- All Implemented Interfaces:
ITransformation<double[]>, IVectorTransform
public class HilbertTransform
extends java.lang.Object
implements IVectorTransform
Calculates the Hilbert transform of a time series. For this implementation,
the definition as given in "Non-isometric transforms in time series
classification using DTW" by Tomasz Gorecki and Maciej Luczak (2014) is used.
The Hilbert transform f = {f(k): k = 1 to n} of a time series
T = {T(i): i = 1 to n } is defined as
f(k) = sum_{i=1, i!=k}^{n} f(i) / (k-i).