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📁 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.
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	* wmtsa/: advance_scaling_filter.m (1.5), advance_wavelet_filter.m	  (1.6): Fix doc errors.2004-03-17 18:17  ccornish	* wmtsa/advance_time_series_filter.m (1.5): Added logic for	  Extremal Phase, Best Localized and Coiflet fitlers. Added	  internal functions. Doc cleanup.2004-03-17 18:15  ccornish	* wmtsa/modwtj.c (1.3): Change API - pass scalers by value instead	  of by reference. Code cleanup.2004-03-17 18:12  ccornish	* wmtsa/modwt.m (1.16): Changes to documenation, error codes.2004-03-17 18:12  ccornish	* wmtsa/dwt_filter.m (1.2): Added other D, LA and coiffet filters.2004-03-17 18:09  ccornish	* plotutils/plot_wvar_psd.m (1.2): Added input arg axesProp2004-03-17 18:08  ccornish	* plotutils/plot_modwt_coef2.m (1.2): Changes to text positioning	  for labels.2004-03-17 18:08  ccornish	* plotutils/plot_equivalent_filter.m (1.2): Added input arg	  title_str. Added default plot options. Logic and option changes.2004-03-17 18:06  ccornish	* plotutils/multi_yoffset_plot.m (1.8): Typo fix.2004-03-17 18:04  ccornish	* utils/argterr.m (1.3): Added optional input parameter to check	  arg size. Added struct and char/string types. Changes to error	  messages.2004-03-17 18:00  ccornish	* wmtsa/equivalent_filter_width.m (1.3),	  wmtsa/filter_autocorrelation_width.m (1.1),	  wmtsa/dwt_equivalent_filter.m (1.1),	  wmtsa/modwt_equivalent_filter.m (1.1),	  plotutils/plot_dwt_vector.m (1.1): Initial revision.2004-03-17 17:57  ccornish	* plotutils/: plot_modwt_coef.m (1.14), plot_wvar.m (1.14): Minor	  fixes.2004-03-17 17:55  ccornish	* wmtsa/modwt_wcor.m (1.7): Calculate CI only if requested, i.e.	  nargout > 1.2004-03-17 17:54  ccornish	* wmtsa/modwt_wcov.m (1.10): Calculate CI and VARgamma only if	  requested, i.e. nargout > 1.2004-03-17 17:51  ccornish	* plotutils/plot_filter_sgf.m (1.2): Added input arg: title_str;	  added output arg for handle axes.2004-03-17 17:50  ccornish	* wmtsa/modwt_filter.m (1.8): Cleanup code and documentation.2004-02-18 11:26  ccornish	* plotutils/plot_modwt_coef2.m (1.1): Initial revsion.2004-02-18 11:25  ccornish	* plotutils/plot_modwt_coef.m (1.13): Documentation changes.2004-02-18 10:53  ccornish	* plotutils/plot_modwt_coef.m (1.12): Added SubtractMeanVJ0t	  option, with default = 1 (yes).2004-02-18 10:27  ccornish	* plotutils/plot_equivalent_filter.m (1.1): Initial revision.2004-02-05 11:23  ccornish	* plotutils/plot_wcov.m (1.9): API change:  Reverse argument order	  to title_str and ylabel_str for consistency with other functions.	  Dropped scale_str argument.  Added axesProp, level_range,	  plotOpts arguments. Updated documentation.2004-02-05 11:12  ccornish	* plotutils/plot_wvar.m (1.13): Clean up unused variables.  Updated	  documentation.2004-02-04 15:02  ccornish	* plotutils/set_axes_prop.m (1.1): Initial revision.2004-02-04 14:48  ccornish	* plotutils/plot_wvar.m (1.12): API change:  Reverse argument order	  to title_str and ylabel_str for consistency with other functions.	  Dropped scale_str argument.  Added  axesProp, level_range,	  plotOpts arguments.  Secondary scale axis now based on values of	  plotOpts.DeltaT and min/max of axis.	Added axesProp for user	  control of axes plotting.2004-01-07 14:25  ccornish	* wmtsa/Test/TestData/ecg-C6-DWT.dat (1.1): Initial revision.2004-01-05 14:05  ccornish	* wmtsa/Test/TestData/: ecg-C6-DWT-MRA.dat (1.1),	  ecg-D4-DWT-MRA.dat (1.1), ecg-D4-DWT.dat (1.1),	  ecg-Haar-DWT-MRA.dat (1.1), ecg-Haar-DWT.dat (1.1),	  ecg-LA8-DWT-MRA-reflection.dat (1.1), ecg-LA8-DWT-MRA.dat (1.1),	  ecg-LA8-DWT-shifted-V_6.dat (1.1), ecg-LA8-DWT-shifted-W_1.dat	  (1.1), ecg-LA8-DWT-shifted-W_2.dat (1.1),	  ecg-LA8-DWT-shifted-W_3.dat (1.1), ecg-LA8-DWT-shifted-W_4.dat	  (1.1), ecg-LA8-DWT-shifted-W_5.dat (1.1),	  ecg-LA8-DWT-shifted-W_6.dat (1.1), ecg-LA8-DWT.dat (1.1): Initial	  revision.2003-12-16  Charlie Cornish  <ccornish@atmos.washington.edu>	* Release WMTSA-matlab_Release_0-2-1_200312162003-12-16 19:01  ccornish	* plotutils/figure_footer.m (1.5): Fix bug - type error.2003-12-16 18:55  ccornish	* utils/fuzzy_diff.m (1.6): Fixed fuzzy difference comparision to	  inequality.2003-12-16 18:53  ccornish	* utils/: argterr.m (1.2), nargerr.m (1.2), infomsg.m (1.5),	  set_infomsg_verbosity_level.m (1.4): Updated to RoboDoc compliant	  header.2003-12-16 18:32  ccornish	* plotutils/: plot_wcov.m (1.8), plot_wvar.m (1.11): Added input	  argument scale_str.2003-12-16 18:28  ccornish	* plotutils/: plot_cum_wcov.m (1.3), plot_imodwt_mra.m (1.11),	  plot_modwt_clcwsvar.m (1.3), plot_modwt_rcwsvar.m (1.4),	  plot_modwt_wvar_ci_comparison.m (1.3), plot_wcor.m (1.5): Updated	  to RoboDoc compliant header.2003-12-16 18:27  ccornish	* plotutils/overplot_modwt_cir_shift_coef_bdry.m (1.4): Updated to	  RoboDoc compliant header; Changed to updated names for function	  calls.2003-12-16 18:26  ccornish	* plotutils/multi_yoffset_plot.m (1.7): Add input function argument	  left_ylabel_str.2003-12-16 18:25  ccornish	* plotutils/: figure_datestamp.m (1.3), figure_footer.m (1.4),	  linesegment_plot.m (1.3): Updated to RoboDoc compliant header;	  Changed graphic handles to standard names.2003-12-16 17:22  ccornish	* wmtsa/modwt_wvar_psd.m (1.2): Changed order of output arguments.2003-12-16 17:20  ccornish	* wmtsa/Test/test_modwt_wvar.m (1.3): Updated test driver for	  changes in modwt_wvar api.2003-12-16 17:19  ccornish	* wmtsa/Test/: test_modwt_wvar_psd.m (1.1), test_modwt_wvar_sdf.m	  (1.2): Renamed test_modwt_wvar_sdf.m to test_modwt_wvar_psd.m.2003-12-15 17:22  ccornish	* wmtsa/: modwt_cir_shift_wavelet_coef_bdry_indices.m (1.5),	  modwt_cir_shift_wcoef_bdry_indices.m (1.1): Renamed	  modwt_cir_shift_wavelet_coef_bdry_indices.m to	  modwt_cir_shift_wcoef_bdry_indices.m2003-12-15 17:19  ccornish	* wmtsa/: modwt_cir_shift_wavelet_coef_bdry.m (1.6),	  modwt_cir_shift_wcoef_bdry.m (1.1): Renamed	  modwt_cir_shift_wavelet_coef_bdry.m to	  modwt_cir_shift_wcoef_bdry.m2003-12-16  Charlie Cornish  <ccornish@atmos.washington.edu>	* Added functions for estimating and plotting power spectral	density from wavelet variance.	2003-11-05  Charlie Cornish  <ccornish@atmos.washington.edu>	* Added ROBOdoc documentation headers.	* Added test drivers.	* Added a make function to compile, clean, and remake mex files.	* Added figures and example data.	* Added utlity functions for modwt, wdwt and wmtsa.	2003-06-24  Charlie Cornish  <ccornish@atmos.washington.edu>	* Release WMTSA-matlab_Release-0-1-1_20030624.2003-06-24  Charlie Cornish  <ccornish@atmos.washington.edu>	* Added toolbox/wmtsa/utils/nargerr.m to replace MATLAB wavelet	toolkit function errargn.	* Added toolbox/wmtsa/utils/argterr.m to replace MATLAB wavelet	toolkit function errargt.	* Replaced calls to errargn and errargt in functions within wmtsa	toolbox.2003-06-24  Charlie Cornish  <ccornish@atmos.washington.edu>	* Changed  plot_modwt_coef.m: added plotOpts and masterPlotFrame	arguments to function call.	2003-06-24  Charlie Cornish  <ccornish@atmos.washington.edu>	* Added toolbox/wmtsa/wmtsa/modwt_cum_level_wcov.m.	2003-06-04  Charlie Cornish  <ccornish@atmos.washington.edu>	* Initial Release (0.1)	File Inventory:	./matlab:	README.txt		./matlab/examples/data:	ecg-LA8-MODWT.dat	ecg-LA8-MODWT-MRA.dat	heart.dat	msp-data-4096.dat	msp-data.dat	Nile.dat	percival-m_subtidal_sea_level.dat		./matlab/examples/Figures:	figure183.m	figure184.m	figure186.m	figure187.m	figure190.m	figure194.m	figure195.m		./matlab/toolbox/wmtsa:	startup.m		./matlab/toolbox/wmtsa/plotutils:	figure_datestamp.m	figure_footer.m	linesegment_plot.m	multi_yoffset_plot.m	overplot_imodwt_cir_mra_bdry.m	overplot_modwt_cir_shift_coef_bdry.m	plot_cum_wcov.m	plot_imodwt_mra.m	plot_modwt_clcwsvar.m	plot_modwt_coef.m	plot_modwt_cwsvar.m	plot_modwt_rcwsvar.m	plot_modwt_wvar_ci_comparison.m	plot_wcor.m	plot_wcov.m	plot_wvar.m		./matlab/toolbox/wmtsa/third-party:	suptitle.m		./matlab/toolbox/wmtsa/utils:	fuzzy_diff.m	infomsg.m	set_infomsg_verbosity_level.m		./matlab/toolbox/wmtsa/wmtsa:	advance_scaling_filter.m	advance_time_series_filter.m	advance_wavelet_filter.m	equivalent_filter_width.m	imodwt_details.m	imodwtj.c	imodwtj.mexglx*	imodwtj.mexsol*	imodwt.m	imodwt_mra.m	imodwt_smooth.m	modwt_choose_nlevels.m	modwt_circular_advance.m	modwt_cir_mra_bdry_indices.m	modwt_cir_mra_bdry.m	modwt_cir_shift_scaling_coef_bdry_indices.m	modwt_cir_shift_scaling_coef_bdry.m	modwt_cir_shift_wavelet_coef_bdry_indices.m	modwt_cir_shift_wavelet_coef_bdry.m	modwt_cum_level_cum_wav_svar.m	modwt_cum_wav_svar.m	modwtj.c	modwtj.mexglx*	modwtj.mexsol*	modwt.m	modwt_number_nonboundary_coef.m	modwt_plot_comparison_wvar_ci.m	modwt_rot_cum_wav_svar.m	modwt_scaling_coef.m	modwt_wavelet_coef.m	modwt_wavelet_sample_variance.m	modwt_wcor.m	modwt_wcov.m	modwt_wvar.m	ts_sample_variance.m	wmtsa_wavelet_filter.m	

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