Wavelet Transform

Description
<span></span><p dir="ltr"><span>Wavelets (</span><a href="http://en.wikipedia.org/wiki/Wavelet"><span>http://en.wikipedia.org/wiki/Wavelet</span></a><span>) have a large number of applications in science and engineering. We are specifically interested in wavelet transforms of 1D signals. </span></p><br/><p dir="ltr"><span><b>The Problem</b></span></p><br/><p dir="ltr"><span>Given a 1D signal and a specification of wavelet type, return a wavelet transform of the signal using some wavelet.</span></p><br/><p dir="ltr"><span><b>The Interface</b></span></p><br/><span>Should take the input signal as a double[], along with whatever other parameters are necessary (which wavelet to use, etc.). There are any number of transforms one might use for this, more are better but try to keep the interface simple. The resulting transform should be returned as a double[].</span><div><span><br/></span></div><div><span></span><p dir="ltr"><span>The Algorithm</span></p><br/><p dir="ltr"><span>It will probably be easiest to build on top of a preexisting library. A good start might be jwave (<a href="http://code.google.com/p/jwave/">http://code.google.com/p/jwave/</a>).</span></p><br/><p dir="ltr"><span>We also posted a bounty for denoising, which should be easy to do in tandem with this bounty.</span></p><br/><span>We encourage a brief description of submitted algorithms, including links to whatever testing data you used.</span><span><br/></span></div>
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