How can I do padding in continuous wavelet transform?

I want to use continuous wavelet transform for time series data.

CWT function in wavelet toolbox is just do symmetric padding the signal but I want more various padding.

How can I do that?

I know there is 'wextend' function for extend data, I don't know if It is useful for me or not.

Answer 1

[Umeshraja]

Hi @Leila Farahani,

To apply various padding methods before performing Continuous Wavelet Transform (CWT) in MATLAB, you can utilize the 'wextend' function from MATLAB's Wavelet Toolbox. This function offers multiple options for extending your signal.

Here's a concise example demonstrating how to apply CWT to a padded random signal:

% Create a sample signal
t = linspace(0, 1, 1000);
signal = sin(2*pi*10*t) + 0.5*sin(2*pi*50*t);


pad_length = 100; % Number of samples to pad on each side

% Choose a padding method
% Options include: 'zpd' (zero), 'sp0' (smooth padding of order 0), 'spd' , 
% 'sp1' (smooth padding of order 1), 'sym' (symmetric), 'symh' , 'symw' , 
% 'asym' , 'asymh' , 'asymw' , 'ppd' (periodic) , 'per' 

pad_method = 'ppd';
extended_signal = wextend(1, pad_method, signal, pad_length);

% Perform CWT on the extended signal
cwt(extended_signal)

You can trim the transform coefficients to match the length of the original signal. The padding methods you choose can impact the results, especially near the edges of your signal.

To know more about padding methods available in the 'wextend' function, refer to the following documentation:

https://www.mathworks.com/help/wavelet/ref/wextend.html#d126e152771