FDWT function performs a Forward Discrete Wavelet Transform on a Geo Time Series™.
The list of Wavelets which can be used is the following:
The FDWT can only be applied to Geo Time Series™ with a number of values which is a power of 2.
Assuming the input GTS has 2n values, the result of the FDWT transformation is a GTS with 2n values (the wavelet coefficients) with timestamps from 0 to 2n-1.
The ticks of the
n levels are contiguous, with the first tick being for level
n, the next 2 for level
n-1, the next 4 for level
n-2, up to the last 2n-1 for level 1.
Level 1 has the finest time resolution but the coarsest frequency resolution. Each level has half (coarser) the time resolution and double (finer) the frequency resolution as the previous level.