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Haar: where the book changes

The basis that localizes, sister of Walsh

Walk the Haar coefficients by scale and position and see in which stretches of the book the changes concentrate.

The Walsh transform decomposes a signal according to which frequency (which subset of lines) it lives in. Haar's asks something else: where it changes. Its matrix is built by recursion: one constant row (the mean) and, for each scale and position, a wave that is +1 on the first half of its stretch and −1 on the second. Unlike Walsh, its rows have different norms (2 raised to the scale), which is why Parseval is written with those norms.

Applied to the King Wen sequence (position → hexagram number, the same signal as Walsh's and as the Fourier of the ring), the coefficients mark in which stretches of the book the irregularities gather.

The scalogram: coefficients by scale and position
2^02^12^22^32^42^5016324864

rows = scales (finer at the bottom) · green = positive coefficient, blue = negative · intensity = magnitude · box = the largest

64
orthogonal basis of 64 points
89440
Σf² = Σc²/norm² (Parseval)
exact
reconstruction from the basis
[48, 64)
stretch of the largest change
The largest coefficients (frozen)
scalestretch of the bookcoefficientenergy c²/norm²
2^2v [48, 64) (Lín … Qián)+1982450
2^2v [0, 16) (Kūn … Dùn)−1802025
2^4v [16, 20) (Shī … Huàn)−771482
2^5v [54, 56) (Duì … Lǚ)+481152
2^4v [48, 52) (Lín … Zhōng Fú)−61930
2^5v [62, 64) (Guài … Qián)+42882

The two largest live in the scale of the blocks (width 16): the stretches [0, 16) and [48, 64), the ends of the book by upper trigram. The irregularities of King Wen are not fine: they are in its block structure.

The trio is complete

The same King Wen signal, read in three orthogonal geometries of 64 points: Walsh is the cube (in which frequency), the Fourier of the ring is the circle (in which cyclic harmonic) and Haar is the localisation (where it changes). Three different questions about the same sequence.