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