Module wpt 

Wavelet Packet Transform (WPT) and Inverse WPT

The Wavelet Packet Transform provides a more flexible time-frequency decomposition than the standard DWT by decomposing both approximation and detail coefficients at each level, creating a full binary tree of coefficients.

This is particularly useful for financial applications where different frequency bands may contain important information at different time scales.

See Also

• Transform behavior and trade-offs (including WPT): docs/TRANSFORMS_GUIDE.md

Structs

NodeId

Node identifier in the WPT tree

WPNode

WPT tree node

WPTConfig

Configuration for WPT

WPTResult

Result of WPT decomposition

Enums

CostFunction

Cost function for best basis selection

Functions

best_basis

Find the best basis using a cost function

iwpt

Inverse Wavelet Packet Transform

reconstruct_node

Reconstruct a parent node from its two children

validate_basis

Validate that a set of nodes forms a complete basis

wpt

Perform Wavelet Packet Transform