sktime.transformations.panel.dwt

class sktime.transformations.panel.dwt.DWTTransformer(num_levels=3)[source]

Bases: sktime.transformations.base._PanelToPanelTransformer

The Discrete Wavelet Transform Transformer. This class performs the Haar wavelet transformation on a time series.

Parameters

num_levels (int, number of levels to perform the Haar wavelet) – transformation.

transform(X, y=None)[source]
Parameters

X (a pandas dataframe of shape = [n_samples, num_dims]) – The training input samples.

Returns

dims – = [n_samples, num_dims]

Return type

a pandas data frame of shape