天软金融分析.NET函数大全 > TSL函数 > 数学函数 > 小波分析

wavelet    

简述
一维序列小波消噪
定义
wavelet(s:Array;wname:String;n:Integer;options:Array):Array;
参数
名称类型说明
sArray一维序列,一维数字数组
wnameString基础小波函数,字符串类型,取值参考[Wavedec]函数的wname输入参数
nInteger小波分解层数,正整数
optionsArray方法选项
选择字段 说明
'brief' 默认为1 采用简单剔除高频谐波达到消噪的目的,如果为 0 采用估计序列噪音标准差剔除噪音
'sigma' 实数为0 默认采用序列的高阶谐波估计标准差;也可自己输入值
'which' 整数,以某一层谐波作为噪音估计的数据,默认第一层
'alpha' 实数,阈值惩罚系数,默认为2
"thr" 字符串,阈值大小,默认0 采用谐波估计,也可以直接给出
'sorh' 字符串,阈值方式设置,'s' 软阈值,'h'硬阈值默认为's'
  • 范例

    S := array(2484.83,2479.05,2482.34,2437.79,2447.75,2512.96,2443.06,2433.16,2393.18, 2415.05,2392.06,2365.34,2359.22,2344.79,2348.52,2420.00,2438.79,2431.38,2440.4,2383.49,2377.51,2331.37,2317.27,2370.33,2409.67,2427.48,2435.61,2473.41,2468.25,2470.02,2504.11,2508.09,2528.29,2509.8,2503.84,2524.92,2479.54,2481.08,2528.71,2529.76,2466.96,2463.05,2416.56,2415.13,2412.62,2395.06,2397.55,2380.22,2383.03,2412.39,2333.41,2386.86,2360.66,2333.23,2325.91,2332.73,2329.82,2315.27,2291.54,2248.59,2228.52,2180.9,2224.84,2218.24,2215.93,2191.15,2186.3,2204.78,2190.11,2166.21,2170.01,2173.56,2199.42,2169.39,2148.45,2163.4,2225.89,2285.74,2276.05,2275.01,2244.58,2206.19,2298.38,2266.38,2296.07,2319.12,2285.04,2292.61,2268.08,2312.56,2330.41,2331.14,2291.9,2347.53,2349.59,2351.98,2351.85,2344.77,2366.7,2356.86,2357.18,2363.6,2381.43,2403.59,2409.55,2439.63,2447.06,2451.86,2428.49,2426.11,2460.69);
    n := 2;
    wname := "db14";
    options := array('brief':1,'sigma':0,'which':1,'alpha':2,"thr":0,'sorh':'s');
    return s|wavelet(s,wname,n,options) ;

    消噪和原始数据对比:
    参考
    Wavedec wrcoef 
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