Struct StreamingMODWT 

pub struct StreamingMODWT<T: SignalType> {
    pub max_levels: usize,
    /* private fields */
}

Streaming MODWT implementation for multi-level real-time processing

Uses an incremental O(L × filter_len) algorithm with SIMD acceleration, computing only the new coefficients when a tick arrives rather than recomputing the entire window.

Performance

For a DB4 wavelet (L=8) with 4 levels:

• Incremental: O(4 × 8) = O(32) operations per tick
• Uses AVX2 SIMD when available for the convolution
• Zero-allocation in the hot path

Target latency: ~0.5-1.0 μs per tick

Fields

max_levels: usize

Maximum decomposition levels

Implementations

impl<T: SignalType + 'static> StreamingMODWT<T>

pub fn new( wavelet: Box<dyn Wavelet>, window: WindowConfig, max_levels: usize, ) -> Self

Create new streaming MODWT with incremental algorithm

Arguments

• wavelet - The wavelet to use for decomposition
• window - Window configuration (history_size derived from window.size)
• max_levels - Number of decomposition levels

pub fn update(&mut self, tick: T) -> Result<Option<StreamingMODWTResult<T>>>

Process a single tick through the MODWT pyramid

Uses the incremental O(L × filter_len) algorithm with SIMD acceleration. Zero-allocation in the hot path.

Returns

Returns Some(result) with the latest coefficients if ready, None if still warming up (insufficient samples for all levels).

pub fn wavelet_history(&self, level: usize) -> Option<&VecDeque<T>>

Get the rolling history of wavelet coefficients for a specific level

Useful for computing variance, volatility, or other statistics over recent coefficients without batch recomputation.

pub fn scaling_history(&self) -> &VecDeque<T>

Get the rolling history of scaling coefficients

pub fn latest_wavelets(&self) -> Vec<T>

Get the latest wavelet coefficients (one per level)

pub fn latest_scaling(&self) -> T

Get the latest scaling coefficient

pub fn tick_count(&self) -> u64

Get total ticks processed

pub fn is_ready(&self) -> bool

Check if the processor has enough data for all levels

pub fn clear(&mut self)

Clear all buffers and state

pub fn wavelet(&self) -> &dyn Wavelet

Get reference to the wavelet used by this transform