initfilterdaub_dwt_discrete.m

计算时间序列的Hurst系数有许多方法

 0.002841
 -0.002909
 0.002981
 -0.003056
 0.003135
 -0.003218
 0.003306
 -0.003399
 0.003497
 -0.003600
 0.003710
 -0.003827
 0.003952
 -0.004085
 0.004227
 -0.004380
 0.004544
 -0.004720
 0.004911
 -0.005118
 0.005343
 -0.005589
 0.005859
 -0.006155
 0.006484
 -0.006849
 0.007257
 -0.007717
 0.008239
 -0.008837
 0.009528
 -0.010335
 0.011291
 -0.012441
 0.013851
 -0.015618
 0.017900
 -0.020958
 0.025259
 -0.031620
 0.041205
 -0.054606
 0.068174
 -0.061273
 -0.066417
 0.944190
 0.141458
 0.013597
 -0.017159
 0.016410
 -0.014973
 0.013566
 -0.012326
 0.011259
 -0.010346
 0.009561
 -0.008881
 0.008288
 -0.007767
 0.007307
 -0.006897
 0.006529
 -0.006199
 0.005900
 -0.005628
 0.005380
 -0.005152
 0.004943
 -0.004751
 0.004572
 -0.004407
 0.004253
 -0.004109
 0.003975
 -0.003849
 0.003731
 -0.003619
 0.003515
 -0.003416
 0.003322
 -0.003234
 0.003150
 -0.003070
 0.002995
 -0.002922
 0.002854
 -0.002788
 0.002725
 -0.002666
 0.002608
 -0.002553
 0.002501
 -0.002450
 0.002402
 -0.002355
 0.002310
 -0.002267
 0.002225
 -0.002185
 0.002147
 -0.002109
 0.002073
 -0.002038
 0.002005
 -0.001972
 0.001941
 -0.001910
 0.001880
 -0.001852
 0.001824
 -0.001797
 0.001770
 -0.001745
 0.001720
 -0.001696
 0.001673
 -0.001650
 0.001628
 -0.001606
 0.001585
 -0.001565
 0.001545
 -0.001525
 0.001506
 -0.001488
 0.001470
 -0.001452
 0.001435
 -0.001418
 0.001402
 -0.001386
 0.001370
 -0.001355
 0.001340
 -0.001325
 0.001311
 -0.001297
 0.001283
 -0.001270
 0.001257
 -0.001244
 0.001231
 -0.001219
 0.001207
 -0.001195
 0.001183
 -0.001172
 0.001160
 -0.001149
 0.001139
 -0.001128
 0.001118
 -0.001107
 0.001097
 -0.001087
 0.001078
 -0.001068
 0.001059
 -0.001050
 0.001041
 -0.001032
 0.001023
 -0.001015
 0.001006
 -0.000998
 0.000990
 -0.000982
 0.000974
 ];
  nI = 121;
end
if regu==9
  I = [ -0.001020
 0.001025
 -0.001030
 0.001035
 -0.001040
 0.001045
 -0.001050
 0.001055
 -0.001060
 0.001065
 -0.001071
 0.001076
 -0.001081
 0.001087
 -0.001092
 0.001098
 -0.001103
 0.001109
 -0.001115
 0.001120
 -0.001126
 0.001132
 -0.001138
 0.001144
 -0.001150
 0.001156
 -0.001163
 0.001169
 -0.001175
 0.001182
 -0.001188
 0.001195
 -0.001201
 0.001208
 -0.001215
 0.001222
 -0.001229
 0.001236
 -0.001243
 0.001250
 -0.001257
 0.001264
 -0.001272
 0.001279
 -0.001287
 0.001295
 -0.001302
 0.001310
 -0.001318
 0.001326
 -0.001335
 0.001343
 -0.001351
 0.001360
 -0.001368
 0.001377
 -0.001386
 0.001395
 -0.001404
 0.001413
 -0.001422
 0.001432
 -0.001441
 0.001451
 -0.001461
 0.001471
 -0.001481
 0.001491
 -0.001501
 0.001512
 -0.001522
 0.001533
 -0.001544
 0.001555
 -0.001566
 0.001578
 -0.001589
 0.001601
 -0.001613
 0.001625
 -0.001637
 0.001650
 -0.001663
 0.001675
 -0.001689
 0.001702
 -0.001715
 0.001729
 -0.001743
 0.001757
 -0.001771
 0.001786
 -0.001801
 0.001816
 -0.001831
 0.001847
 -0.001863
 0.001879
 -0.001895
 0.001912
 -0.001929
 0.001947
 -0.001964
 0.001982
 -0.002001
 0.002019
 -0.002038
 0.002058
 -0.002077
 0.002097
 -0.002118
 0.002139
 -0.002160
 0.002182
 -0.002204
 0.002227
 -0.002250
 0.002274
 -0.002298
 0.002323
 -0.002348
 0.002373
 -0.002400
 0.002427
 -0.002454
 0.002482
 -0.002511
 0.002541
 -0.002571
 0.002602
 -0.002633
 0.002666
 -0.002699
 0.002733
 -0.002768
 0.002804
 -0.002841
 0.002878
 -0.002917
 0.002957
 -0.002998
 0.003040
 -0.003083
 0.003128
 -0.003174
 0.003221
 -0.003270
 0.003320
 -0.003371
 0.003425
 -0.003480
 0.003537
 -0.003595
 0.003656
 -0.003719
 0.003784
 -0.003851
 0.003921
 -0.003993
 0.004068
 -0.004146
 0.004227
 -0.004312
 0.004399
 -0.004490
 0.004586
 -0.004685
 0.004788
 -0.004897
 0.005010
 -0.005129
 0.005253
 -0.005384
 0.005521
 -0.005666
 0.005818
 -0.005979
 0.006149
 -0.006329
 0.006519
 -0.006722
 0.006937
 -0.007167
 0.007413
 -0.007676
 0.007958
 -0.008262
 0.008590
 -0.008946
 0.009332
 -0.009753
 0.010213
 -0.010720
 0.011279
 -0.011900
 0.012594
 -0.013374
 0.014258
 -0.015267
 0.016430
 -0.017787
 0.019391
 -0.021316
 0.023672
 -0.026626
 0.030449
 -0.035615
 0.043010
 -0.054327
 0.072551
 -0.102090
 0.147274
 -0.202975
 0.180067
 0.895598
 0.011657
 0.052620
 -0.044142
 0.037106
 -0.031820
 0.027798
 -0.024659
 0.022150
 -0.020100
 0.018395
 -0.016956
 0.015726
 -0.014661
 0.013732
 -0.012913
 0.012186
 -0.011536
 0.010953
 -0.010425
 0.009946
 -0.009509
 0.009109
 -0.008741
 0.008402
 -0.008088
 0.007797
 -0.007526
 0.007273
 -0.007036
 0.006815
 -0.006607
 0.006411
 -0.006227
 0.006053
 -0.005888
 0.005732
 -0.005584
 0.005444
 -0.005310
 0.005183
 -0.005062
 0.004946
 -0.004836
 0.004730
 -0.004629
 0.004532
 -0.004439
 0.004350
 -0.004264
 0.004182
 -0.004103
 0.004026
 -0.003953
 0.003882
 -0.003813
 0.003747
 -0.003684
 0.003622
 -0.003562
 0.003505
 -0.003449
 0.003395
 -0.003342
 0.003292
 -0.003242
 0.003194
 -0.003148
 0.003103
 -0.003059
 0.003016
 -0.002975
 0.002935
 -0.002895
 0.002857
 -0.002820
 0.002784
 -0.002748
 0.002714
 -0.002680
 0.002648
 -0.002616
 0.002584
 -0.002554
 0.002524
 -0.002495
 0.002467
 -0.002439
 0.002412
 -0.002385
 0.002359
 -0.002334
 0.002309
 -0.002284
 0.002261
 -0.002237
 0.002214
 -0.002192
 0.002170
 -0.002148
 0.002127
 -0.002107
 0.002086
 -0.002066
 0.002047
 -0.002028
 0.002009
 -0.001990
 0.001972
 -0.001954
 0.001937
 -0.001920
 0.001903
 -0.001886
 0.001870
 -0.001854
 0.001838
 -0.001823
 0.001808
 -0.001793
 0.001778
 -0.001763
 0.001749
 -0.001735
 0.001721
 -0.001708
 0.001694
 -0.001681
 0.001668
 -0.001655
 0.001643
 -0.001631
 0.001618
 -0.001606
 0.001595
 -0.001583
 0.001571
 -0.001560
 0.001549
 -0.001538
 0.001527
 -0.001516
 0.001506
 -0.001495
 0.001485
 -0.001475
 0.001465
 -0.001455
 0.001445
 -0.001436
 0.001426
 -0.001417
 0.001408
 -0.001399
 0.001390
 -0.001381
 0.001372
 -0.001364
 0.001355
 -0.001347
 0.001338
 -0.001330
 0.001322
 -0.001314
 0.001306
 -0.001298
 0.001290
 -0.001283
 0.001275
 -0.001268
 0.001260
 -0.001253
 0.001246
 -0.001239
 0.001232
 -0.001225
 0.001218
 -0.001211
 0.001204
 -0.001198
 0.001191
 -0.001185
 0.001178
 -0.001172
 0.001165
 -0.001159
 0.001153
 -0.001147
 0.001141
 -0.001135
 0.001129
 -0.001123
 0.001117
 -0.001112
 0.001106
 -0.001100
 0.001095
 -0.001089
 0.001084
 -0.001078
 0.001073
 -0.001068
 0.001062
 -0.001057
 0.001052
 -0.001047
 0.001042
 -0.001037
 0.001032
 -0.001027
 0.001022
 -0.001017
 0.001013
 -0.001008
 0.001003
 -0.000999
 0.000994
 -0.000990
 0.000985
 ];
  nI = 217;
end
if regu==10
  I = [ -0.001023
 0.001028
 -0.001033
 0.001039
 -0.001044
 0.001049
 -0.001055
 0.001060
 -0.001066
 0.001071
 -0.001077
 0.001083
 -0.001089
 0.001095
 -0.001101
 0.001107
 -0.001113
 0.001119
 -0.001125
 0.001131
 -0.001138
 0.001144
 -0.001150
 0.001157
 -0.001164
 0.001170
 -0.001177
 0.001184
 -0.001191
 0.001198
 -0.001205
 0.001212
 -0.001219
 0.001227
 -0.001234
 0.001242
 -0.001250
 0.001257
 -0.001265
 0.001273
 -0.001281
 0.001289
 -0.001297
 0.001306
 -0.001314
 0.001323
 -0.001331
 0.001340
 -0.001349
 0.001358
 -0.001367
 0.001377
 -0.001386
 0.001395
 -0.001405
 0.001415
 -0.001425
 0.001435
 -0.001445
 0.001456
 -0.001466
 0.001477
 -0.001488
 0.001498
 -0.001510
 0.001521
 -0.001532
 0.001544
 -0.001556
 0.001568
 -0.001580
 0.001593
 -0.001605
 0.001618
 -0.001631
 0.001644
 -0.001658
 0.001671
 -0.001685
 0.001699
 -0.001713
 0.001728
 -0.001743
 0.001758
 -0.001773
 0.001789
 -0.001805
 0.001821
 -0.001838
 0.001854
 -0.001871
 0.001889
 -0.001907
 0.001925
 -0.001943
 0.001962
 -0.001981
 0.002000
 -0.002020
 0.002041
 -0.002061
 0.002083
 -0.002104
 0.002126
 -0.002149
 0.002172
 -0.002195
 0.002219
 -0.002244
 0.002269
 -0.002294
 0.002321
 -0.002347
 0.002375
 -0.002403
 0.002432
 -0.002461
 0.002492
 -0.002522
 0.002554
 -0.002587
 0.002620
 -0.002654
 0.002690
 -0.002726
 0.002763
 -0.002801
 0.002840
 -0.002880
 0.002922
 -0.002964
 0.003008
 -0.003054
 0.003100
 -0.003148
 0.003198
 -0.003249
 0.003302
 -0.003357
 0.003413
 -0.003471
 0.003532
 -0.003594
 0.003659
 -0.003726
 0.003796
 -0.003868
 0.003944
 -0.004022
 0.004103
 -0.004188
 0.004276
 -0.004368
 0.004464
 -0.004565
 0.004670
 -0.004780
 0.004895
 -0.005016
 0.005143
 -0.005277
 0.005418
 -0.005566
 0.005723
 -0.005890
 0.006066
 -0.006253
 0.006452
 -0.006664
 0.006890
 -0.007133
 0.007393
 -0.007673
 0.007975
 -0.008302
 0.008656
 -0.009043
 0.009466
 -0.009931
 0.010443
 -0.011012
 0.011647
 -0.012360
 0.013167
 -0.014088
 0.015149
 -0.016385
 0.017846
 -0.019600
 0.021749
 -0.024456
 0.027995
 -0.032887
 0.040207
 -0.052223
 0.073493
 -0.112526
 0.184278
 -0.311121
 0.459272
 0.745705
 -0.042259
 0.058621
 -0.046110
 0.037653
 -0.031759
 0.027447
 -0.024164
 0.021582
 -0.019500
 0.017784
 -0.016347
 0.015125
 -0.014073
 0.013158
 -0.012355
 0.011645
 -0.011012
 0.010444
 -0.009932
 0.009468
 -0.009046
 0.008660
 -0.008305
 0.007978
 -0.007676
 0.007396
 -0.007136
 0.006893
 -0.006667
 0.006455
 -0.006256
 0.006069
 -0.005892
 0.005726
 -0.005569
 0.005420
 -0.005279
 0.005145
 -0.005018
 0.004897
 -0.004782
 0.004672
 -0.004566
 0.004466
 -0.004370
 0.004278
 -0.004189
 0.004105
 -0.004023
 0.003945
 -0.003870
 0.003797
 -0.003728
 0.003661
 -0.003596
 0.003533
 -0.003473
 0.003414
 -0.003358
 0.003303
 -0.003250
 0.003199
 -0.003149
 0.003101
 -0.003055
 0.003009
 -0.002965
 0.002923
 -0.002881
 0.002841
 -0.002802
 0.002764
 -0.002726
 0.002690
 -0.002655
 0.002621
 -0.002587
 0.002555
 -0.002523
 0.002492
 -0.002462
 0.002432
 -0.002404
 0.002376
 -0.002348
 0.002321
 -0.002295
 0.002269
 -0.002244
 0.002220
 -0.002196
 0.002172
 -0.002149
 0.002127
 -0.002105
 0.002083
 -0.002062
 0.002041
 -0.002021
 0.002001
 -0.001981
 0.001962
 -0.001943
 0.001925
 -0.001907
 0.001889
 -0.001872
 0.001855
 -0.001838
 0.001821
 -0.001805
 0.001789
 -0.001774
 0.001758
 -0.001743
 0.001728
 -0.001714
 0.001699
 -0.001685
 0.001671
 -0.001658
 0.001644
 -0.001631
 0.001618
 -0.001605
 0.001593
 -0.001580
 0.001568
 -0.001556
 0.001544
 -0.001533
 0.001521
 -0.001510
 0.001499
 -0.001488
 0.001477
 -0.001466
 0.001456
 -0.001445
 0.001435
 -0.001425
 0.001415
 -0.001405
 0.001396
 -0.001386
 0.001377
 -0.001368
 0.001358
 -0.001349
 0.001340
 -0.001332
 0.001323
 -0.001314
 0.001306
 -0.001298
 0.001289
 -0.001281
 0.001273
 -0.001265
 0.001257
 -0.001250
 0.001242
 -0.001234
 0.001227
 -0.001220
 0.001212
 -0.001205
 0.001198
 -0.001191
 0.001184
 -0.001177
 0.001170
 -0.001164
 0.001157
 -0.001151
 0.001144
 -0.001138
 0.001131
 -0.001125
 0.001119
 -0.001113
 0.001107
 -0.001101
 0.001095
 -0.001089
 0.001083
 -0.001077
 0.001072
 -0.001066
 0.001060
 -0.001055
 0.001049
 -0.001044
 0.001039
 -0.001033
 0.001028
 -0.001023
 0.001018
 -0.001013
 0.001008
 -0.001003
 0.000998
 -0.000993
 0.000988
 ];
  nI = 203;
end
I = I';
end