reVX.rpm.rpm_clusters.RPMWavelets

class RPMWavelets[source]

Bases: object

Base class for RPM wavelets

Methods

get_dwt_coefficients(x[, wavelet, level, ...])

Collect wavelet coefficients for time series <x> using mother wavelet <wavelet> at levels <level>.
classmethod get_dwt_coefficients(x, wavelet='Haar', level=None, indices=None)[source]

Collect wavelet coefficients for time series <x> using mother wavelet <wavelet> at levels <level>.

Parameters:

  • x (ndarray) – time series values

  • wavelet (string) – mother wavelet type

  • level (int) – optional wavelet computation level

  • indices (ndarray) – coefficient array levels to keep

Returns:

list – stacked coefficients at <indices>