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MODWT×離散ウェーブレット変換×
分野時系列解析時系列解析
系統Process / pipelineProcess / pipeline
提唱年19951992
提唱者Donald B. PercivalIngrid Daubechies
種類Non-decimated multiresolution decompositionHierarchical signal decomposition
原典Percival, D. B., & Walden, A. T. (1995). Wavelet Methods for Time Series Analysis. Cambridge University Press. link ↗Daubechies, I. (1992). Ten Lectures on Wavelets. SIAM. DOI ↗
別名MODWT, Stationary wavelet transform, Undecimated DWTDWT, Daubechies wavelets, Haar wavelet
関連21
概要The maximal overlap discrete wavelet transform (MODWT) is a translation-invariant wavelet decomposition method that addresses a key limitation of the standard DWT: lack of shift invariance. Introduced by Percival and Walden (1995), MODWT applies the same wavelet filters at each scale without downsampling, producing an undecimated decomposition. Each detail and approximation coefficient array maintains the full length of the input signal, enabling both robust multi-scale analysis and translation-invariant feature extraction.The discrete wavelet transform (DWT) is a fast, computationally efficient method for decomposing signals into different frequency and time components using orthogonal or biorthogonal wavelet functions. Developed rigorously by Ingrid Daubechies (1992) and built on Mallat's multiresolution decomposition theory (1989), the DWT employs filter banks to recursively split a signal into approximation (low-frequency) and detail (high-frequency) components. It has become the foundation for signal processing applications ranging from compression to feature extraction.
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  3. PUBLISHED

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ScholarGate手法を比較: MODWT · Discrete Wavelet Transform. 2026-06-15に以下より取得 https://scholargate.app/ja/compare