Hello, I have a high resolution time series of measurements, taken throughout a 24 hour period, that I would like to analyze on different time scales i.e look at the magnitude of the 1 sec variations, 5 sec variations, minute, hour etc. I figured I would use a the discrete wavelet transform and look at the different levels which should be on time scales of (2^N )*dt, where dt is my sampling rate of 10 ms. My data is normalized to 1 and I am seeing very large (>100) magnitude coefficients at higher wavelet levels and I was unsure if this was expected or I am doing something incorrectly. For example, % s is normalized time series data [c,l] = wavedec(s,20,'db4'); l(1), l(2) for ca20,cd20 = 4,4 and c(1:8) = 641.3052 623.5509 260.5610 165.5240 -41.9139 44.4042 99.4153 0 I will admit I am fairly new to wavelets, so this question may be trivial, but any insight would be helpful.

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12/20/2016 7:47:03 PM