www.gusucode.com > wavelet 源码程序 matlab案例代码 > wavelet/MultifractalRandomWalkCumulantsExample.m
%% Multifractal Random Walk Cumulants % Compute the cumulants for a multifractal random walk. The % multifractal random walk is a realization of a random process with a % theoretical first cumulant of 0.75 and a second cumulant –0.05. % The second cumulant value of –0.05 indicates that the scaling % exponents deviate from a linear function with slope 0.75. %% % Load a random walk signal. load mrw07505; %% % Obtain and display the first and second cumulants. [~,~,cp,tauq] = dwtleader(mrw07505); cp([1 2]) %% % For monofractal processes, the scaling exponents are a linear function of % the moments. Linearity is indicated by the second and third cumulants % being close to zero. In this case, the nonzero second cumulant indicates % that the process is multifractal. %% % Plot the scalaing exponents for the _q_ th moments. plot(-5:5,tauq,'bo--'); title('Estimated Scaling Exponents'); grid on xlabel('qth Moments') ylabel('\tau(q)') %% % The scaling exponents are a nonlinear function of of the moments.