Tell me this is not true: r2016b and CWT (continuos wavelet transform)

I was checking out the mathworks site for the new version of the CWT function http://www.mathworks.com/help/wavelet/ref/cwt.html and realised that cwt no longer supports user selectable wavelets such as cmorx.x, dbx, dmey etc. You only have three options : morse', 'amor', and 'bump'

Moreover you no longer can obtain the CWT of a signal at a specified scale, or, for that matter, at user selectable scales likewise c=cwt(signal,'scales,wavelet_type)

Strangely enough in the r2016b WaveletAnalyzer(ex wavemenu) the wavelet selection includes all the previous wavelets (cmorx.x, dbx, dmey, gaussx, haar). Moreover the user can select the scale, likewise in the old cwt.

Does that mean that there is no command line cwt command that apply these wavelets, and user scale selection???

Answer 1

[Walter Roberson]

The R2016b release notes say

Continuous Wavelet Transform: Analyze signals with improved automatic selection of wavelet and scales

This release provides an updated version of the continuous wavelet transform, cwt, and a new inverse transform, icwt, for reconstructing the original signal. These functions are easier to use because they have simple interfaces and include default values for the wavelet and scales and frequency and period ranges are easy to specify. When you use the updated cwt, which use analytic wavelets and L1 normalization, icwt produce a more accurate reconstruction.

Compatibility Considerations

The old version of cwt continues to work, however, updating existing code to use the new version of cwt is recommended. Both the old and updated versions use the same function name. The inputs to the function determine automatically which version is used.

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The documentation page for cwt says you can also look at https://www.mathworks.com/help/wavelet/ref/cwtold.html

[Paramonte]

Two comments: 1. I Sincerely hope that the old cwt version is not removed from future versions, since it is more powerfull as explained in my first messasage. From the release notes: _ "The old version of cwt continues to work, however, updating existing code to use the new version of cwt is recommended"_ it is implied that the new version is an update version of the old cwt which IS NOT. Actually the new cwt command code in r2016b looks a lot like the earlier code developed for the continuous wavelet transform, from the developers in the 80´s and 90´s. We see again inputs like "number of voices" and the like. Only three wavelet types are supported; morse', 'amor', and 'bump'.

2. If I want to obtain a cwt using say, the cmorx.x or the daubechies wavelet, I must use the old cwt. The new one is restricted to three wavelets only.

2. Would it not make more sense to rename the new r2016b CWT comand, instead of implying it should be used instead of the old cwt??

Why is the old cwt implemented in the new r2016b WaveletAnalyser gui, suposedely, intead of the new cwt, since with WaveletAnalyser the user can selected all the wavelets likewise the old cwt AND the scales are user selected!! (not in the new cwt)-

[Walter Roberson]

I have no idea what the intent of the developers was. I recommend you open a support case telling Mathworks that you need the old functionality and telling them they need to continue to support it.

[Paramonte]

I find this recent move in the r2016a wavelet toolbox quite frustrating.

The old cwt function also falls under the "not recomended" having been replaced by a function with the same name (cwt) which has less featutes then the old cwt as far as wavelet selection is concerned and also scale selection. But I have a theory about this recent move.

The Mathworks wanted to introduce synchrosqueezed wavelet transform /reassignement which honestly were features the wavelet community has been looking for in the wavelet toolbox. Well, matlab code for synchrosqueezing /reassignement has been around for quite a while using the Torrence et al. matlab code infraestrure.

This code has limitations, namely in the reduced aceptable wavelet families and in the way the scales are inputed to the algorithm using the voices concept, which realy puts off many users. In that regard when, several years ago the wavelet toolbox introduced the cwt (now called "old and not reccomended") the algorithm acepted user selectable scales and many orthogonal and non orthogonal wavelets. A breeze for many developers transitioning from the fourier based time-frequêncy analysis to the wavelet based time-scale analysis.

Many matlab users were expecting synchrosqueezing /reassignement being implemented if not as options in the old cwt function, or separated functions.

Well looks like the mathworks created a new cwt (same name as the old, no less)just recycling the old Torrence code, for which had to remove important features.

[Walter Roberson]

I recommend you open a support case telling Mathworks that you need the old functionality and telling them they need to continue to support it. You can visit https://www.mathworks.com/support/servicerequests/index.html and open a support case from there. Mathworks support does not follow this Answers facility.

(I do not work for Mathworks, and I do not use this facility.)

Answer 2

[Wayne King]

Paramonte, I posted this response on another thread where you posted a comment. I will repeat the essential content here. As I said in the other post, I would be very interested in engaging with you so please do contact me.

There was already CWTFT in the toolbox for a number of releases that used an FFT-based algorithm (that DFT-based approach to the CWT long preceded Torrence and Compo by the way). The new CWT algorithm features Morse wavelets, which have parameters that can be adjusted to give a very large family of analytic wavelets. In fact, most analytic wavelets in use are just special cases of Morse wavelets as was proved by Lilly and Olhede. We have received a lot of feedback from customers that they are confused by having to specify scales and in fact they quite often get the scale concept wrong and use scales that don't allow them to actually find the phenomena they are looking for. The old CWT had absolutely no defaults. The user had the burden of specifying everything. As I mentioned for many non-experts, having to pick a wavelet was daunting, never mind having to construct a meaningful scale vector. Scale for the wavelet transform should be logarithmically spaced for example and the scales should take into account the support of the wavelet. Neither of those things were built into the old CWT.

For time-frequency (time-scale) analysis which is a major use case for continuous wavelet analysis, many of the orthogonal or biorthogonal wavelets which are quite useful for discrete analysis are inappropriate and lead in many instances to people obtaining a misleading analysis of their data. Orthogonal and biorthogonal wavelets are designed for dyadic scales, which are much more widely spaced that the typical scales in continuous wavelet analysis.

Having said all that, if you want to use the old CWT, that interface still works. In fact, the new CWT parses the input and determines if you are using the old syntax. If so, it will give you the older algorithm. I would sincerely welcome the opportunity to discuss these things further. Feel free to contact me through my profile. I will respond. I would very much be interested in any specific use cases where the old CWT allows one to obtain some insight not obtainable with the new CWT. I am always very interested in getting feedback from users on how to make things better.

We never "not recommend" something lightly. That is not to say that somehow we are infallible, but a lot of thought and customer feedback goes into those decisions.

Hope that helps, Wayne

[Paul C]

Dear Wayne, thank you for this clarification. But the assumption that "most analytic wavelets are just special cases of Morse wavelets" is simply wrong: what if the wavelet is not defined by a combination of polynomial and exponential functions (in spectral domain)?? I am an extensive user of such functions and to me 2016b is simply no-go. It's quite incredible that Matlab would base its wavelet function on one paper (despite the usefulness of the Morse type wavelets) and suppress all other possibilities, as if 'research on that topic is over'. Very bad move in my opinion. I'll forward some more details to you directly.

Answer 3

[Wayne King]

Dear Paramonte, with respect to naming this is always a hard decision. The acronym CWT is well established so users look for it. Users also expressed some confusion at why we had CWT and CWTFT, and which one should they use. The new CWT algorithm also lends itself to an inverse algorithm which the old one did not, so now we have CWT and ICWT for the inverse. The ICWT accepts a frequency or period band input so you can do a frequency-localized reconstruction.

As I suggested, we specifically implemented the new CWT in a way that you can simply call the old one if you wish.

I would welcome a detailed discussion with you as I offered. But we have seen many users struggle with scale and specifying scales. For example, users will specify scales without taking into account the support of the analyzing wavelet. As a result they would have many scales where the wavelet extended well beyond the extent of their data. So in fact, they had no wavelet at all (there was not even one oscillation in the extent of the data). Or they would similarly use scales which were too small and therefore did not provide any wavelet analysis.

Also, as you are no doubt aware, the scale-to-frequency conversion is not equally good for all wavelets. For the Morse wavelets and the default we use, it is quite good because that wavelet is symmetric and well-localized in the Fourier domain. That is also true of the 'bump' wavelet and 'amor' (Morlet) wavelets supported by the new CWT.

For example, here is the default Morse wavelet in the Fourier domain with a vertical line at its predicted center frequency

omega = 0:0.001:(2*pi);
psihat = omega.^20.*0.0051.*exp(-omega.^3);
plot(omega,psihat); grid on; hold on;
title('Default Morse Wavelet -- Fourier Domain');
plot([(20/3)^(1/3) (20/3)^(1/3)],[0 2.5],'k')

You see that this is perfectly symmetric in the Fourier domain. That is certainly not the case with most of the orthogonal and biorthogonal wavelets, like the 'db' family. In those cases, scale to frequency is not so well defined because the wavelet is not symmetric in the Fourier domain and the bandwidth is much larger.

Also, in the new CWT we use L1 normalization which is much more natural in time-frequency analysis than the L2 normalization used in the older CWT. With L1 normalization, a sine wave of amplitude A, results in wavelet coefficients at the appropriate scale with magnitude A. In the older CWT, the magnitude of an oscillatory component in the wavelet coefficients depended on the scale.

We believe there are many other advantages of the new implementation in addition to the few I have mentioned. I would be very happy to discuss those and compare and contrast those at length with you.

Thank you again for your interest and for engaging in this way. As you said it is helpful for all.

Wayne

Answer 4

[Paramonte]

Dear Wayne Thank you for your reply, we always learn something from it. The wavelet area is quite demanding in many ways and these discussions always add something to learn.

I would like to comment on your reply. I disagree that users are "confused by having to specify scales". A find the scale concept very easy to grasp, basically is the inverse of the frequency multiplied by some constant dependent on the wavelet type. I find it more complex, having to select at least two variables- 'VoicesPerOctave','NumOctaves' to be able to lock the transform to my frequency band of interest, be it realistic or unrealistic, as long as the Nyquist theorem is not violated.

I sent messages to various dsp experts and matlab wavelet users I know, asking them what 'VoicesPerOctave' would mean in the continuous wavelet context and nobody knew what to say. Moreover looking to the mathworks cwt online help about these two parameters, no explanation is present besides the defaults etc. Also no examples. Most of the provided examples just use the new cwt with two inputs, so the defaults are applied, and that is not illustrative. I gather that the scal2freq function is not important anymore in this new view.

One of the attractive features of the continuous wavelet transform it is its redundancy and ability to get the transform for any desired frequency or frequency band, to be able to obtain for instance, the energy time marginals in a given frequency band of indeed a single frequency/scale. I don't think the frequency/scale in the cwt has to be logarithmic, such as should be for the dwt. I would think that cwt redundancy allows us to obtain the transform in any scale/frequency within the Nyquist range. And in many time-scale representations in the medical field (bio-signal processing) it is highly desirable to have the frequency axis running linearly instead of logarithmically. And I would suppose you can do that with the cwt.

Nevertheless, from what I have read in the TMW site about the new cwt function I find it a new toolbox function with some new very interesting features, albeit reduced (or none) help for the Name-Value Pair Arguments which are crucial for developers that want to migrate from the old cwt to the new version.

One thing that bothers me the most is the fact that the new function has been named has the old one with explicit recommendation not to use the old one. Why not keep both (with different naming). Is mathworks trying to steer users away from the old cwt? Actually much of this discussion would be pointless if both functions would be kept with different names.

[Walter Roberson]

I disagree that users are "confused by having to specify scales"

Please remember the difference between "I find this easy to understand" and "Most users find this easy to understand" and "All users find this easy to understand".

Uneducated person: "Heavy objects fall faster than light objects" (gravity is misunderstood)

Grade school / high school / most undergraduates: "Gravity is easy, it is just a constant acceleration"

Quantum theorist / theoretical astrophysicist: "Gravity is one of the most mysterious forces in the Universe. Some of the best minds in the world have been trying to figure out gravity for the last hundred years, and there is so much we don't understand about it!"

[SamIAm]

As someone who has recently learned about wavelets and started using them: Specifying scales was confusing, but I easily found references and learned how to do it for wavelets I had clear descriptions of. 'voices per octave', on the other hand, took me a lot of digging and trial and error to find info on. I still haven't found sufficient descriptions of exactly how the Morse wavelets are parameterized by matlab, and what the defaults are. I'm less bothered by the new version of cwt than I am extremely frustrated by the lack of detail and clarity in the documentation. For instance, I did not realize until this post that the old version was called if I gave different inputs to the function call, nor that the old version used L2 and the new version L1. I knew something screwy was going on with the normalization but couldn't figure out what. Is there a list of all the available Name-Value argument pairs somewhere? A list of all values you can get returned, and how they relate to the default plot matlab makes?

I know there was a helper function for plotting the output from the old cwt, and I was trying to use that to figure out how to interpret the output of the new cwt, but have yet to successfully make a similar plot manually (which I was trying to do in part to verify that I understood the autoplot and return values quantitatively).

Answer 5

[Paramonte]

I know these things are quite subjective sometimes. But the concept of period (T) or frequency (F=1/T) of a periodic waveform is basic in the calculus syllabus. Although in the wavelet context things are not exactly the same as this, one may loosely associate the scale to the duration of the wavelet.