Finding wavelet coefficients by applying sliding window operation on multivariate signal.

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Hey friends!
I am trying to preprocess multivariate electrical signals (3 voltages, 3 currents) in timeseries form by applying sliding window operation. I know about the functions and how to use them. But I need to find wavelet coeffients of subsignals of complete signal (sliding window operation) and oraganize those coefficients in a sequence. Can anyone let me know about any built-in function or script for this type of customized signal processing?
Thanking in advance.

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