summarily and Clearly Speaking, There is a Time series Data Set (Suppose 1000 Sample), I take 100 first sample (0 to 99) and get wavelet and reconstruct it (or equivalently, denoise it), Next Shift the window by 1 (1 to 100) and do so again, Just Like Move Mean Algorithm. But There is an issue, I see high fluctuation in the signal edge (see red rectangle in below figure). **What is the cause of this phenomena? **# Is This a regular behavior?
Or What is wrong?**
How can I get rolling wavelet?