Forward and inverse wavelet transform

djh

Hi!

I'm trying to filter a time series using wavelets. What I want to do is this:

- Transform a time series to the wavelet domain using forward MODWT
- Select some of the dimensions/wavelets that I want to include in the reconstruction (ie. set weights of other dimensions/wavelets to zero)
- Then do an inverse MODWT to reconstruct the filtered signal

How do I accomplish this in RapidMiner? The problems I'm encountering are:

- I have not found a way to set the value in selected columns to zero on all rows (for a series object or an exampleset)
- If there were such an operator, it might only work on examplesets and not series objects, and I don't know how to convert a multivariate exampleset into a multivariate series ("Data To Series" operator forces me to choose exactly one attribute)

Please help!

Best regards,
Henri