changelog

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.

2006-08-23  Charlie Cornish  <[e-mail]>
	* Release WMTSA-matlab_Release_0-2-6_20060823

	Minor Changes:
	- Directory reorganization.
	- Updated documentation for installation and readme.
	- Fix minor typos.

2006-05-01  Charlie Cornish  <[e-mail]>
	* Release WMTSA-matlab_Release_0-2-5_20060501

	Major Changes;
	- Added stats toolbox, QChisq , QGauss functions.
	- Add object model toolbox (@omodwt).

2005-09-12  Charlie Cornish  <[e-mail]>
	* Release WMTSA-matlab_Release_0-2-3_20050912

        Major Changes:

	- Added DWT transform.
	- MODWT and DWT transforms and WVAR functions now handle
	  multivariate datasets.
	- By default, the wavelet transforms, when invoked with reflection
	  boundary conditions, now return 2*N coefficients, where N is the
	  length of the original time series for reasons cited below for
	  use with wavelet variance estimators.
	- Our ongoing research on the wavelet variance indicates that the
	  the biased estimator of the wavelet variance using the forward
	  and backward wavelet coefficients derived from wavelet
	  transforms with reflection boundary conditions yields values
	  closer the the true values than those obtained via unbiased
	  estimators (forward and forward/backward versions).
	- This release of the toolkit requires MATLAB version 7.0 or
	  higher, incorporating changes in error handling and plotting
	  that are incompatible with previous MATLAB versions.
	- Example datasets have been moved into their own toolbox,
	  in the toolbox wmtsa/data directory.
	- Examples have been moved to the wmtsa/Examples directory, but
	  are not in the executable path.
	- All functions related to wavelet transforms (transforms,
	  utilities, and plotting funcitons) have been moved to
	  the wmtsa/dwt toolbox directory.


2004-06-14  Charlie Cornish  <[e-mail]>

	* Release WMTSA-matlab_Release_0-2-2_20040614

        Major Changes:

	- Due to a coding error, modwt reflection boundary conditions did not
	  work properly and yielded same result a periodic.  Changes made
	  for reflection bc's in modwt:  extend time series using
	  reflection bc's, compute modwt, time align wavelet coefficients,
	  truncate coefficients to length of original series, return
	  truncated coefficients.  Notes:  1. This process will not yield the
	  reconstituted time series exactly due to truncation.  2. Added Option
	  in modwt function to return nontruncated coefficients. 3. For
	  extremal phase (D class filters), advancement of time series for
	  time alignment of coefficients not implemented except for Haar
	  and D(4) filters.  Hence modwt using reflection bc's will not
	  work for D filter >= 6.
	- Added function: plot_modwt_coef2 plots modwt coefficients on
	  individual plot axes (cf. stacked plots for plot_modwt_coef.)
	- plot_wvar accepts a list (cell array) of wvar's so that mulitple
	  wvar's may be plotted and overlayed, e.g. compare wvar results
	  of a time series for different filters.
	- Change modwt_wvar_psd: output arguments for f, f_band, CJ, CI_CJ
	  are in order of increasing level j = decreasing values of f to
	  keep the same indexing scheme of wvar and CJ by j.  User can
	  flip f and CJ to get in traditional order of increasing f for
	  comparisons to traditional PSD methods.
	- Added munit, unit testing framework for MATLAB.  Unit tests using
	  munit added for modwt, imodwt_mra, modwt_mra. Other functions
	  yet to be done.
	- Added plot_equivalent_filter to plot equivalent filter and its
	  autocorrelation width for level range and filter.
	- Added weakly biased estimator for wvar.
	- Added modwt_mra to compute modwt multiresolution details and
	  smooth coefficients directly (single function) from a time
	  series.
	- Added other D, LA and coiffet filters.

2004-06-14 13:55  ccornish

	* plotutils/plot_wvar_psd.m (1.3): Changes to wvar_psd (now in by
	  increasing j, descreasing f) require sorting by inscreasing f.

2004-06-14 12:05  ccornish

	* plotutils/plot_wvar.m (1.15): Changed wvar and CI_wvar to vectors
	  or cell arrays of vectors to allow plotting of multipe wvars.
	  Added additional plotOpts.

2004-06-14 12:02  ccornish

	* plotutils/plot_wcov.m (1.10): Remove axis square.

2004-06-14 12:01  ccornish

	* plotutils/plot_filter_sgf.m (1.3): Add plotOpts argument.  Allow
	  wavelet to be list of wavelist to plot multiple wavelets.

2004-06-14 12:00  ccornish

	* plotutils/plot_equivalent_filter.m (1.3): Add AxesProp argument.
	  Changes to algorithm for scaling and placement of acw. Treat Haar
	  as special case.

2004-06-14 11:56  ccornish

	* plotutils/overplot_modwt_cir_shift_coef_bdry.m (1.5): Add check
	  for boundary values of NaN or outside domain of xaxis.

2004-06-14 11:48  ccornish

	* wmtsa/Test/: test_dwt.m (1.2), test_imodwt_mra.m (1.3),
	  test_modwt_running_wvar.m (1.2), test_modwt_wvar.m (1.4),
	  test_modwt_wvar_psd.m (1.2): Change paths to expected results
	  files. Change boundary to periodic.

2004-06-14 11:07  ccornish

	* wmtsa/: dwt.m (1.1), modwt_mra.m (1.1): Initial revision.

2004-06-14 11:05  ccornish

	* wmtsa/: imodwt_mra.m (1.8), modwt_equivalent_filter.m (1.2):
	  Documentation changes.

2004-06-11 19:17  ccornish

	* third-party/suptitle.m (1.3): Add Tag attribute.

2004-06-11 19:16  ccornish

	* utils/: MU_assert_fuzzy_diff.m (1.1), colorspecname2rgb.m (1.1),
	  rgb2colorspecname.m (1.1): Initial revision.

2004-06-11 19:13  ccornish

	* utils/fuzzy_diff.m (1.7): shorten name to fuzzy_tol

2004-06-11 18:57  ccornish

	* wmtsa/Test/TestData/: RWV-LA8-ocean-shear-02.dat (1.2),
	  RWV-LA8-ocean-shear-04.dat (1.2), RWV-LA8-ocean-shear-08.dat
	  (1.2), RWV-LA8-ocean-shear-16.dat (1.2), SDF-D6-ocean-shear.dat
	  (1.2), WV-D4-ocean-shear.dat (1.2), WV-D6-ocean-shear.dat (1.2),
	  WV-Haar-ocean-shear.dat (1.2), WV-LA8-ocean-shear.dat (1.2),
	  ecg-C6-DWT-MRA.dat (1.2), ecg-C6-DWT.dat (1.2),
	  ecg-D4-DWT-MRA.dat (1.2), ecg-D4-DWT.dat (1.2),
	  ecg-Haar-DWT-MRA.dat (1.2), ecg-Haar-DWT.dat (1.2),
	  ecg-LA8-DWT-MRA-reflection.dat (1.2), ecg-LA8-DWT-MRA.dat (1.2),
	  ecg-LA8-DWT-shifted-V_6.dat (1.2), ecg-LA8-DWT-shifted-W_1.dat
	  (1.2), ecg-LA8-DWT-shifted-W_2.dat (1.2),
	  ecg-LA8-DWT-shifted-W_3.dat (1.2), ecg-LA8-DWT-shifted-W_4.dat
	  (1.2), ecg-LA8-DWT-shifted-W_5.dat (1.2),
	  ecg-LA8-DWT-shifted-W_6.dat (1.2), ecg-LA8-DWT.dat (1.2),
	  ecg-LA8-MODWT-MRA.dat (1.2), ecg-LA8-MODWT.dat (1.2): Moved to
	  subdirectory.

2004-06-11 18:49  ccornish

	* wmtsa/Test/TestData/: WVAR/RWV-LA8-ocean-shear-02.dat (1.1),
	  WVAR/RWV-LA8-ocean-shear-04.dat (1.1),
	  WVAR/RWV-LA8-ocean-shear-08.dat (1.1),
	  WVAR/RWV-LA8-ocean-shear-16.dat (1.1), WVAR/WV-D4-ocean-shear.dat
	  (1.1), WVAR/WV-D6-ocean-shear.dat (1.1),
	  WVAR/WV-Haar-ocean-shear.dat (1.1), WVAR/WV-LA8-ocean-shear.dat
	  (1.1), barrow-spring.dat (1.1): Initial revision.

2004-06-11 18:43  ccornish

	* wmtsa/Test/TestData/: DWT/ecg-C6-DWT-MRA.dat (1.1),
	  DWT/ecg-C6-DWT.dat (1.1), DWT/ecg-D4-DWT-MRA.dat (1.1),
	  DWT/ecg-D4-DWT.dat (1.1), DWT/ecg-Haar-DWT-MRA.dat (1.1),
	  DWT/ecg-Haar-DWT.dat (1.1), DWT/ecg-LA8-DWT-MRA-reflection.dat
	  (1.1), DWT/ecg-LA8-DWT-MRA.dat (1.1),
	  DWT/ecg-LA8-DWT-shifted-V_6.dat (1.1),
	  DWT/ecg-LA8-DWT-shifted-W_1.dat (1.1),
	  DWT/ecg-LA8-DWT-shifted-W_2.dat (1.1),
	  DWT/ecg-LA8-DWT-shifted-W_3.dat (1.1),
	  DWT/ecg-LA8-DWT-shifted-W_4.dat (1.1),
	  DWT/ecg-LA8-DWT-shifted-W_5.dat (1.1),
	  DWT/ecg-LA8-DWT-shifted-W_6.dat (1.1), DWT/ecg-LA8-DWT.dat (1.1),
	  MODWT/barrow-spring-MODWT-haar-cirshifted.dat (1.1),
	  MODWT/ecg-LA8-MODWT-MRA.dat (1.1), MODWT/ecg-LA8-MODWT.dat (1.1),
	  SDF/SDF-D6-ocean-shear.dat (1.1): Initial revision.

2004-06-11 18:32  ccornish

	* wmtsa/Test/: dwt_filter_tcase.m (1.3),
	  imodwt_mra_verification_tcase.m (1.2), imodwt_tcase.m (1.2),
	  modwt_filter_tcase.m (1.3), modwt_functionality_tcase.m (1.3),
	  modwt_mra_functionality_tcase.m (1.2),
	  modwt_mra_verification_tcase.m (1.2), modwt_tsuite.m (1.3),
	  modwt_verification_tcase.m (1.2): Update documenation and minor
	  fixes.

2004-06-11 18:31  ccornish

	* wmtsa/Test/test_dwt.m (1.1): Initial revision.

2004-06-11 18:30  ccornish

	* wmtsa/Test/modwt_utils_tsuite.m (1.1): Initial revision

2004-06-11 17:50  ccornish

	* wmtsa/Test/test_modwt.m (1.4): Replaced with munit test case.

2004-06-11 17:19  ccornish

	* wmtsa/modwt_filter.m (1.9): Update documentation.

2004-06-11 17:18  ccornish

	* wmtsa/modwt_cir_shift_wcoef_bdry_indices.m (1.2): Fix typo.

2004-06-11 17:17  ccornish

	* wmtsa/modwt_cir_shift.m (1.5): Fix logic and initialization bugs.

2004-06-11 17:16  ccornish

	* wmtsa/modwt_choose_nlevels.m (1.5): Update error codes and
	  documenation.

2004-06-11 17:16  ccornish

	* wmtsa/modwt.m (1.18): Update error codes; misc chances.

2004-06-11 17:15  ccornish

	* wmtsa/imodwt_mra.m (1.7): Update error codes and att.name.

2004-06-11 17:14  ccornish

	* wmtsa/dwt_filter.m (1.3): Update error codes and documentation.

2004-06-11 17:13  ccornish

	* wmtsa/dwt_equivalent_filter.m (1.2): Update documentaiton.

2004-06-11 17:13  ccornish

	* wmtsa/advance_wavelet_filter.m (1.7): Allow level to be a vector
	  of levels.

2004-06-11 17:12  ccornish

	* wmtsa/advance_time_series_filter.m (1.6): Remove haar --
	  calculated in scaling and wavelet adv functions; treate d4 as
	  special case.

2004-06-11 17:11  ccornish

	* wmtsa/advance_scaling_filter.m (1.6): Treat haar filter as
	  special case.  Allow level to be a vector of levels.

2004-05-19 11:05  ccornish

	* wmtsa/modwt_wvar_psd.m (1.3): Changed order of arguments CJ,
	  CI_CJ, f and f_band to be same as 1:J0 so can index CJ with level
	  (j); previously in reverse order (J0:1)

2004-05-18 14:23  ccornish

	* wmtsa/modwt_wvar_ci.m (1.5): Compute wvar and CI for levels with
	  finite values for specified estimator; otherwise, set wvar and CI
	  to NaN if not finite.

2004-05-18 14:22  ccornish

	* wmtsa/modwt_wvar.m (1.13): Added weaklybiased estimator.

2004-05-03 19:33  ccornish

	* wmtsa/modwt.m (1.17): Added opts input argument. Updated
	  documentation. Added error checking.

2004-05-03 19:33  ccornish

	* wmtsa/imodwt.m (1.8): Updated documentation and variable names.
	  Added error checking.

2004-05-03 19:31  ccornish

	* wmtsa/Test/imodwt_tcase.m (1.1): Initial revision

2004-05-03 19:31  ccornish

	* wmtsa/Test/modwt_tsuite.m (1.2): Added tests

2004-04-30 13:20  ccornish

	* plotutils/plot_modwt_coef.m (1.15): For VJ0 label Use prime
	  instead of -<>

2004-04-30 00:32  ccornish

	* wmtsa/Test/: imodwt_mra_verification_tcase.m (1.1),
	  modwt_mra_functionality_tcase.m (1.1),
	  modwt_mra_verification_tcase.m (1.1), modwt_tsuite.m (1.1),
	  modwt_verification_tcase.m (1.1): Initial revision.

2004-04-30 00:29  ccornish

	* wmtsa/Test/modwt_functionality_tcase.m (1.2): Change function to
	  MU_tcase_new. Added test no_wavelet

2004-04-30 00:27  ccornish

	* wmtsa/Test/: dwt_filter_tcase.m (1.2), modwt_filter_tcase.m
	  (1.2): Change function to MU_tcase_new.

2004-04-29 17:58  ccornish

	* utils/: flipvec.m (1.1), isvector.m (1.1), Test/flipvec_tcase.m
	  (1.1), Test/isvector_tcase.m (1.1), Test/nargerr_tcase.m (1.1),
	  Test/utils_tsuite.m (1.1): Initial revision.

2004-04-29 17:57  ccornish

	* utils/nargerr.m (1.3): changed argument names for clarity; add
	  mode argument.

2004-04-29 17:57  ccornish

	* utils/argterr.m (1.4): Added output argument errmsg.

2004-04-26 19:38  ccornish

	* wmtsa/Test/: dwt_filter_tcase.m (1.1), modwt_filter_tcase.m
	  (1.1), modwt_functionality_tcase.m (1.1), test_modwt.m (1.3):
	  Initial revision.

2004-04-07 13:10  ccornish

	* wmtsa/: imodwt_details.m (1.9), imodwt_smooth.m (1.7): Corrected
	  documentation.

2004-03-17 18:17  ccornish