Multilevel Wavelet Decomposition Network (Pytorch)
This project is the pytorch implementation version of Multilevel Wavelet Decomposition Network.
https://arxiv.org/abs/1806.08946
And the code is a simple implementation of the prediction task part(mLSTM) of the paper.
Description
- The code simply implements twice wavelet decompositions,which can be further similarly expanded.
- The optimization part omits the use of mWDN for pre-training in the original paper.
Requirements
- pytorch == 0.4.0
- python == 3.6
Test Result Display
- Wavelet_LSTM : sequence_length=12, predict step=1 ,epochs=20,batch_size=32
