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.

源代码在线查看: modwt_cir_shift_mra_bdry.m

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关键词: 时间序列 源码
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相关代码

				function [lower_bound, upper_bound] = modwt_cir_shift_mra_bdry(wtfname, N, J0)				% modwt_cir_shift_mra_bdry -- Calculate bounds of MODWT MRA coefficents affected by circular shift.				%				%****f* wmtsa.dwt/modwt_cir_shift_mra_bdry				%				% NAME				%   modwt_cir_shift_mra_bdry -- Calculate lower and upper bounds of 				%       MODWT MRA coefficients affected by circular shift for J0 levels.				%				% SYNOPSIS				%  [lower_bound, upper_bound] = modwt_cir_shift_mra_bdry(wtfname, N, J0)				%				% INPUTS				%   wtfname      - string containing name of a WMTSA-supported MODWT wavelet filter.				%   N            - number of data samples.				%   J0           - largest or partial level of MODWT.				%				% OUTPUTS				%   lower_bound  - J0x1 vector containing lower bound for each jth level.				%   upper_bound  - J0x1 vector containing upper bound for each jth level.				%				% SIDE EFFECTS				%   1.  wtfname is a WMTSA-supported wavelet, otherwise error.				%   2.  N > 0, otherwise error.				%   3.  J0 > 0, otherwise error.				%								% DESCRIPTION				%				%				% EXAMPLE				%				%				% NOTES				%				%				% ALGORITHM				%   See page 199 of WMTSA.				%				% REFERENCES				%   Percival, D. B. and A. T. Walden (2000) Wavelet Methods for				%     Time Series Analysis. Cambridge: Cambridge University Press.				%				% SEE ALSO				%   modwt_filter, modwt_cir_shift_mra_bdry_indices				%								% AUTHOR				%   Charlie Cornish				%				% CREATION DATE				%   2003-05-24				%				% COPYRIGHT				%				%				% REVISION				%   $Revision: 612 $				%				%***				  				% $Id: modwt_cir_shift_mra_bdry.m 612 2005-10-28 21:42:24Z ccornish $												usage_str = ['Usage:  [lower_bound, upper_bound] = ', mfilename, ...				             '(wtfname, N, J0)'];								%%  Check input arguments and set defaults.				error(nargerr(mfilename, nargin, [3:3], nargout, [0:2], 1, usage_str, 'struct'));								% Check for valid wavelet and get wavelet filter coefficients				try				  wtf_s = modwt_filter(wtfname);				catch				  rethrow(lasterror);				end				h = wtf_s.h;				g = wtf_s.g;				L = wtf_s.L;								error(argterr(mfilename, N, 'posint', [], 1, '', 'struct'));				error(argterr(mfilename, J0, 'posint', [], 1, '', 'struct'));												% Find boundaries for MODWT MRA for J0 levels.				for (j = 1:J0)				  [lower_boundary_indices, upper_boundary_indices] = ...				      modwt_cir_shift_mra_bdry_indices(wtfname, N, j);				  if (isempty(max(lower_boundary_indices)))				    lower_bound(j) = NaN;				  else				    lower_bound(j) = max(lower_boundary_indices);				  end;				  if (isempty(max(upper_boundary_indices)))				    upper_bound(j) = NaN;				  else				    upper_bound(j) = min(upper_boundary_indices);				  end;				end								return							

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