wavenoise.m

使用小波熵法对电力负荷时间序列进行预测。

load noisbump; x=noisbump;
wname='sym6';lev=5;
[c,l]=wavedec(x,lev,wname);
sigma=wnoisest(c,l,1);
alpha=2;
thr=wbmpen(c,l,sigma,alpha);
keepapp=1;
xd=wdencmp('gbl',c,l,wname,lev,thr,'s',keepapp);
figure;subplot(211);plot(x);subplot(212);plot(xd);