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 发表于 2014-6-18 10:35:13
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| 蜗牛兄弟你说的是下面的程序吗?
 %WAVELET  1D Wavelet transform with optional singificance testing
 %
 %   [WAVE,PERIOD,SCALE,COI] = wavelet(Y,DT,PAD,DJ,S0,J1,MOTHER,PARAM)
 %
 %   Computes the wavelet transform of the vector Y (length N),
 %   with sampling rate DT.
 %
 %   By default, the Morlet wavelet (k0=6) is used.
 %   The wavelet basis is normalized to have total energy=1 at all scales.
 %
 %
 % INPUTS:
 %
 %    Y = the time series of length N.
 %    DT = amount of time between each Y value, i.e. the sampling time.
 %
 % OUTPUTS:
 %
 %    WAVE is the WAVELET transform of Y. This is a complex array
 %    of dimensions (N,J1+1). FLOAT(WAVE) gives the WAVELET amplitude,
 %    ATAN(IMAGINARY(WAVE),FLOAT(WAVE) gives the WAVELET phase.
 %    The WAVELET power spectrum is ABS(WAVE)^2.
 %    Its units are sigma^2 (the time series variance).
 %
 %
 % OPTIONAL INPUTS:
 %
 % *** Note *** setting any of the following to -1 will cause the default
 %               value to be used.
 %
 %    PAD = if set to 1 (default is 0), pad time series with enough zeroes to get
 %         N up to the next higher power of 2. This prevents wraparound
 %         from the end of the time series to the beginning, and also
 %         speeds up the FFT's used to do the wavelet transform.
 %         This will not eliminate all edge effects (see COI below).
 %
 %    DJ = the spacing between discrete scales. Default is 0.25.
 %         A smaller # will give better scale resolution, but be slower to plot.
 %
 %    S0 = the smallest scale of the wavelet.  Default is 2*DT.
 %
 %    J1 = the # of scales minus one. Scales range from S0 up to S0*2^(J1*DJ),
 %        to give a total of (J1+1) scales. Default is J1 = (LOG2(N DT/S0))/DJ.
 %
 %    MOTHER = the mother wavelet function.
 %             The choices are 'MORLET', 'PAUL', or 'DOG'
 %
 %    PARAM = the mother wavelet parameter.
 %            For 'MORLET' this is k0 (wavenumber), default is 6.
 %            For 'PAUL' this is m (order), default is 4.
 %            For 'DOG' this is m (m-th derivative), default is 2.
 %
 %
 % OPTIONAL OUTPUTS:
 %
 %    PERIOD = the vector of "Fourier" periods (in time units) that corresponds
 %           to the SCALEs.
 %
 %    SCALE = the vector of scale indices, given by S0*2^(j*DJ), j=0...J1
 %            where J1+1 is the total # of scales.
 %
 %    COI = if specified, then return the Cone-of-Influence, which is a vector
 %        of N points that contains the maximum period of useful information
 %        at that particular time.
 %        Periods greater than this are subject to edge effects.
 %        This can be used to plot COI lines on a contour plot by doing:
 %
 %              contour(time,log(period),log(power))
 %              plot(time,log(coi),'k')
 %
 %----------------------------------------------------------------------------
 %   Copyright (C) 1995-2004, Christopher Torrence and Gilbert P. Compo
 %
 %   This software may be used, copied, or redistributed as long as it is not
 %   sold and this copyright notice is reproduced on each copy made. This
 %   routine is provided as is without any express or implied warranties
 %   whatsoever.
 %
 % Notice: Please acknowledge the use of the above software in any publications:
 %    ``Wavelet software was provided by C. Torrence and G. Compo,
 %      and is available at URL: http://paos.colorado.edu/research/wavelets/''.
 %
 % Reference: Torrence, C. and G. P. Compo, 1998: A Practical Guide to
 %            Wavelet Analysis. <I>Bull. Amer. Meteor. Soc.</I>, 79, 61-78.
 %
 % Please send a copy of such publications to either C. Torrence or G. Compo:
 %  Dr. Christopher Torrence               Dr. Gilbert P. Compo
 %  Research Systems, Inc.                 Climate Diagnostics Center
 %  4990 Pearl East Circle                 325 Broadway R/CDC1
 %  Boulder, CO 80301, USA                 Boulder, CO 80305-3328, USA
 %  E-mail: chris[AT]rsinc[DOT]com         E-mail: compo[AT]colorado[DOT]edu
 %----------------------------------------------------------------------------
 function [wave,period,scale,coi] = ...
 wavelet(Y,dt,pad,dj,s0,J1,mother,param)
 
 if (nargin < 8), param = -1;end
 if (nargin < 7), mother = -1; end
 if (nargin < 6), J1 = -1; end
 if (nargin < 5), s0 = -1; end
 if (nargin < 4), dj = -1; end
 if (nargin < 3), pad = 0;end
 if (nargin < 2)
 error('Must input a vector Y and sampling time DT')
 end
 
 n1 = length(Y);
 
 if (s0 == -1), s0=2*dt; end
 if (dj == -1), dj = 1./4.; end
 if (J1 == -1), J1=fix((log(n1*dt/s0)/log(2))/dj); end
 if (mother == -1), mother = 'MORLET'; end
 
 %....construct time series to analyze, pad if necessary
 x(1:n1) = Y - mean(Y);
 if (pad == 1)
 base2 = fix(log(n1)/log(2) + 0.4999);   % power of 2 nearest to N
 x = [x,zeros(1,2^(base2+1)-n1)];
 end
 n = length(x);
 
 %....construct wavenumber array used in transform [Eqn(5)]
 k = [1:fix(n/2)];
 k = k.*((2.*pi)/(n*dt));
 k = [0., k, -k(fix((n-1)/2):-1:1)];
 
 %....compute FFT of the (padded) time series
 f = fft(x);    % [Eqn(3)]
 
 %....construct SCALE array & empty PERIOD & WAVE arrays
 scale = s0*2.^((0:J1)*dj);
 period = scale;
 wave = zeros(J1+1,n);  % define the wavelet array
 wave = wave + 1i*wave;  % make it complex
 
 % loop through all scales and compute transform
 for a1 = 1:J1+1
 [daughter,fourier_factor,coi,dofmin]=wave_bases(mother,k,scale(a1),param);
 wave(a1,:) = ifft(f.*daughter);  % wavelet transform[Eqn(4)]
 end
 
 period = fourier_factor*scale;
 coi = coi*dt*[1E-5,1:((n1+1)/2-1),fliplr((1:(n1/2-1))),1E-5];  % COI [Sec.3g]
 wave = wave(:,1:n1);  % get rid of padding before returning
 
 return
 
 % end of code
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