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About the time granularity

Open lovechang1986 opened this issue 3 years ago • 0 comments

Hello, thank you very much for your contribution to enable me to use Python for wavelet analysis. I have a question that I would like to ask, and I wonder if you are comfortable answering it. In your example data, the time granularity is seasonal, i.e. 0.25 years, and it is continuous full year data. Now I have a time series with a daily granularity, but only observations are available from 1 February to 30 November each year. There are two ways I can think of to do wavelet analysis on such data.

  1. fill all the days of the year for which there is no data with zeros, and then perform a wavelet analysis.
  2. Define the number of days in the year and define the period for which data is actually available as a year, i.e. 303 days. Afterwards perform a wavelet analysis and apply the definition of a year to all cycles of the analysis. My personal preference is to use the second approach, but is this theoretically feasible?

lovechang1986 avatar Oct 04 '22 11:10 lovechang1986