pymultifracs.psd.wavelet_estimation

pymultifracs.psd.wavelet_estimation(signal, fs, n_moments, j2=None, wt='db')

PSD estimation based on Wavelet coefficients

The PSD is estimated using wavelet_analysis.

Parameters:

signalndarray, shape (n_samples,)

Time series

fsfloat

Sampling frequency of the signal

n_momentsint

Number of vanishing moments of the Daubechies wavelet used in the wavelet transform.

Returns:

psdPSD