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   -> Volume 6, Issue 11


Question: Wavelet shrinking
 
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Pavel Kotulsky (superv@roscredit.msk.su)
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PostPosted: Thu Oct 16, 1997 7:52 pm    
Subject: Question: Wavelet shrinking
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#30 Question: Wavelet shrinking

Hello Colleagues!

I'm trying to use the Wavelet shrinking (smoothing or noise
reduction) to financial time-series data. I've used the SANTIS
software under Windows 3.11 in an interactive mode for my first
experiments. The preliminary results with historical data were not
bad.
Now I need to build a batch "smoother" and than to try on-line data
processing.
Would You point/recommend any public domain C source code to realise
this task (with the Daubechie mother wavelet, preferably) or do I must
to rewrite MathLab m-files on C?
Ready to use public domain C Library I've did'nt found ...

Regards,
Pavel Kotulsky
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