose as a command-line tool </li><li>Use the library in the most efficient ways possible, even if the application itself becomes <i>slightly</i> cumbersome (see Output) </li></ul> <p><br /> </p> <hr/> <a name="General_Usage"></a><h3>General Usage</h3>. <p><b>NOTE</b> <code>modwt --help</code> shows a lot of useful information. It includes all available filters, boundary conditions and more. </p><p> modwt<br /> [--boundary <string = periodic>]<br /> [--filter <string = LA8>]<br /> [--help]<br /> [--level <integer = 4>]<br /> [--operation <string = smooth>]<br /> [--prefix <string = "">]<br /> [--to-stdout]<br /> <file-name><br />. </p><p><b>Where</b> </p> <a name="--boundary_may_be"></a><h4>--boundary may be</h4> <ul><li>periodic [default] </li><li>reflected </li></ul> <a name="--filter_may_be"></a><h4>--filter may be</h4> <ul><li>haar. </li><li>d4, d6, d8, d10, d12, d14, d16, d18, d20 (daubechies) </li><li>la8, la10, la12, la14, la16, la18, la20 (least asymmetric) [la8 by default] </li><li>bl14, bl18, bl20 (best localized) </li><li>c6, c12, c18, c24, c30 (coiflet) </li></ul> <a name="--level"></a><h4>--level</h4> <ul><li>is the number of levels the program will sweep through [4 by default] </li></ul> <a name="--operation_may_be"></a><h4>--operation may be</h4>. <ul><li>all </li><li>details </li><li>mra </li><li>scale (coefficients) </li><li>smooth [default] </li><li>wave (coefficients) </li><li>wave-scale (coefficients) </li></ul> <a name="--prefix"></a><h4>--prefix</h4> <ul><li>may be anything you want as a prefix to all output files generated. This may not be used with --to-stdout. </li></ul> <a name="--to-stdout"></a><h4>--to-stdout</h4>. <ul><li>only available when --operation set to <i>smooth</i> or <i>scale</i> </li><li>may not be used with --prefix </li></ul> <p><br /> Option names are NOT case sensitive<br /> Values passed to --boundary, --filter or --operation are NOT case sensitive </p><p><br /> </p> <hr/> <a name="Output"></a><h3>Output</h3> <p>File names produced from the application (not the library) are of the form: </p> <ul><li>details.i : i = 1..level </li><li>scaling-coefficients.level </li><li>smoothing.level. </li><li>wavelet-coefficients.i : i = 1..level </li></ul> <p>Any <code>--prefix</code> specified by the end user precedes each name shown above.<br /> Not all of these files are produced unless --operation is set to ALL </p> <hr/>. <a name="Open_Issues.2C_Notes_and_Related_Items"></a><h3>Open Issues, Notes and Related Items</h3>. <ul><li>Only MODWT and related items are available from the library right now. See D. B. Percival and A. T. Walden (2000), Wavelet Methods for Time Series Analysis. Cambridge, England: Cambridge University Press. </li><li>We did not expose the capability to feed files back into the program to recalculate the original series. The library does have this capability. </li><li>Files are spit out in the current working directory (cwd) when not using --to-stdout nor --prefix. </li></ul> <p> <hr/> </p>.
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