wavelets_java

wavelet transform program.

import java.io.*;
import wavelets.*;
import wavelet_util.*;
import dataInput.*;

/**

  Generate histograms for the Haar coefficients created by
  applying the Haar transform to the time series for the
  Applied Materials （symbol: AMAT） daily close price.  Plot
  the histograms along with a normal curve with a mean
  and standard deviation calculated from the coefficients.

  There are 512 data points in the AMAT daily close price time
  series.  This program generates a histogram for the 
  first three high frequency sets of coefficients （e.g. 256 
  128 and 64 coefficients）.


  Financial theory states that the average daily return
  （e.g the difference between today‘ss close prices and
  yesterday‘s close price） is normally distributed.  So
  the

 属性            大小     日期    时间   名称
----------- ---------  ---------- -----  ----

     文件      10249  2001-02-21 13:13  wavelets\amat_close

     文件        168  2001-05-24 11:35  wavelets\clean_script

     文件       3142  2001-07-01 03:19  wavelets\curve_plot_test.java

     文件      11202  2001-06-10 05:51  wavelets\dataInput\tsRead.java

     目录          0  2004-11-26 20:33  wavelets\dataInput

     文件       6070  2001-05-10 11:45  wavelets\double_vec\double_vec.java

     目录          0  2004-11-26 20:33  wavelets\double_vec

     文件       4513  2001-06-29 11:19  wavelets\experimental\histo.java

     文件        434  2001-06-22 11:19  wavelets\experimental\plot.java

     文件       7975  2001-07-02 10:44  wavelets\experimental\statistics.java

     目录          0  2004-11-26 20:33  wavelets\experimental

     文件       1171  2001-07-07 05:06  wavelets\filter_test.java

     文件       1901  2001-06-29 11:19  wavelets\histoTest.java

     文件       2285  2001-06-10 07:21  wavelets\inplace_haar_test.java

     文件        406  2001-07-08 02:41  wavelets\README_JAVADOC

     文件        432  2001-07-07 05:07  wavelets\readTest.java

     文件       1958  2001-06-10 07:09  wavelets\simple_haar_test.java

     文件       3992  2001-07-07 05:35  wavelets\sort\generic_sort.java

     文件       3059  2001-06-29 11:18  wavelets\sort\qsort.java

     目录          0  2004-11-26 20:33  wavelets\sort

     文件       3207  2001-07-07 04:58  wavelets\sortTest.java

     文件       1070  2001-07-07 05:09  wavelets\spectrum_test.java

     文件       1612  2001-07-07 05:02  wavelets\statTest.java

     文件       3143  2001-06-23 00:11  wavelets\timeseries_histo.java

     文件       1271  2001-06-10 07:45  wavelets\timeseries_test.java

     文件      24947  2001-07-01 04:27  wavelets\wavelets\inplace_haar.java

     文件       8183  2001-06-10 06:39  wavelets\wavelets\simple_haar.java

     文件        787  2001-05-11 11:49  wavelets\wavelets\wavelet_base.java

     目录          0  2004-11-26 20:33  wavelets\wavelets

     文件      12526  2001-07-08 05:50  wavelets\wavelet_util\bell_curves.java

............此处省略11个文件信息