MODWTResult.scales

property MODWTResult.scales: NDArray[float64]

Physical scale 2^(j-1) of each level, in observations.

The scale \(\tau_j = 2^{j-1}\) is the width of the averages the level-\(j\) wavelet filter differences; the period band it responds to is \([2\tau_j, 4\tau_j)\), which periods gives directly.

Example

>>> rng = np.random.default_rng(0)
>>> MODWT(levels=4).transform(rng.standard_normal(256)).scales.tolist()
[1.0, 2.0, 4.0, 8.0]