brick.wall: Replace Boundary Wavelet Coefficients with Missing Values
Description
Sets the first $n$ wavelet coefficients to NA.Usage
brick.wall(x, wf, method="modwt")
dwpt.brick.wall(x, wf, n.levels, method="modwpt")
Arguments
x
DWT/MODWT/DWPT/MODWPT object
wf
Character string; name of wavelet filter
n.levels
depth of the wavelet transform
Value
- Same object as
x only with some missing values.
Details
The fact that observed time series are finite causes boundary issues.
One way to get around this is to simply remove any wavelet coefficient
computed involving the boundary. This is done here by replacing
boundary wavelet coefficients with NA.References
Lindsay, R. W., D. B. Percival and D. A. Rothrock (1996).
The discrete wavelet transform and the scale anlaysis of the
surface properties of sea ice,
IEEE Transactions on Geoscience and Remote Sensing, 34,
No.~3, 771-787. Percival, D. B. and A. T. Walden (2000)
Wavelet Methods for Time Series Analysis,
Cambridge University Press.