Hurst Modeling
Last update : 13/3/2007

aggregation_a - Perform the m-averaged aggregation of a time series x

Calling Sequence

[xaggreg]=aggregation_a(x,m)

Parameters

Description

Perform the m-averaged aggregation of a time series x. x is the signal with length N.

Examples

  x=sin(0:0.01:2*%pi);
  xaggreg=aggregation_a(x,5);
  scf;
  subplot(2,1,1);plot2d(1:length(x),x,rect=[0 min(xaggreg) length(x) max(xaggreg)]);xtitle('x');xtitle('x');
  subplot(2,1,2);plot2d(1:length(xaggreg),xaggreg,rect=[0 min(xaggreg) length(x) max(xaggreg)]);xtitle('5-averaged aggregation of x');
  

Authors

Foued Melakessou University of Luxembourg

Bibliography

Intra Project 2004-2007

Used Function

aggregation_a.