www.gusucode.com > wavelet 源码程序 matlab案例代码 > wavelet/helperAutoCorr.m
function helperAutoCorr(data,w) % This function is intended only for the % HaarTransformsForTimeSeriesDataExample. It may be changed or removed in % a future release f = figure; f.Units = 'normalized'; movegui(f,'center'); f.Position(2:4) = [0.15 0.4 0.7]; f.Units = 'pixels'; lev = 5; N = length(data); [xc,lags] = xcorr(data,32,'coef'); subplot(5,1,1) hs = stem(lags(33:end),xc(33:end)); hs.Marker = 'none'; xlim([0 32]) conf = 1.96; line(0:32,conf/sqrt(N)*ones(33,1),'LineStyle','--'); line(0:32,-conf/sqrt(N)*ones(33,1),'LineStyle','--'); title('Autocorrelation Sequences for Original Data and Wavelet Coefficients'); for lev = 1:4 subplot(5,1,lev+1) [xc,lags] = xcorr(w{lev},32,'coef'); hs = stem(lags(33:end),xc(33:end)); xlim([0 32]) hs.Marker = 'none'; ax = gca; ylims = ax.YLim; xlims = ax.XLim; text(ax,xlims(2)-10,ylims(2)-0.2,['Scale' num2str(2^lev)]); line(0:32,conf/sqrt(N/2^lev)*ones(33,1),'LineStyle','--'); line(0:32,-conf/sqrt(N/2^lev)*ones(33,1),'LineStyle','--'); end xlabel('Lag (days)');