The discrete Hilbert wavelet transforms (DHWTs) for seasonal and time-varying time series analysis. Transforms include the usual orthogonal (decimated), maximal-overlap (non-decimated) and maximal-overlap packet transforms.
dwt.hilbert(x, wf, n.levels = 4, boundary = "periodic", ...)dwt.hilbert.nondyadic(x, ...)
idwt.hilbert(y)
modwt.hilbert(x, wf, n.levels = 4, boundary = "periodic", ...)
imodwt.hilbert(y)
modwpt.hilbert(x, wf, n.levels = 4, boundary = "periodic")
Hilbert wavelet transform object (list).
Real-valued time series or vector of observations.
Hilbert wavelet pair
Number of levels (depth) of the wavelet transform.
Boundary treatment, currently only periodic and
reflection.
Additional parametes to be passed on.
An object of S3 class dwt.hilbert.
B. Whitcher
Selesnick, I. (200X). IEEE Signal Processing Magazine
Selesnick, I. (200X). IEEE Transactions in Signal Processing
Whither, B. and P.F. Craigmile (2004). Multivariate Spectral Analysis Using Hilbert Wavelet Pairs, International Journal of Wavelets, Multiresolution and Information Processing, 2(4), 567--587.
hilbert.filter