# modwtLayer

Maximal overlap discrete wavelet transform (MODWT) layer

## Description

A MODWT layer computes the MODWT and MODWT multiresolution analysis (MRA) of the input. Use of this layer requires Deep Learning Toolbox™.

## Creation

### Description

creates a MODWT layer. By
default, the layer computes the MODWTMRA to level 5 using the Daubechies least-asymmetric
wavelet with four vanishing moments (`layer`

= modwtLayer`'sym4'`

) .

The input to `modwtLayer`

must be a `dlarray`

(Deep Learning Toolbox) object in
`"CBT"`

format. The size of the time dimension of the tensor input must
be greater than or equal to 2^{Level}, where Level is the
transform level of the MODWT. `modwtLayer`

formats the output as
`"SCBT"`

. For more information, see Layer Output Format.

**Note**

The object initializes the weights internally for use as wavelet filters in the MODWT. It is not recommended to initialize the weights directly.

creates a MODWT layer with properties
specified by name-value arguments. For example, `layer`

= modwtLayer(`Name=Value`

)```
layer =
modwtLayer(Wavelet="haar")
```

creates a MODWT layer that uses the Haar wavelet.
You can specify the wavelet and the level of decomposition, among others.

## Properties

### MODWT

`Wavelet`

— Orthogonal wavelet

`"sym4"`

(default) | character vector | string scalar

This property is read-only.

Name of an orthogonal wavelet used in the MODWT, specified as a character vector or a string scalar.

Orthogonal wavelets are designated as type 1 wavelets in the wavelet manager.
Valid built-in orthogonal wavelet families begin with `'haar'`

,
`'db`

,
*N*'`'fk`

,
*N*'`'coif`

,
*N*'`'bl`

,
*N*'`'han`

,
*SR*.*LP*'`'sym`

, *N*'`'vaid'`

, or
`'beyl'`

. Use `waveinfo`

with the wavelet family
short name to see supported values for any numeric suffixes and how to interpret those
values. For example, `waveinfo("han")`

.

For a wavelet specified by *wname*, the associated lowpass and
highpass filters `Lo`

and `Hi`

, respectively, are
`[~,~,Lo,Hi] = wfilters(`

.*wname*)

**Data Types: **`char`

| `string`

`LowpassFilter,HighPassFilter`

— Initial wavelet filter pair

even-length real-valued vectors

This property is read-only.

Initial wavelet filter pair, specified as a pair of even-length real-valued
vectors. The lengths of the vectors must be equal. `LowpassFilter`

and `HighpassFilter`

must correspond to the lowpass and highpass
filters, respectively, associated with an orthogonal wavelet. You can use `isorthwfb`

to determine
orthogonality.

```
[~,~,Lo,Hi] = wfilters("db2");
[tf,checks] = isorthwfb(Lo,Hi);
```

`[]`

and
`modwtLayer`

uses `Wavelet`

to determine the
filters used in MODWT.
You cannot specify both a wavelet name and a wavelet filter pair.

**Example: **```
layer =
modwtLayer('LowpassFilter',Lo,'HighpassFilter',Hi)
```

**Data Types: **`single`

| `double`

`Level`

— Transform level

`5`

(default) | positive integer

This property is read-only.

Transform level to compute the MODWT, specified as a positive integer less than or
equal to `floor(log2(`

, where
*N*))*N* is the size of the layer input in the time dimension.

**Data Types: **`single`

| `double`

`Boundary`

— Boundary condition

`"periodic"`

(default) | `"reflection"`

This property is read-only.

Boundary condition to use in the computation of the MODWT, specified as one of these:

`"periodic"`

— The signal is extended periodically along the time dimension. The number of wavelet coefficients equals the size of the signal in the time dimension.`"reflection"`

— The signal is reflected symmetrically along the time dimension at the terminal end before computing the MODWT. The number of wavelet coefficients returned is twice the length of the input signal.

`SelectedLevels`

— Selected levels

`1:``Level`

(default) | vector

`Level`

This property is read-only.

Selected levels for `modwtLayer`

to output, specified as a vector
of positive integers less than or equal to `Level`

.

**Data Types: **`single`

| `double`

`IncludeLowpass`

— Include lowpass coefficients

`true`

or `1`

(default) | `false`

or `0`

This property is read-only.

Include lowpass coefficients, specified as a numeric or logical
`1`

(`true`

) or `0`

(`false`

). If specified as `true`

, the MODWT layer
includes the `Level`

th level lowpass (scaling) coefficients in the
MODWT, or `Level`

th level smooth in the MODWTMRA.

**Data Types: **`logical`

`AggregateLevels`

— Aggregate selected levels

`false`

or `0`

(default) | `true`

or `1`

This property is read-only.

Aggregate selected levels, specified as a numeric or logical `1`

(`true`

) or `0`

(`false`

). If
specified as `true`

, the MODWT layer aggregates the selected levels
and lowpass level (if `IncludeLowpass`

is `true`

)
of each input channel by summation. If `AggregateLevels`

is
`true`

, the size of the output in the spatial dimension is
`1`

. For more information, Compare modwtLayer Output with modwt and modwtmra Outputs.

**Data Types: **`logical`

`Algorithm`

— Algorithm

`"MODWTMRA"`

(default) | `"MODWT"`

This property is read-only.

Algorithm `modwtLayer`

uses to compute the output, specified as one
of these:

`"MODWTMRA"`

— Compute the maximal overlap discrete wavelet transform based multiresolution analysis.`"MODWT"`

— Compute the wavelet coefficients of the maximal overlap discrete wavelet transform.

For more information, see Comparing MODWT and MODWTMRA.

### Layer

`WeightLearnRateFactor`

— Multiplier for weight learning rate

`0`

(default) | nonnegative scalar

Multiplier for weight learning rate, specified as a nonnegative scalar. If not
specified, this property defaults to zero, resulting in weights that do not update
with training. You can also set this property using the `setLearnRateFactor`

(Deep Learning Toolbox) function.

The learnable parameter `'Weights'`

in
`modwtLayer`

is a two-row matrix of the current filter pair. The
first row is the lowpass filter and the second row is the highpass filter. By default,
the weights are the lowpass and highpass filters associated with the default wavelet
and do not update.

**Data Types: **`single`

| `double`

`Name`

— Layer name

`''`

(default) | character vector | string scalar

Layer name, specified as a character vector or a string scalar.
For `Layer`

array input, the `trainNetwork`

(Deep Learning Toolbox), `assembleNetwork`

(Deep Learning Toolbox), `layerGraph`

(Deep Learning Toolbox), and
`dlnetwork`

(Deep Learning Toolbox) functions automatically assign
names to layers with the name `''`

.

**Data Types: **`char`

| `string`

`NumInputs`

— Number of inputs

`1`

(default)

This property is read-only.

Number of inputs of the layer. This layer accepts a single input only.

**Data Types: **`double`

`InputNames`

— Input names

`{'in'}`

(default)

This property is read-only.

Input names of the layer. This layer accepts a single input only.

**Data Types: **`cell`

`NumOutputs`

— Number of outputs

`1`

(default)

This property is read-only.

Number of outputs of the layer. This layer has a single output only.

**Data Types: **`double`

`OutputNames`

— Output names

`{'out'}`

(default)

This property is read-only.

Output names of the layer. This layer has a single output only.

**Data Types: **`cell`

## Examples

### Use `modwtLayer`

in Deep Learning Network

Create a MODWT layer to compute the multiresolution analysis for the input signal. Use a coiflet wavelet with order 5. Set the transform level to 8. Only keep the details at levels 3, 5, and 7, and the approximation.

layer = modwtLayer(Wavelet="coif5",Level=8, ... SelectedLevels=[3,5,7],Name="MODWT");

Create a `dlnetwork`

object containing a sequence input layer, a MODWT layer, and an LSTM layer. For a level-8 decomposition, set the minimum sequence length to 2^8 samples. To work with an LSTM layer, a flatten layer is also needed before the LSTM layer to collapse the spatial dimension into the channel dimension.

mLength=2^8; sqLayer = sequenceInputLayer(1,Name="input",MinLength=mLength); layers = [sqLayer layer flattenLayer lstmLayer(10,Name="LSTM") ]; dlnet = dlnetwork(layers);

Run a batch of 10 random single-channel signals through the `dlnetwork`

object. Inspect the size and dimensions of the output. The flatten layer has collapsed the spatial dimension.

dataout = dlnet.forward(dlarray(randn(1,10,2000,'single'),'CBT')); size(dataout)

`ans = `*1×3*
10 10 2000

dims(dataout)

ans = 'CBT'

### Compare `modwtLayer`

Output with `modwt`

and `modwtmra`

Outputs

Load the Espiga3 electroencephalogram (EEG) dataset. The data consists of 23 channels of EEG sampled at 200 Hz. There are 995 samples in each channel. Save the multisignal as a `dlarray`

, specifying the dimensions in order. `dlarray`

permutes the array dimensions to the `"CBT"`

shape expected by a deep learning network.

load Espiga3 [N,nch] = size(Espiga3); x = dlarray(Espiga3,"TCB");

Use `modwt`

and `modwtmra`

to obtain the MODWT and MRA of the multisignal down to level 6. By default, `modwt`

and `modwtmra`

use the `sym4`

wavelet.

lev = 6; wt = modwt(Espiga3,lev); mra = modwtmra(wt);

**Compare with modwt**

Create a MODWT layer that can be used with the data. Set the transform level to 6. Specify the layer to use MODWT to compute the output. By default, the layer uses the `sym4`

wavelet.

`mlayer = modwtLayer(Level=lev,Algorithm="MODWT");`

Create a two-layer `dlnetwork`

object containing a sequence input layer and the MODWT layer you just created. Treat each channel as a feature. For a level-6 decomposition, set the minimum sequence length to 2^6.

mLength = mlayer.Level; sqInput = sequenceInputLayer(nch,MinLength=2^mLength); layers = [sqInput mlayer]; dlnet = dlnetwork(layers);

Run the EEG data through the `forward`

method of the network.

dataout = forward(dlnet,x);

The `modwt`

and `modwtmra`

functions return the MODWT and MRA of a multichannel signal as a 3-D array. The first, second, and third dimensions of the array correspond to the wavelet decomposition level, signal length, and channel, respectively. Convert the network output to a numeric array. Permute the dimensions of the network output to match the function output. Compare the network output with the `modwt`

output.

q = extractdata(dataout); q = permute(q,[1 4 2 3]); max(abs(q(:)-wt(:)))

ans = 8.4402e-05

Choose a MODWT result from `modwtLayer`

. Compare with the corresponding channel in the EEG data. Plot each level of the `modwtLayer`

output. Different levels contain information about the signal in different frequency ranges. The levels are not time aligned with the original signal because the layer uses the MODWT algorithm.

channel = 10; t = 100:400; subplot(lev+2,1,1) plot(t,Espiga3(t,channel)) ylabel("Original EEG") for k=2:lev+1 subplot(lev+2,1,k) plot(t,q(k-1,t,channel)) ylabel(["Level ",k-1," of MODWT"]) end subplot(lev+2,1,lev+2) plot(t,q(lev+1,t,channel)) ylabel(["Scaling","Coefficients","of MODWT"]) set(gcf,Position=[0 0 500 700])

**Compare with modwtmra**

Create a second network similar to the first network, except this time specify that `modwtLayer`

use the MODWTMRA algorithm and aggregate the fourth, fifth, and sixth levels. Do not include the lowpass level in the aggregation.

sLevels = [4 5 6]; mlayer = modwtLayer(Level=lev, ... SelectedLevels=sLevels, ... IncludeLowpass=0, ... AggregateLevels=1); layers = [sqInput mlayer]; dlnet2 = dlnetwork(layers);

Run the EEG data through the `forward`

method of the network. Convert the network output to a numeric array. Permute the dimensions as done previously.

dataout = forward(dlnet2,x); q = extractdata(dataout); q = permute(q,[1 4 3 2]);

Aggregate the fourth, fifth, and sixth levels of the MRA. Compare with the network output.

mraAggregate = sum(mra(sLevels,:,:)); max(abs(q(:)-mraAggregate(:)))

ans = 2.1036e-04

Inspect a MODWTMRA result from the layer. Compare with the corresponding channel in the EEG data. By choosing only the fourth, fifth, and six levels, and not including the lowpass component, the layer removes several high and low frequency components from the signal. The transformed signal is smoother than the original signal and the low frequency components are removed so that the offset is closer to 0. The output is time aligned with the original signal because the layer uses the default MODWTMRA algorithm. Depending on your goal, preserving time alignment can be useful.

channel = 10; t = 100:400; figure hold on plot(t, Espiga3(t,channel)) plot(t,q(1,t,1,channel)) hold off legend(["Original EEG", "Layer Output"], ... Location="northwest")

### Comparing MODWT and MODWTMRA

This example demonstrates the differences between the MODWT and MODWTMRA. The MODWT partitions a signal's energy across detail coefficients and scaling coefficients. The MODWTMRA projects a signal onto wavelet subspaces and a scaling subspace.

Choose the `sym6`

wavelet. Load and plot an electrocardiogram (ECG) signal. The sampling frequency for the ECG signal is 180 hertz. The data are taken from Percival and Walden (2000), p.125 (data originally provided by William Constantine and Per Reinhall, University of Washington).

load wecg t = (0:numel(wecg)-1)/180; wv = 'sym6'; plot(t,wecg) grid on title(['Signal Length = ',num2str(numel(wecg))]) xlabel('Time (s)') ylabel('Amplitude')

Take the MODWT of the signal.

wtecg = modwt(wecg,wv);

The input data are samples of a function $$f(x)$$ evaluated at $$N$$ time points. The function can be expressed as a linear combination of the scaling function $$\varphi (x)$$ and wavelet $$\psi (x)$$at varying scales and translations: $$f(x)=\sum _{k=0}^{N-1}{c}_{k}\phantom{\rule{0.16666666666666666em}{0ex}}{2}^{-{J}_{0}/2}\varphi ({2}^{-{J}_{0}}\phantom{\rule{0.16666666666666666em}{0ex}}x-k)+\sum _{j=1}^{{J}_{0}}{f}_{j}(x),$$ where $${f}_{j}(x)=\sum _{k=0}^{N-1}{d}_{j,k}\phantom{\rule{0.16666666666666666em}{0ex}}{2}^{-j/2}\phantom{\rule{0.16666666666666666em}{0ex}}\psi ({2}^{-j}x-k)$$ and $${J}_{0}$$ is the number of levels of wavelet decomposition. The first sum is the coarse scale approximation of the signal, and the $${f}_{j}(x)$$ are the details at successive scales. MODWT returns the $$N$$ coefficients $$\{{c}_{k}\}$$and the $$({J}_{0}\times N)$$ detail coefficients $$\{{d}_{j,k}\}$$ of the expansion. Each row in `wtecg`

contains the coefficients at a different scale.

When taking the MODWT of a signal of length $$N,$$ there are $$\text{floor}({\mathrm{log}}_{2}(N))$$ levels of decomposition by default. Detail coefficients are produced at each level. Scaling coefficients are returned only for the final level. In this example, $$N=2048$$, $${J}_{0}=\text{floor}(\mathrm{log}2(2048))=11,$$ and the number of rows in `wtecg`

is $${J}_{0}+1=11+1=12$$.

The MODWT partitions the energy across the various scales and scaling coefficients: $${||X||}^{2}=\sum _{j=1}^{{J}_{0}}{||{W}_{j}||}^{2}+{||{V}_{{J}_{0}}||}^{2},$$ where $$X$$ is the input data, $${W}_{j}$$ are the detail coefficients at scale $$j$$, and $${V}_{{J}_{0}}$$ are the final-level scaling coefficients.

Compute the energy at each scale, and evaluate their sum.

energy_by_scales = sum(wtecg.^2,2); Levels = {'D1';'D2';'D3';'D4';'D5';'D6';... 'D7';'D8';'D9';'D10';'D11';'A11'}; energy_table = table(Levels,energy_by_scales); disp(energy_table)

Levels energy_by_scales _______ ________________ {'D1' } 14.063 {'D2' } 20.612 {'D3' } 37.716 {'D4' } 25.123 {'D5' } 17.437 {'D6' } 8.9852 {'D7' } 1.2906 {'D8' } 4.7278 {'D9' } 12.205 {'D10'} 76.428 {'D11'} 76.268 {'A11'} 3.4192

energy_total = varfun(@sum,energy_table(:,2))

`energy_total=`*table*
sum_energy_by_scales
____________________
298.28

Confirm the MODWT is energy-preserving by computing the energy of the signal and comparing it with the sum of the energies over all scales.

energy_ecg = sum(wecg.^2); max(abs(energy_total.sum_energy_by_scales-energy_ecg))

ans = 7.4402e-10

Take the MODWTMRA of the signal.

mraecg = modwtmra(wtecg,wv);

MODWTMRA returns the projections of the function $$f(x)$$ onto the various wavelet subspaces and final scaling space. That is, MODWTMRA returns $$\sum _{k=0}^{N-1}{c}_{k}\phantom{\rule{0.16666666666666666em}{0ex}}{2}^{-{J}_{0}/2}\varphi ({2}^{-{J}_{0}}\phantom{\rule{0.16666666666666666em}{0ex}}x-k)$$ and the $${J}_{0}$$-many $$\{{f}_{j}(x)\}$$evaluated at $$N$$ time points. Each row in `mraecg`

is a projection of $$f(x)$$ onto a different subspace. This means the original signal can be recovered by adding all the projections. This is not true in the case of the MODWT. Adding the coefficients in `wtecg`

will not recover the original signal.

Choose a time point, add the projections of $$f(x)$$ evaluated at that time point, and compare with the original signal.

time_point = 1000; abs(sum(mraecg(:,time_point))-wecg(time_point))

ans = 3.0846e-13

Confirm that, unlike MODWT, MODWTMRA is not an energy-preserving transform.

energy_ecg = sum(wecg.^2); energy_mra_scales = sum(mraecg.^2,2); energy_mra = sum(energy_mra_scales); max(abs(energy_mra-energy_ecg))

ans = 115.7053

The MODWTMRA is a zero-phase filtering of the signal. Features will be time-aligned. Show this by plotting the original signal and one of its projections. To better illustrate the alignment, zoom in.

plot(t,wecg,'b') hold on plot(t,mraecg(4,:),'-') hold off grid on xlim([4 8]) legend('Signal','Projection','Location','northwest') xlabel('Time (s)') ylabel('Amplitude')

Make a similar plot using the MODWT coefficients at the same scale. Features will not be time-aligned. The MODWT is not a zero-phase filtering of the input.

plot(t,wecg,'b') hold on plot(t,wtecg(4,:),'-') hold off grid on xlim([4 8]) legend('Signal','Coefficients','Location','northwest') xlabel('Time (s)') ylabel('Amplitude')

## More About

### Layer Output Format

`modwtLayer`

formats the output as
`"SCBT"`

, a sequence of 1-D images where the image height corresponds to
the level of the wavelet transform, the second dimension corresponds to the channel, the
third dimension corresponds to the batch, and the fourth dimension corresponds to time. The
*k*th row, where

, contains the *k* ≤ Level*k*th level detail of the
signal. The `(`

th row contains the
`Level`

+1)`Level`

th level smooth of the signal.

You can feed the output of

`modwtLayer`

unchanged to a 1-D convolutional layer when you want to convolve along the level (`"S"`

) dimension. For more information, see`convolution1dLayer`

(Deep Learning Toolbox).To feed the output of

`modwtLayer`

to a 1-D convolutional layer when you want to convolve along the time (`"T"`

) dimension, you must place a flatten layer after the`modwtLayer`

. For more information, see`flattenLayer`

(Deep Learning Toolbox).You can feed the output of

`modwtLayer`

unchanged to a 2-D convolutional layer when you want to convolve along the level (`"S"`

) and time (`"T"`

) dimensions. For more information, see`convolution2dLayer`

(Deep Learning Toolbox).To use

`modwtLayer`

as part of a recurrent neural network, you must place a flatten layer after the`modwtLayer`

. For more information, see`lstmLayer`

(Deep Learning Toolbox) and`gruLayer`

(Deep Learning Toolbox).To use the output of

`modwtLayer`

with a fully connected layer as part of a classification workflow, you must reduce the time (`"T"`

) dimension of the output so that it is of size 1. To reduce the time dimension of the output, place a global pooling layer before the fully connected layer. For more information, see`globalAveragePooling2dLayer`

(Deep Learning Toolbox) and`fullyConnectedLayer`

(Deep Learning Toolbox).

## Version History

**Introduced in R2022b**

## See Also

### Apps

- Deep Network Designer (Deep Learning Toolbox)

### Functions

### Objects

`cwtLayer`

|`stftLayer`

(Signal Processing Toolbox) |`dlarray`

(Deep Learning Toolbox) |`dlnetwork`

(Deep Learning Toolbox)

### Topics

- Practical Introduction to Multiresolution Analysis
- Deep Learning in MATLAB (Deep Learning Toolbox)
- List of Deep Learning Layers (Deep Learning Toolbox)

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