给定时间序列,该算法生成随机变体,其中原始值都被保留(但它们的位置是随机的),但逐点Holder结构是固定的。这对于各种形式的假设检验很有用。参考文献:Keylock, CJ 2017. 保留逐点的多重分形代理数据生成算法Hölder规律结构,初步应用于湍流,Physical Review E 95, 032123,https://doi.org/10.1103/PhysRevE.95.032123。
Iterative Amplitude-adjusted Wavelet Transform for Time Series Randomization
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