ウェーブレットによる経済分析E-mail masakazu.inada@boj.or.jp E-mail kouichirou.kamada@boj.or.jp wavelet J. J. Morlet D. D. Gabor uncertainty principle Conway and Frame Schleicher “wave” “let” DWT: discrete wavelet transform CWT: continuous wavelet transform AUSS MATLAB S-Plus Mathematica CD-ROM Mathematica MODWT h L Percival and Walden Gençay, Selçuk and Whitcher k+ 2n >L ⋅⋅⋅, 0, 0, h1,⋅⋅⋅, hL, 0, 0,⋅⋅⋅ L ⌺hk = 0 . k =1 L ⌺h2
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