- SERIES_SPEC
- Specify the SERIES_SPEC of the input time series.
- FUNC_PARAMS
-
Name Data Type Description WAVELET VARCHAR (128) Name of the wavelet. Option families and names are: - Daubechies: 'db1' or 'haar', 'db2', 'db3', .... ,'db38'
- Coiflets: 'coif1', 'coif2', ... , 'coif17'
- Symlets: 'sym2', 'sym3', ... ,' sym20'
- Discrete Meyer: 'dmey'
- Biorthogonal: 'bior1.1', 'bior1.3', 'bior1.5', 'bior2.2', 'bior2.4', 'bior2.6', 'bior2.8', 'bior3.1', 'bior3.3', 'bior3.5', 'bior3.7', 'bior3.9', 'bior4.4', 'bior5.5', 'bior6.8'
- Reverse Biorthogonal: 'rbio1.1', 'rbio1.3', 'rbio1.5' 'rbio2.2', 'rbio2.4', 'rbio2.6', 'rbio2.8', 'rbio3.1', 'rbio3.3', 'rbio3.5', 'rbio3.7','rbio3.9', 'rbio4.4', 'rbio5.5', 'rbio6.8'
If this parameter is specified, then do not include a second input series for the function. If this parameter is not specified, then include a second input series to provide the filter.Data type is case-sensitive.
MODE VARCHAR (128) Signal extension mode. Options are: - symmetric, sym, symh
- reflect, symw
- smooth, spd, sp1
- constant, sp0
- zero, zpd
- periodic, ppd
- periodization, per
- antisymmetric, asym, asymh
- antireflect, asymw
Data type is case-insensitive.
LEVEL Integer Level of decomposition. Valid values are [1,15]. Default is 1. PART CHAR Indicator that partial decomposition result is needed. Valid values are ‘a’ or ‘d’, corresponding to the approximation or the detail of the decomposition result. Data type is case-insensitive.
- INPUT_FMT
- [Optional] The INPUT_MODE parameter has the following options:
- ONE2ONE: Both the primary and secondary series specifications contain a series name which identifies the two series in the function.
- MANY2ONE: The MANY specification is the primary series declaration. The secondary series specification contains a series name that identifies the single secondary series.
- MATCH: Both series are defined by their respective SERIES_SPEC(INSTANCE_NAME()) declarations.
- OUTPUT_FMT
- [Optional] The INDEX_STYLE of the output format is NUMERICAL_SEQUENCE.