Examples

Here are some examples of wavelet transforms and associated analyses.

Wavelet transform

Wavelet transform of white noise using a CauchyWavelet with parameter α=10. This parameter specifies the time-frequency resolution of the transform. For larger α-values the frequency resolution is increased on the cost of a lower time resolution and vice-versa.

The wavelet transform is performed for 64 different scales equally spaced in the range [10, 100].

using ContinuousWavelet;
using Plots;
using Random: randn;
gr();

X = randn(1024);
wav = CauchyWavelet(10.0);
scales = LinRange(10,100, 64)
wt = ContinuousWaveletTransform(wav, scales);
wX = transform(wt, X);

contourf(wX)

Wavelet synthesis

TODO

Coherence analysis

TODO