Normalised Partial Energy Sequence

Calculate the Normalised Power Energy Sequence for a given vector

Calculate the normalized partial energy sequence (NPES) for a given signal vector X.

If a particular transform is capable of capturing the key features of a signal in few coefficients, the NPES will approach unity for relatively quickly.

Ref: Percival and Walden, Wavelet Methods for Time Series Analysis, 2000. Pg 130.