initfilterdaub_dwt_discrete.m

计算时间序列的Hurst系数有许多方法

 0.001655
 -0.001637
 0.001620
 -0.001603
 0.001587
 -0.001571
 0.001555
 -0.001539
 0.001524
 -0.001509
 0.001495
 -0.001480
 0.001466
 -0.001453
 0.001439
 -0.001426
 0.001413
 -0.001400
 0.001387
 -0.001375
 0.001363
 -0.001351
 0.001339
 -0.001328
 0.001316
 -0.001305
 0.001294
 -0.001283
 0.001273
 -0.001262
 0.001252
 -0.001242
 0.001232
 -0.001222
 0.001213
 -0.001203
 0.001194
 -0.001185
 0.001176
 -0.001167
 0.001158
 -0.001150
 0.001141
 -0.001133
 0.001125
 -0.001116
 0.001108
 -0.001100
 0.001093
 -0.001085
 0.001077
 -0.001070
 0.001063
 -0.001055
 0.001048
 -0.001041
 0.001034
 -0.001027
 0.001020
 -0.001014
 0.001007
 -0.001001
 0.000994
 -0.000988
 ];
  nI = 155;
end
if regu==5
  I = [ -0.001014
 0.001019
 -0.001024
 0.001028
 -0.001033
 0.001038
 -0.001043
 0.001047
 -0.001052
 0.001057
 -0.001062
 0.001067
 -0.001073
 0.001078
 -0.001083
 0.001088
 -0.001093
 0.001099
 -0.001104
 0.001110
 -0.001115
 0.001121
 -0.001126
 0.001132
 -0.001138
 0.001144
 -0.001150
 0.001156
 -0.001162
 0.001168
 -0.001174
 0.001180
 -0.001186
 0.001192
 -0.001199
 0.001205
 -0.001212
 0.001218
 -0.001225
 0.001232
 -0.001239
 0.001245
 -0.001252
 0.001259
 -0.001267
 0.001274
 -0.001281
 0.001288
 -0.001296
 0.001303
 -0.001311
 0.001319
 -0.001327
 0.001334
 -0.001342
 0.001351
 -0.001359
 0.001367
 -0.001375
 0.001384
 -0.001393
 0.001401
 -0.001410
 0.001419
 -0.001428
 0.001437
 -0.001446
 0.001456
 -0.001465
 0.001475
 -0.001485
 0.001495
 -0.001505
 0.001515
 -0.001525
 0.001536
 -0.001546
 0.001557
 -0.001568
 0.001579
 -0.001590
 0.001602
 -0.001613
 0.001625
 -0.001637
 0.001649
 -0.001661
 0.001673
 -0.001686
 0.001699
 -0.001712
 0.001725
 -0.001738
 0.001752
 -0.001766
 0.001780
 -0.001794
 0.001808
 -0.001823
 0.001838
 -0.001853
 0.001869
 -0.001884
 0.001900
 -0.001917
 0.001933
 -0.001950
 0.001967
 -0.001985
 0.002002
 -0.002020
 0.002039
 -0.002057
 0.002077
 -0.002096
 0.002116
 -0.002136
 0.002156
 -0.002177
 0.002199
 -0.002221
 0.002243
 -0.002265
 0.002289
 -0.002312
 0.002336
 -0.002361
 0.002386
 -0.002412
 0.002438
 -0.002465
 0.002492
 -0.002520
 0.002549
 -0.002578
 0.002608
 -0.002639
 0.002671
 -0.002703
 0.002736
 -0.002770
 0.002804
 -0.002840
 0.002876
 -0.002914
 0.002952
 -0.002991
 0.003032
 -0.003073
 0.003116
 -0.003160
 0.003205
 -0.003252
 0.003300
 -0.003349
 0.003400
 -0.003452
 0.003506
 -0.003562
 0.003620
 -0.003679
 0.003741
 -0.003804
 0.003870
 -0.003938
 0.004008
 -0.004081
 0.004157
 -0.004236
 0.004317
 -0.004402
 0.004490
 -0.004582
 0.004678
 -0.004778
 0.004882
 -0.004990
 0.005104
 -0.005223
 0.005348
 -0.005479
 0.005616
 -0.005760
 0.005912
 -0.006073
 0.006242
 -0.006421
 0.006610
 -0.006811
 0.007025
 -0.007252
 0.007495
 -0.007755
 0.008033
 -0.008332
 0.008654
 -0.009002
 0.009379
 -0.009789
 0.010236
 -0.010727
 0.011267
 -0.011864
 0.012528
 -0.013272
 0.014109
 -0.015059
 0.016147
 -0.017404
 0.018876
 -0.020620
 0.022722
 -0.025305
 0.028558
 -0.032789
 0.038529
 -0.046820
 0.060114
 -0.084888
 0.136125
 -0.241282
 0.424404
 0.782133
 -0.092379
 0.072524
 -0.055165
 0.044306
 -0.036988
 0.031739
 -0.027793
 0.024721
 -0.022260
 0.020245
 -0.018565
 0.017143
 -0.015923
 0.014865
 -0.013940
 0.013123
 -0.012396
 0.011746
 -0.011160
 0.010630
 -0.010149
 0.009709
 -0.009305
 0.008934
 -0.008591
 0.008274
 -0.007979
 0.007705
 -0.007448
 0.007209
 -0.006984
 0.006773
 -0.006574
 0.006387
 -0.006210
 0.006042
 -0.005883
 0.005733
 -0.005590
 0.005454
 -0.005324
 0.005201
 -0.005083
 0.004970
 -0.004862
 0.004759
 -0.004660
 0.004565
 -0.004474
 0.004386
 -0.004302
 0.004221
 -0.004143
 0.004067
 -0.003995
 0.003925
 -0.003857
 0.003792
 -0.003729
 0.003668
 -0.003609
 0.003552
 -0.003496
 0.003442
 -0.003390
 0.003340
 -0.003291
 0.003243
 -0.003197
 0.003152
 -0.003108
 0.003066
 -0.003024
 0.002984
 -0.002945
 0.002907
 -0.002869
 0.002833
 -0.002798
 0.002763
 -0.002730
 0.002697
 -0.002665
 0.002633
 -0.002603
 0.002573
 -0.002544
 0.002515
 -0.002487
 0.002460
 -0.002433
 0.002407
 -0.002381
 0.002356
 -0.002332
 0.002308
 -0.002284
 0.002261
 -0.002239
 0.002216
 -0.002195
 0.002173
 -0.002153
 0.002132
 -0.002112
 0.002092
 -0.002073
 0.002054
 -0.002035
 0.002017
 -0.001999
 0.001981
 -0.001964
 0.001947
 -0.001930
 0.001914
 -0.001897
 0.001881
 -0.001866
 0.001850
 -0.001835
 0.001820
 -0.001806
 0.001791
 -0.001777
 0.001763
 -0.001749
 0.001736
 -0.001722
 0.001709
 -0.001696
 0.001684
 -0.001671
 0.001659
 -0.001646
 0.001634
 -0.001623
 0.001611
 -0.001599
 0.001588
 -0.001577
 0.001566
 -0.001555
 0.001544
 -0.001534
 0.001523
 -0.001513
 0.001503
 -0.001493
 0.001483
 -0.001473
 0.001464
 -0.001454
 0.001445
 -0.001435
 0.001426
 -0.001417
 0.001408
 -0.001400
 0.001391
 -0.001382
 0.001374
 -0.001365
 0.001357
 -0.001349
 0.001341
 -0.001333
 0.001325
 -0.001317
 0.001310
 -0.001302
 0.001294
 -0.001287
 0.001280
 -0.001272
 0.001265
 -0.001258
 0.001251
 -0.001244
 0.001237
 -0.001231
 0.001224
 -0.001217
 0.001211
 -0.001204
 0.001198
 -0.001191
 0.001185
 -0.001179
 0.001173
 -0.001166
 0.001160
 -0.001154
 0.001149
 -0.001143
 0.001137
 -0.001131
 0.001125
 -0.001120
 0.001114
 -0.001109
 0.001103
 -0.001098
 0.001093
 -0.001087
 0.001082
 -0.001077
 0.001072
 -0.001067
 0.001061
 -0.001056
 0.001051
 -0.001047
 0.001042
 -0.001037
 0.001032
 -0.001027
 0.001023
 -0.001018
 0.001013
 -0.001009
 0.001004
 -0.001000
 0.000995
 ];
  nI = 224;
end
if regu==6
  I = [ -0.001013
 0.001019
 -0.001025
 0.001031
 -0.001037
 0.001043
 -0.001049
 0.001055
 -0.001062
 0.001068
 -0.001075
 0.001081
 -0.001088
 0.001095
 -0.001102
 0.001109
 -0.001116
 0.001123
 -0.001130
 0.001138
 -0.001145
 0.001153
 -0.001160
 0.001168
 -0.001176
 0.001184
 -0.001192
 0.001200
 -0.001208
 0.001217
 -0.001225
 0.001234
 -0.001242
 0.001251
 -0.001260
 0.001269
 -0.001279
 0.001288
 -0.001298
 0.001307
 -0.001317
 0.001327
 -0.001337
 0.001347
 -0.001358
 0.001368
 -0.001379
 0.001390
 -0.001401
 0.001413
 -0.001424
 0.001436
 -0.001448
 0.001460
 -0.001472
 0.001484
 -0.001497
 0.001510
 -0.001523
 0.001536
 -0.001550
 0.001564
 -0.001578
 0.001592
 -0.001607
 0.001622
 -0.001637
 0.001652
 -0.001668
 0.001684
 -0.001700
 0.001717
 -0.001734
 0.001751
 -0.001769
 0.001787
 -0.001805
 0.001824
 -0.001843
 0.001863
 -0.001883
 0.001903
 -0.001924
 0.001946
 -0.001967
 0.001990
 -0.002013
 0.002036
 -0.002060
 0.002084
 -0.002109
 0.002135
 -0.002161
 0.002188
 -0.002216
 0.002244
 -0.002274
 0.002303
 -0.002334
 0.002366
 -0.002398
 0.002431
 -0.002465
 0.002501
 -0.002537
 0.002574
 -0.002612
 0.002652
 -0.002693
 0.002735
 -0.002778
 0.002823
 -0.002869
 0.002917
 -0.002966
 0.003017
 -0.003070
 0.003125
 -0.003181
 0.003240
 -0.003301
 0.003365
 -0.003430
 0.003499
 -0.003570
 0.003644
 -0.003722
 0.003803
 -0.003887
 0.003975
 -0.004067
 0.004164
 -0.004265
 0.004372
 -0.004484
 0.004601
 -0.004725
 0.004856
 -0.004995
 0.005141
 -0.005297
 0.005462
 -0.005638
 0.005825
 -0.006025
 0.006240
 -0.006471
 0.006719
 -0.006987
 0.007277
 -0.007593
 0.007937
 -0.008314
 0.008729
 -0.009187
 0.009696
 -0.010266
 0.010906
 -0.011632
 0.012463
 -0.013422
 0.014542
 -0.015868
 0.017463
 -0.019422
 0.021889
 -0.025104
 0.029505
 -0.036088
 0.047700
 -0.072713
 0.133098
 -0.284929
 0.682266
 0.570610
 -0.092553
 0.062583
 -0.046110
 0.036457
 -0.030145
 0.025700
 -0.022399
 0.019852
 -0.017826
 0.016176
 -0.014806
 0.013650
 -0.012662
 0.011808
 -0.011061
 0.010404
 -0.009820
 0.009299
 -0.008830
 0.008406
 -0.008021
 0.007670
 -0.007348
 0.007052
 -0.006779
 0.006527
 -0.006292
 0.006074
 -0.005871
 0.005680
 -0.005502
 0.005335
 -0.005177
 0.005028
 -0.004888
 0.004756
 -0.004630
 0.004511
 -0.004398
 0.004290
 -0.004187
 0.004090
 -0.003996
 0.003907
 -0.003822
 0.003741
 -0.003662
 0.003587
 -0.003516
 0.003446
 -0.003380
 0.003316
 -0.003254
 0.003195
 -0.003138
 0.003083
 -0.003029
 0.002978
 -0.002928
 0.002880
 -0.002834
 0.002789
 -0.002745
 0.002703
 -0.002661
 0.002622
 -0.002583
 0.002546
 -0.002509
 0.002474
 -0.002439
 0.002406
 -0.002373
 0.002342
 -0.002311
 0.002281
 -0.002251
 0.002223
 -0.002195
 0.002168
 -0.002141
 0.002115
 -0.002090
 0.002066
 -0.002042
 0.002018
 -0.001995
 0.001973
 -0.001951
 0.001929
 -0.001908
 0.001888
 -0.001868
 0.001848
 -0.001829
 0.001810
 -0.001791
 0.001773
 -0.001755
 0.001738
 -0.001721
 0.001704
 -0.001688
 0.001672
 -0.001656
 0.001640
 -0.001625
 0.001610
 -0.001596
 0.001581
 -0.001567
 0.001553
 -0.001540
 0.001526
 -0.001513
 0.001500
 -0.001487
 0.001475
 -0.001462
 0.001450
 -0.001438
 0.001427
 -0.001415
 0.001404
 -0.001393
 0.001382
 -0.001371
 0.001360
 -0.001350
 0.001340
 -0.001329
 0.001319
 -0.001310
 0.001300
 -0.001290
 0.001281
 -0.001272
 0.001262
 -0.001253
 0.001244
 -0.001236
 0.001227
 -0.001219
 0.001210
 -0.001202
 0.001194
 -0.001186
 0.001178
 -0.001170
 0.001162
 -0.001154
 0.001147
 -0.001139
 0.001132
 -0.001125
 0.001118
 -0.001110
 0.001103
 -0.001097
 0.001090
 -0.001083
 0.001076
 -0.001070
 0.001063
 -0.001057
 0.001051
 -0.001044
 0.001038
 -0.001032
 0.001026
 -0.001020
 0.001014
 -0.001008
 0.001003
 -0.000997
 0.000991
 ];
  nI = 176;
end
if regu==7
  I = [ -0.000965
 0.000991
 -0.001018
 0.001047
 -0.001078
 0.001110
 -0.001144
 0.001181
 -0.001219
 0.001260
 -0.001304
 0.001351
 -0.001400
 0.001453
 -0.001510
 0.001571
 -0.001635
 0.001705
 -0.001778
 0.001855
 -0.001936
 0.002018
 -0.002100
 0.002173
 -0.002228
 0.002244
 -0.002183
 0.002017
 -0.002015
 0.004102
 -0.016083
 0.063135
 -0.229502
 0.869556
 0.339201
 -0.044783
 0.025143
 -0.016590
 0.012136
 -0.009467
 0.007712
 -0.006481
 0.005574
 -0.004880
 0.004335
 -0.003895
 0.003534
 -0.003233
 0.002977
 -0.002758
 0.002569
 -0.002403
 0.002257
 -0.002127
 0.002011
 -0.001907
 0.001813
 -0.001728
 0.001650
 -0.001579
 0.001514
 -0.001454
 0.001398
 -0.001346
 0.001298
 -0.001254
 0.001212
 -0.001173
 0.001136
 -0.001102
 0.001069
 ];
  nI = 36;
end
if regu==8
  I = [ -0.001048
 0.001057
 -0.001066
 0.001076
 -0.001086
 0.001095
 -0.001105
 0.001116
 -0.001126
 0.001136
 -0.001147
 0.001158
 -0.001169
 0.001181
 -0.001192
 0.001204
 -0.001216
 0.001229
 -0.001241
 0.001254
 -0.001267
 0.001281
 -0.001294
 0.001308
 -0.001322
 0.001337
 -0.001352
 0.001367
 -0.001383
 0.001399
 -0.001415
 0.001432
 -0.001449
 0.001466
 -0.001484
 0.001503
 -0.001522
 0.001541
 -0.001561
 0.001581
 -0.001602
 0.001624
 -0.001646
 0.001668
 -0.001692
 0.001716
 -0.001740
 0.001766
 -0.001792
 0.001818
 -0.001846
 0.001875
 -0.001904
 0.001935
 -0.001966
 0.001998
 -0.002032
 0.002066
 -0.002102
 0.002139
 -0.002178
 0.002218
 -0.002259
 0.002302
 -0.002346
 0.002393
 -0.002441
 0.002491
 -0.002543
 0.002598
 -0.002655
 0.002714
 -0.002776