A.I. McLeod, Revised: December 07, 2000 04:59 PM
© A.I. McLeod, 2000; aim@uwo.ca
I provide a tutorial introduction to wavelets based on the notation and ideas in the book Wavelet Methods for Time Series Analysis by Percival & Walden (2000). This tutorial uses two packages that I have developed and that are still under development. First there is a package for wavelet methods, WM.M, and secondly my package for univariate time series analysis, UTA.M. The UTA.M package is only used for empirical spectral analysis of some wavelet coefficients in the tutorial and also for plotting time series.
These tutorials have been converted by Mathematica to HTML format. The original notebooks are also available. If you don't have Mathematica you can still read the Mathematica notebooks by downloading MathReader (freeware).
Quantitative Programming Environments
Wavelet Explorer
Filtering Concepts
Derivation of D(4)
First Level Coefficients
Second Level Coefficients
Third Level Coefficients
Fourth Level Coefficients
Other Wavelet Filters
Discrete Wavelet Transformation (DWT)
Empirical DWT Spectrum
Multiresolution Decomposition Plot
Inverse Discrete Wavelet Transformation (IDWT)
Multiresolution Resolution Analysis
MRA of the DWT of the Heart Data
Nonstationary Property of the DWT Mathematica Notebook
MoDWT: Maximal overlap DWT Mathematica Notebook