An S4 object containing multiresolution analysis information.
A list with element \(i\) comprised of a matrix containing the \(i\)th level wavelet detail.
A list with element \(i\) comprised of a matrix containing the \(i\)th level wavelet smooths.
A wt.filter object containing information for
the filter used in the decomposition. See help(wt.filter) for
details.
An integer value representing the level of wavelet decomposition.
A character string indicating the boundary method used in the wavelet decomposition. Valid values are "periodic" or "reflection".
The original time series, X, in matrix format.
A character string indicating the class of the input
series. Possible values are "ts", "mts",
"numeric", "matrix", or "data.frame".
A list containing the attributes information of the
original time series, X. This is useful if X is an
object of class ts or mts and it is desired to retain
relevant time information. If the original time series, X, is
a matrix or has no attributes, then attr.X is an empty list.
A character string indicating which type of wavelet decomposition was performed (either "dwt" or "modwt").
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for Time Series Analysis, Cambridge University Press.