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感谢大佬博主，传送门

代码可直接运行

import numpy as np
import matplotlib.pyplot as plt

import pywt
import pywt.data


ecg = pywt.data.ecg()

data1 = np.concatenate((np.arange(1, 400),
                        np.arange(398, 600),
                        np.arange(601, 1024)))
x = np.linspace(0.082, 2.128, num=1024)[::-1]
data2 = np.sin(40 * np.log(x)) * np.sign((np.log(x)))

mode = pywt.Modes.smooth


def plot_signal_decomp(data, w, title):
    """Decompose and plot a signal S.
    S = An + Dn + Dn-1 + ... + D1
    """
    w = pywt.Wavelet(w)#选取小波函数
    a = data
    ca = []#近似分量
    cd = []#细节分量
    for i in range(5):
        (a, d) = pywt.dwt(a, w, mode)#进行5阶离散小波变换
        ca.append(a)
        cd.append(d)

    rec_a = []
    rec_d = []

    for i, coeff in enumerate(ca):
        coeff_list = [coeff, None] + [None] * i
        rec_a.append(pywt.waverec(coeff_list, w))#重构

    for i, coeff in enumerate(cd):
        coeff_list = [None, coeff] + [None] * i
        if i ==3:
            print(len(coeff))
            print(len(coeff_list))
        rec_d.append(pywt.waverec(coeff_list, w))

    fig = plt.figure()
    ax_main = fig.add_subplot(len(rec_a) + 1, 1, 1)
    ax_main.set_title(title)
    ax_main.plot(data)
    ax_main.set_xlim(0, len(data) - 1)

    for i, y in enumerate(rec_a):
        ax = fig.add_subplot(len(rec_a) + 1, 2, 3 + i * 2)
        ax.plot(y, 'r')
        ax.set_xlim(0, len(y) - 1)
        ax.set_ylabel("A%d" % (i + 1))

    for i, y in enumerate(rec_d):
        ax = fig.add_subplot(len(rec_d) + 1, 2, 4 + i * 2)
        ax.plot(y, 'g')
        ax.set_xlim(0, len(y) - 1)
        ax.set_ylabel("D%d" % (i + 1))


#plot_signal_decomp(data1, 'coif5', "DWT: Signal irregularity")
#plot_signal_decomp(data2, 'sym5',
#                   "DWT: Frequency and phase change - Symmlets5")
plot_signal_decomp(ecg, 'sym5', "DWT: Ecg sample - Symmlets5")


plt.show()

展示：