waveletwavelet-transformpywavelets

Python package for maximal overlap discrete wavelet transform(MODWT)


I have to use python to reproduce results from a paper where MODWT is used. I'm currently using pywt and it only has stationary wavelet transform(SWT). I research a little bit and it seems there is currently no package for MODWT and I also find that many say SWT and MODWT are the same thing. But the results from MODWT using MATLAB and SWT from python are different. Is there any package in python that I can use to perform MODWT directly? Or could I achieve the results in MODWT using SWT?


Solution

  • Recently, I have read the book on wavelet,

    Percival, D. B., and A. T. Walden. Wavelet Methods for Time Series Analysis. Cambridge, UK: Cambridge University Press, 2000

    Following it, I carried out the algorithms for modwt and multiresolution analysis using python. The python code can be find in the github here. Maybe it is useful to you.