1.1 - 8.10 - Wavelet Transform Functions (ML Engine) - Teradata Vantage

Teradata Vantage™ - Machine Learning Engine Analytic Function Reference

Product
Teradata Vantage
Release Number
1.1
8.10
Release Date
October 2019
Content Type
Programming Reference
Publication ID
B700-4003-079K
Language
English (United States)

Discrete Wavelet Transform (DWT) is a time-frequency analysis tool for which the wavelets are discretely sampled. DWT is different from the Fourier transform, which provides frequency information on the whole time domain. A key advantage of DWT is that it provides frequency information at different time points.

Wavelet transform functions implement the Mallat algorithm (an iterate algorithm in the DWT field) and apply wavelet transform on multiple sequences simultaneously, or perform the inverse of this process.

Function Description
DWT (ML Engine) Implements Mallat algorithm and applies wavelet transform on multiple sequences simultaneously.
DWT2D (ML Engine) DWT for 2-dimensional matrixes.
IDWT (ML Engine) Inverse of DWT.
IDWT2D (ML Engine) Inverse of DWT2D.