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Transformer

DWTTransformer

API referenceSource
MultivariateUnequal-length series

Discrete Wavelet Transform Transformer.

Performs the Haar wavelet transformation on a time series.

Quickstart

python
from sktime.transformations.dwt import DWTTransformer

estimator = DWTTransformer(num_levels=3)

Tags

Capabilities

  • Multivariate
  • Unequal-length series
  • Inverse transform: Not supported
  • Missing values: Not supported
  • Removes missing values: Not supported
  • Equalizes series length: Not supported

Properties

Input typescitype:transform-input
Series
Output typescitype:transform-output
Series
Label typescitype:transform-labels
None
Fit is emptyfit_is_empty
Yes
Keeps the time indextransform-returns-same-time-index
No
Requires Xrequires_X
Yes
Requires yrequires_y
No
X and y need the same indexX-y-must-have-same-index
No

Parameters(1)

num_levelsint, number of levels to perform the Haar wavelet
transformation.

Examples

>>> from sktime.transformations.dwt import DWTTransformer
>>> from sktime.datasets import load_airline
>>> from sktime.datatypes import convert
>>> 
>>> y = load_airline ()
>>> transformer = DWTTransformer (num_levels = 3)
>>> y_transformed = transformer. fit_transform (y)