mwm

  The MWM is a multiscale multiplicative data model which is able to capture not only correlation structure but also `spikiness .   Here, it is shown in comparison with a multiscale additive model which can match only the correlations

MWM
...\betarnd2.m
...\example.m
...\gen_beta_mwm.m
...\gen_hybrid_mwm.m
...\gen_pm_mwm.m
...\get_beta_pars.m
...\get_moment_ratios.m
...\get_moment_stats.m
...\get_pm_pars.m
...\get_ss_wave_stats.m
...\get_wave_stats.m
...\haardwt.m
...\interarrival.mat
...\mwm_msq.m
...\htm" target=_blank>README
...\train_beta_mwm.m
...\train_hybrid_mwm.m
...\train_pm_mwm.m
...\train_ss_beta_mwm.m