30 June 2012

Re-reading (and re-reading again) the wavelet transform

So, a quick update: the lombcoeff function, which implements the Lomb unnormalized transform at one frequency, has been written and has a doc string; there was actually no problem with my code, I needed to reboot Octave; I may try compiling all of the Fortran libraries for x64 (or check if they already are, since I installed a 64-bit only system on the computer in question) and build Octave with 64-bit support; finally, I'll be writing a batch of tests this weekend based around a sum of a few sine curves, just to show how the function works (and I'll apply them across the whole suite, too. Once I've got sample data, it's pretty quick to extend.) The next step there is to write a test script using the Vostok data, and then I need to write a documentation file clearing up the source of that data (collected and documented by JR Petit et al, published in Nature, and available in tab-separated values from the NOAA's paleoclimatology site.) Currently in the /data folder is a CSV export of the .rda archives from the Mathias paper, but I think I may re-export them with a text file explaining each column, since the R export included various nonsense values around the data.

As for the nurealwavelet and fastnurealwavelet commands, I will need to study the code and the paper a few more times (I think I've read it at least five times so far) because neither section actually makes any sense to me. There is no nurealwavelet.R file, so nurealwavelet() in fastnu.c is not actually accessible from R, while the fast- version seems to have other problems. I get the feeling that I'm better off writing using only the paper as a guide when it comes to this transform, and I may not implement the fast- variation, since thus far the "fast" implementations have been orders of magnitude slower than their supposedly slower brethren (although I have a few ideas about accelerating them, mostly by changing how some math is handled and changing to switches from my current control structure. The second is easier to implement, and I will add that change before the more intricate changes I'm planning.)

In short, I'm back to work as usual, except for scratching my head over the wavelet transform. (I'll take some time now to read the paper Mathias cited, An introduction to wavelets, as it is available online and will most likely make my life easier.)

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