# DWT
# Usage
This function is used to calculate 1d discrete wavelet transform of a numerical series.
Name: DWT
Input: Only support a single input series. The type is INT32 / INT64 / FLOAT / DOUBLE.
Parameters:
method
: The type of wavelet. May select 'Haar', 'DB4', 'DB6', 'DB8', where DB means Daubechies. User may offer coefficients of wavelet transform and ignore this parameter. Case ignored.coef
: Coefficients of wavelet transform. When providing this parameter, use comma ',' to split them, and leave no spaces or other punctuations.layer
: Times to transform. The number of output vectors equals . Default is 1.
Output: Output a single series. The type is DOUBLE. The length is the same as the input.
Note: The length of input series must be an integer number power of 2.
# Examples
# Haar wavelet transform
Input series:
+-----------------------------+---------------+
| Time|root.test.d1.s1|
+-----------------------------+---------------+
|1970-01-01T08:00:00.000+08:00| 0.0|
|1970-01-01T08:00:00.100+08:00| 0.2|
|1970-01-01T08:00:00.200+08:00| 1.5|
|1970-01-01T08:00:00.300+08:00| 1.2|
|1970-01-01T08:00:00.400+08:00| 0.6|
|1970-01-01T08:00:00.500+08:00| 1.7|
|1970-01-01T08:00:00.600+08:00| 0.8|
|1970-01-01T08:00:00.700+08:00| 2.0|
|1970-01-01T08:00:00.800+08:00| 2.5|
|1970-01-01T08:00:00.900+08:00| 2.1|
|1970-01-01T08:00:01.000+08:00| 0.0|
|1970-01-01T08:00:01.100+08:00| 2.0|
|1970-01-01T08:00:01.200+08:00| 1.8|
|1970-01-01T08:00:01.300+08:00| 1.2|
|1970-01-01T08:00:01.400+08:00| 1.0|
|1970-01-01T08:00:01.500+08:00| 1.6|
+-----------------------------+---------------+
SQL for query:
select dwt(s1,"method"="haar") from root.test.d1
Output series:
+-----------------------------+-------------------------------------+
| Time|dwt(root.test.d1.s1, "method"="haar")|
+-----------------------------+-------------------------------------+
|1970-01-01T08:00:00.000+08:00| 0.14142135834465192|
|1970-01-01T08:00:00.100+08:00| 1.909188342921157|
|1970-01-01T08:00:00.200+08:00| 1.6263456473052773|
|1970-01-01T08:00:00.300+08:00| 1.9798989957517026|
|1970-01-01T08:00:00.400+08:00| 3.252691126023161|
|1970-01-01T08:00:00.500+08:00| 1.414213562373095|
|1970-01-01T08:00:00.600+08:00| 2.1213203435596424|
|1970-01-01T08:00:00.700+08:00| 1.8384776479437628|
|1970-01-01T08:00:00.800+08:00| -0.14142135834465192|
|1970-01-01T08:00:00.900+08:00| 0.21213200063848547|
|1970-01-01T08:00:01.000+08:00| -0.7778174761639416|
|1970-01-01T08:00:01.100+08:00| -0.8485281289944873|
|1970-01-01T08:00:01.200+08:00| 0.2828427799095765|
|1970-01-01T08:00:01.300+08:00| -1.414213562373095|
|1970-01-01T08:00:01.400+08:00| 0.42426400127697095|
|1970-01-01T08:00:01.500+08:00| -0.42426408557066786|
+-----------------------------+-------------------------------------+