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Discrete Wavelet Transform Operator interpretation
panos
Hello,
I am involved in a project of wind output forecasting. What I want to do to begin with is decompose the time series of wind output into some high frequency coefficients and a low frequency coefficient.
When I use the DWT operator of RM, I cannot understand the result. I end up with a single series of values (forward Haar...dim_1). Is there somewhere in this outcome the coefficients I am looking for?
When I set the parameter to MODWT I end up with multiple series (dim1,2...). Are these the wavelet coefficients? And which one is the low frequency one?
Thank you.
Regards,
Panos
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