I have decomposed this time series data in 5 levels using Discrete Wavelet Transform Daubechies 4.
I am trying to understand what kind of information one can extract from applying DWT to a time series.
I will not tell you where this data comes from, to see if you reach a conclusion that corresponds to the truth.
The original data has 512 samples and encompasses 256 seconds.
Decomposing the data in 5 levels gives me this:
The blue line is the low frequency coefficients and the red line is the high frequency coefficients
What kind of information can you gather from these graphs and their respective values? Can you see the signal frequency? What level contains the main frequency? What other information can you extract from these?
Please explain it in layman's terms, cause my math is little bit rusty.