Description: A series of .c and .m files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary -- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.
A set of commands is provided. For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. -A series of. C and. M files which allow one to perform univariate and bivariate wavelet analysis of discrete time series. Noother wavelet package is necessary- everything is contained in this archive. The C-code computes the DWT and maximal overlap DWT. MATLAB routines are then used to compute such quantities as the wavelet variance, covariance, correlation, cross-covariance and cross-correlation. Approximate confidence intervals are available for all quantities except the cross-covariance and cross-correlation.A set of commands is provided . For a description of this example, please see http://www.eurandom.tue.nl/whitcher/software/. Platform: |
Size: 37888 |
Author:yupenghui |
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Description: 随着新的数学工具小波分析的实用化为基于NN负荷预测模型性能的改善提供了理论依据对于电力系统负荷非线性时间序列的辨识在预测方法研究中应给予重视在本文所用的基于小波原理和NN融合的预测原理是具有强的非线性时间序列的辩能力由研究和仿真表明它能有效提高预测的精度-with new mathematical tools wavelet analysis based on NN into practical load forecasting model to improve the performance of the rationale On the basis for the power system load nonlinear time series forecasting methods in literacy research should give importance to the use of paper Based on wavelet theory and NN fusion principle is the forecast of strong nonlinear time series by the dialectical capacity of research and simulation shows it can effectively improve the accuracy of forecasts Platform: |
Size: 93184 |
Author:bluebowl |
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Description: WMTSA toolbox is an implemenation for MATLAB of the wavelet methods for
time series analysis techniques presented in:
Percival, D. B. and A. T. Walden (2000) Wavelet Methods for
Time Series Analysis. Cambridge: Cambridge University Press.
Platform: |
Size: 2129920 |
Author:黄同成 |
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Description: c++做的小波分析程序，用小波神经网络来对时间序列进行预测。-c++ to do the wavelet analysis procedures, using wavelet neural network to time series prediction. Platform: |
Size: 6144 |
Author:李建伟 |
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Description: 时间序列分析中很用的源码,书的原名为时间序列分析的小波方法.-Time series analysis is used in the source, the book formerly known as time series analysis of the wavelet method. Platform: |
Size: 5355520 |
Author:南伟 |
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Description: 这是一本关于小波在时间序列和ＰＯＳＳＩＯＮ过程分析中应用的一本好书，国外很多高校都用它作教材！-This is the one on the wavelet in time series analysis and Possion application process a good book, a lot of colleges and universities abroad to use it for teaching! Platform: |
Size: 1301504 |
Author:南伟 |
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Description: 交互小波分析及其一致性分析，用于分析两个相关的时间序列之间存在的相互关系及一致性。-Cross-wavelet analysis and consistency analysis for the analysis of time series between the two related to the relationship between the existence and consistency. Platform: |
Size: 215040 |
Author:孙 |
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Description: Maximal Overlap Discrete Wavelet Transformation, implemented in C.
Shift invariant transform, useful for application of multiresolution time series analysis. Includes basic Wavelet coefficients Haar, Daubechies, Least Asymmetric.-Maximal Overlap Discrete Wavelet Transformation, implemented in C.
Shift invariant transform, useful for application of multiresolution time series analysis. Includes basic Wavelet coefficients Haar, Daubechies, Least Asymmetric. Platform: |
Size: 15360 |
Author:sefstrat |
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Description: Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The
code provided here is based on wavelet methodology developed in Percival and Walden (2000)
Gencay, Selcuk and Whitcher (2001) the dual-tree complex wavelet transform (CWT) from
Kingsbury (1999, 2001) as implemented by Selesnick and Hilbert wavelet pairs (Selesnick
2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and
R code available at the book website(s) below.-Basic wavelet routines for time series (1D), image (2D) and array (3D) analysis. The
code provided here is based on wavelet methodology developed in Percival and Walden (2000)
Gencay, Selcuk and Whitcher (2001) the dual-tree complex wavelet transform (CWT) from
Kingsbury (1999, 2001) as implemented by Selesnick and Hilbert wavelet pairs (Selesnick
2001, 2002). All figures in chapters 4-7 of GSW (2001) are reproducible using this package and
R code available at the book website(s) below. Platform: |
Size: 1160192 |
Author:Christian Hagglof |
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Description: 这是一个小波分析软件，可用来进行时间序列信号的分段分析。-this is a software for wavelet analysis and it can be used to segment and analyze the time series signals Platform: |
Size: 2048 |
Author:宋岳 |
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Description: 基于小波域隐马尔可夫模型的时间序列分析_平滑_插值和预测-Based on Wavelet Domain Hidden Markov Model analysis of time series interpolation and forecasting _ smooth _ Platform: |
Size: 522240 |
Author:胡瑾秋 |
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Description: 在matlab下时间序列分析ARMA模型的建立和预测程序ARMA-Under the matlab time series analysis and forecasting ARMA model procedures for ARMA Platform: |
Size: 2048 |
Author:b181 |
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Description: morlet小波变换的周期性分析程序，分析长时间序列的周期性-morlet periodic wavelet analysis program, analysis of long time series of the periodic Platform: |
Size: 3072 |
Author:兰州 |
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Description: Information of crop phenology is essential for evaluating crop productivity and crop management. Therefore we developed a new
method for remotely determining phenological stages of paddy rice. The method consists of three procedures: (i) prescription of multi-
temporal MODIS/Terra data (ii) filtering time-series Enhanced Vegetation Index (EVI) data by time-frequency analysis and (iii)
specifying the phenological stages by detecting the maximum point, minimal point and inflection point from the smoothed EVI time
profile. Applying this method to MODIS data, we determined the planting date, heading date, harvesting date, and growing period in
2002. And we validated the performance of the method against statistical data in 30 paddy fields. As for the filtering, we adopted wavelet
-Information of crop phenology is essential for evaluating crop productivity and crop management. Therefore we developed a new
method for remotely determining phenological stages of paddy rice. The method consists of three procedures: (i) prescription of multi-
temporal MODIS/Terra data (ii) filtering time-series Enhanced Vegetation Index (EVI) data by time-frequency analysis and (iii)
specifying the phenological stages by detecting the maximum point, minimal point and inflection point from the smoothed EVI time
profile. Applying this method to MODIS data, we determined the planting date, heading date, harvesting date, and growing period in
2002. And we validated the performance of the method against statistical data in 30 paddy fields. As for the filtering, we adopted wavelet
Platform: |
Size: 334848 |
Author:Pham Duy Tien |
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Description: 时间序列小波分析详细步骤,能帮助你快速熟悉matlab小波工具箱-Wavelet analysis of time series detailed steps that can help you quickly familiar with matlab wavelet toolbox Platform: |
Size: 519168 |
Author:颜栋 |
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Description: This document describes the feature by feature the use of Wavelet Methods for Time Series Analysis. Platform: |
Size: 385024 |
Author:rupek |
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Description: 利用多因素小波变换和多变量时间序列模型的日前电价预测-Prediction of a day ahead electricity price using multivariate wavelet transform and multivariate time series model Platform: |
Size: 687104 |
Author:乔永静 |
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Description: 比较分析了传统滤波方法对金融数据去噪的缺陷 , 提出采用小波分析对金融时间序列进行去噪 。根 据 Donoho 提出的小波去噪中的非线性阈值理论 , 结合金融时间序列的特点 , 分析了相应去噪参数的选取问题 。 以深圳成份指数数据为例进行实验 , 结果表明了该方法的有效性 -This paper analyzes the shortcomings of traditional filtering methods in denoising financial data, and proposes the denoising of financial time series using wavelet analysis. According to Donoho s theory of nonlinear threshold in wavelet denoising and the characteristics of financial time series, the selection of corresponding denoising parameters is analyzed. Taking Shenzhen component index data as an example, the results show that the method is effective Platform: |
Size: 9216 |
Author:李云 |
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