Matlab Code Wavelet-based synthesis and visualization Fractional Brownian motion The following files are used: synthesis_conv_fbm_main.m: the main file for synthesis and visualization. Auxiliary files: fractional_filters.m: computation of frational filters. cme_farima.m: synthesis of FARIMA series through Circular Matrix Embedding for intialization. upsample_2.m: upsample by 2 operation. daubechies_filter.m,daubechies_roots.m: Daubechies conjugate mirror filters computed from their definition. lowpass_0.m: Daubechies conjugate mirror filters with less precision. Last modified: November, 2008 |