PyWavelets
feature request: synchrosqueezed wavelet transform
Original feature request by @gabsee at https://github.com/scipy/scipy/issues/6888:
Is anyone savvy enough to add the new Wavelet Synchrosqueezed Transform (wsst) (including inverse iwsst) to SciPy?
WSST has recently been implemented in MATLAB (R2016a): https://au.mathworks.com/help/wavelet/ref/wsst.html
The method is based on these two papers:
- I. Daubechies, I., J. Lu, and H. T. Wu. "Synchrosqueezed Wavelet Transforms: an Empricial Mode Decomposition-like Tool", Applied and Computational Harmonic Analysis. Vol. 30(2), pp. 243–261.
- Thakur, G., E. Brevdo, N. S. Fučkar, and H. T. Wu. "The Synchrosqueezing algorithm for time-varying spectral analysis: robustness properties and new paleoclimate applications." Signal Processing. Vol. 93, pp. 1079–1094.
The second one contains the algorithm and is available from arxiv.
I have used this method a few times for research projects and it is fantastic! However, I am new to Python, so am unable to implement this (just yet). Availability of wsst/iwsst in SciPy would convince me to give up Matlab for good.
Many thanks for considering :)
Seems interesting. There's Matlab code at https://github.com/ebrevdo/synchrosqueezing, but that's not usable right now. I've requested the author to add a license: https://github.com/ebrevdo/synchrosqueezing/issues/2
Looks interesting, but not something I have experience with.
There is an R port of that Matlab toolbox that is under an incompatible LGPL-2 license (https://cran.r-project.org/web/packages/SynchWave/index.html). Let's see wait and see what the author of that Matlab toolbox says regarding it's license.
Thanks for considering this! I wish I could do this but my Python experience is too young ...
Here's an example of the difference between CWT and WSST for a bit of data
From: http://www.hydrol-earth-syst-sci.net/20/4439/2016/
WSST is a pretty neat method, devised by the "mother" of wavelet transforms ...
Hi!
Any update about this issue? Is there any implementation of wsst in Python in this library or somewhere else?
It appears that the https://github.com/ebrevdo/synchrosqueezing repo was placed under 2-clause BSD license about a week ago.
This is great news! I was planning to port such library in Python (or at least part of it). Now that there is a license I think it should be possible to start this project and to share it on GitHub. What do you think?
This is great news! I was planning to port such library in Python (or at least part of it). Now that there is a license I think it should be possible to start this project and to share it on GitHub. What do you think?
I think there would be a lot of interest and it would be a good fit within PyWavelets. Rather than try porting the full toolbox at once, I would start with just the forward synchrosqueezed transform, ideally built based on the existing pywt.cwt implementation for the CWT.
@SebMilardo Have you worked on an implementation so far? I'm considering it, maybe we could collaborate.
This is now available as https://github.com/OverLordGoldDragon/ssqueezepy, which looks really good.
@OverLordGoldDragon's comment at https://github.com/PyWavelets/pywt/issues/543#issuecomment-722651267 indicates it will stay a separate package. If there is interest in the future to merge the packages, that is still feasible. But @OverLordGoldDragon's reasoning about PR review and maintenance bandwidth on PyWavelets being (s)low still applies, so let me close this feature request now.
Thanks all!