wavelet-variance topic

List wavelet-variance repositories

gmwm

29
Stars
14
Forks
Watchers

Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet variance in a moment matching approach that makes it particularly...

wv

15
Stars
10
Forks
Watchers

:alarm_clock: This R package provides the tools to perform standard and robust wavelet variance analysis for time series (signal processing). Among others, aside from computing the wavelet variance an...