r语言实现小波分析

实现效果

 

左图为原始数据，右图为小波分析加显著性检测结果

所需包：WaveletComp

一、安装并加载WaveletComp包

install.packages('WaveletComp')

加载：

library('WaveletComp')

 

二、创造数据并执行小波分析及模拟

series.length = 6*128*24
x1 = periodic.series(start.period = 1*24, length = series.length)
x2 = periodic.series(start.period = 8*24, length = series.length)
x3 = periodic.series(start.period = 32*24, length = series.len