How to take wavelet transform of sparse input data

1. How do you choose a wavelet decomposition level?
2. What is DWT feature extraction?

How do you choose a wavelet decomposition level?

Theoretically, the maximum decomposition level (M) can be calculated as: M = log2 (N), where N is the series length. When conducting a wavelet-based ANN model, it needs to determine the most suitable decomposition level from 1 to M.

What is DWT feature extraction?

Feature extraction involves simplifying the amount of resources required to describe a large set of data accurately. DWT can be used for high dimensionality data analyses, such as image processing and image data analysis.