## Thursday, October 27, 2016

### 1D Haar Wavelet Up-Down Spikes

Introduction

HWTs are used to detect significant changes in signal values. In this post, I formalize the claim that some changes can be characterized as signal spikes. Specifically, four types of spikes are proposed: up-down triangle, up-down trapezoid, down-up triangle, and down-up trapezoid. The difference between up-down and down-up spikes is the relative positions of the climb and decline segments. In trapezoid spikes, flat segments are always in between the climb and decline segments, regardless of their relative positions. In this post, I will formalize up-down spikes and leave a similar formalization of down-up spikes for my next post.

Up-Down Spikes

Fig. 1 shows up-down triangle and trapezoid spikes.  In this figure, the lower graphs represent the possible values of the corresponding Haar wavelets at a chosen scale k

 Fig. 1. Up-down spikes.

Up-down spikes describe signals that first increase and then, after an optional flat segment, decrease. Formally, a spike is a nine element tuple whose elements are real numbers in Fig. 2.
 Fig. 2. Formal characterization of a spike.
The first two elements, and, are the abscissae of the beginning and end of the spike’s climb segment, respectively, when the wavelet coefficients of the 1D HWT increase. If and are the k-th scale wavelet coefficient ordinates at and respectively, then the climb segment of the spike is measured by the angle The decline angle of a spike is characterized by and where andare the abscissae of the beginning and end of the spike’s decline segment, respectively, when the wavelet coefficients decrease. If and are the k-th scale wavelet coefficient ordinates at and respectively, then the decline segment of the spike is measured by the angle .
For a trapezoid up-down spike, the flat segment is characterized byand where and are the abscissae of the beginning and end of the spike’s flat segment, respectively, over which the wavelet coefficients either remain at the same ordinate or have minor ordinate fluctuations. If and are the k-th scale wavelet coefficients corresponding to and respectively, the spike’s flatness angle is . The absolute values of are close to 0.