Hi Stefan & community,
I am incorporating wavelets into my model. I have noticed that on some time intervals the wavelets produce an output that is longer than the input by one row. I I am putting in 150 rows I would get back 151 rows. Is this something anyone is familiar with? Also as a solution would I simply remove the top row of the column before merging? I want to make sure that I am not creating any look-ahead bias. Thank you!