Estimation of global and local holder exponent (values) directly from wavelet transform modulus maxima(WTMM)

Dear Friends

I am very new to signal processing techniques . Urgently need to do some Wavelet analysis on time series. I used matlab "wavemenu" graphical user interface for continuous wavelet 1-D and got 3 variables(coefs,scales,wname), But dont know how to generate WTMM (wavelet transform modoules maxima ) , how to export the values of WTMM , and more important, how to estimate global and local holder exponent (values) directly from WTMM representation?

I did some experiment using Wavelab850 toolbox but got stuck over it since it requires many input parameters to be set

Pls do help me if you have any idea.

Regard

Answer 1

[Wayne King]

I'd have to think a bit about how to actually estimate the Holder (Lipschitz) exponents from the CWT, but you can use localmax in the Wavelet Toolbox to extract the local maxima lines.

For example:

 load cuspamax;
 x = 1:length(cuspamax);
 scales = 1:32;
 cfs = cwt(cuspamax,scales,'haar');
 [lmaxima,indices] = localmax(cfs,[],false);
 [iRow,iCol] = find(lmaxima);
 subplot(211);
 imagesc(abs(cfs)); axis xy;
 axis([1 1024 1 32]);
 ylabel('Scale'); title('CWT Coefficients (Moduli)');
 subplot(212);
 plot(x(iCol),scales(iRow),'marker','o','markerfacecolor',[0 0 1],...
     'linestyle','none');
 xlabel('Position'); ylabel('Scale'); title('Maxima Lines');
 axis([1 1024 1 32]);

Answer 2

[Changxi You]

We can use localmax to get the lines of maxima. Anybody knows how to estimate the holder exponents after that?