import numpy as np from typing import Dict, Any, List, Optional from ..core import DecompResult from ..registry import MethodRegistry try: import pywt _HAS_PYWT = True except ImportError: _HAS_PYWT = False def _reconstruct_from_levels( coeffs: List[np.ndarray], keep_levels: List[int], wavelet: str, target_len: int, ) -> np.ndarray: rec_coeffs: List[Optional[np.ndarray]] = [] for idx, coeff in enumerate(coeffs): if idx in (keep_levels or []): rec_coeffs.append(np.copy(coeff)) else: rec_coeffs.append(np.zeros_like(coeff)) recon = pywt.waverec(rec_coeffs, wavelet) if recon.shape[0] > target_len: recon = recon[:target_len] elif recon.shape[0] < target_len: pad = target_len - recon.shape[0] recon = np.pad(recon, (0, pad), mode="edge") return recon @MethodRegistry.register("WAVELET") def wavelet_decompose( y: np.ndarray, params: Dict[str, Any], ) -> DecompResult: """ Wavelet-based multi-scale decomposition using PyWavelets. """ if not _HAS_PYWT: raise ImportError("PyWavelets (pywt) is required for wavelet decomposition. Install 'pywt'.") cfg = params.copy() wavelet_name = cfg.get("wavelet", "db4") level = cfg.get("level") wavelet = pywt.Wavelet(wavelet_name) max_level = pywt.dwt_max_level(len(y), wavelet.dec_len) if level is None: level = max(1, min(5, max_level)) coeffs = pywt.wavedec(y, wavelet, level=level) num_coeffs = len(coeffs) trend_levels = cfg.get("trend_levels") season_levels = cfg.get("season_levels") if trend_levels is None: trend_levels = [0] if season_levels is None and num_coeffs > 2: season_levels = [1, 2] elif season_levels is None: season_levels = [idx for idx in range(1, num_coeffs)] trend = _reconstruct_from_levels(coeffs, trend_levels, wavelet_name, len(y)) season = _reconstruct_from_levels(coeffs, season_levels, wavelet_name, len(y)) residual = y - trend - season return DecompResult( trend=trend, season=season, residual=residual, meta={ "method": "WAVELET", "params": cfg, "coeffs_shapes": [c.shape for c in coeffs] }, )