Introduction - If you have any usage issues, please Google them yourself
The MWM is a multiscale multiplicative data model which is able to capture not only correlation structure but also `spikiness .   Here, it is shown in comparison with a multiscale additive model which can match only the correlations
Packet : 11912891mwm.zip filelist
MWM/
MWM/betarnd2.m
MWM/example.m
MWM/gen_beta_mwm.m
MWM/gen_hybrid_mwm.m
MWM/gen_pm_mwm.m
MWM/get_beta_pars.m
MWM/get_moment_ratios.m
MWM/get_moment_stats.m
MWM/get_pm_pars.m
MWM/get_ss_wave_stats.m
MWM/get_wave_stats.m
MWM/haardwt.m
MWM/interarrival.mat
MWM/mwm_msq.m
MWM/README
MWM/train_beta_mwm.m
MWM/train_hybrid_mwm.m
MWM/train_pm_mwm.m
MWM/train_ss_beta_mwm.m