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.
% 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) =
I will admit I am fairly new to wavelets, so this question may be trivial, but any insight would be helpful.