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Forward and inverse wavelet transform
Learner III
Hi!
I'm trying to filter a time series using wavelets. What I want to do is this:
- Transform a time series to the wavelet domain using forward MODWT
- Select some of the dimensions/wavelets that I want to include in the reconstruction (ie. set weights of other dimensions/wavelets to zero)
- Then do an inverse MODWT to reconstruct the filtered signal
How do I accomplish this in RapidMiner? The problems I'm encountering are:
- I have not found a way to set the value in selected columns to zero on all rows (for a series object or an exampleset)
- If there were such an operator, it might only work on examplesets and not series objects, and I don't know how to convert a multivariate exampleset into a multivariate series ("Data To Series" operator forces me to choose exactly one attribute)
Please help!
Best regards,
Henri
I'm trying to filter a time series using wavelets. What I want to do is this:
- Transform a time series to the wavelet domain using forward MODWT
- Select some of the dimensions/wavelets that I want to include in the reconstruction (ie. set weights of other dimensions/wavelets to zero)
- Then do an inverse MODWT to reconstruct the filtered signal
How do I accomplish this in RapidMiner? The problems I'm encountering are:
- I have not found a way to set the value in selected columns to zero on all rows (for a series object or an exampleset)
- If there were such an operator, it might only work on examplesets and not series objects, and I don't know how to convert a multivariate exampleset into a multivariate series ("Data To Series" operator forces me to choose exactly one attribute)
Please help!
Best regards,
Henri
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