This repository contains Python scripts to compute wavelet analyses as explain in the book:
Donald Percival and Andrew Walden. Wavelet Methods for Time Series Analysis. Cambridge Series in Statistical and Probabilistic Mathematics
To see the repository with Binder, please click below:
The notebooks contains examples to reproduce some of the figures from the book:
Please click here to see examples from chapter 4:
Please click here to see examples from chapter 5:
Please click here to see examples from chapter 6 - Discrete Wavelet Packet Transform:
Please click here to see examples from chapter 6 - Maximal Overlap Discrete Wavelet Packet Transform:
Please click here to see examples from chapter 6 - Best Basis Algorithm: