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How to implement scale-dependent Gaussian averaging using Morlet wavelet envelope in Python?
I'm trying to reproduce the scale-dependent Gaussian averaging of a time series as described in this paper: https://arxiv.org/pdf/1706.01126.pdf
The process involves performing a continuous wavelet ...
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Standard deviation of Morlet wavelet's Fourier transform
MATLAB has the complex Morlet Wavelet in the following form:
$$\psi(t) = \frac{1}{\sqrt{\pi f_b}}e^{\frac{-t^2}{f_b}}e^{j2\pi f_ct}$$
I arrived at its Fourier transform as shown below (another ...
