How to apply biorthogonal wavelets in time series?
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I would like to employ a bior3.5 on a time series using the matlab dataset DM_USD.
I have read the page regarding image processing (https://www.mathworks.com/help/wavelet/gs/image-reconstruction-with-biorthogonal-wavelets.html) but I cannot employ it in time series. The code I have prepared is
load DM_USD % the double DM_USD is 347x1 vector
[LoD,HiD,LoR,HiR] = wfilters('bior3.5');
[c1,s1] = wavedec2(DM_USD,5,LoD,HiD);
However, I cannot derive a matrix of 347 time point and 5 frequencies, as I would expect.
Could someone help me on this please?
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