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This site has gear for the MSAR-W software package. MSAR-W is a Matlab software toolkit that fits multi-scale autoregressive models to data by means of the wavelet transform. MSAR-W is for data that exhibit multi-scale structure. Some examples are econometric time series (e.g. stock prices), climate data, electrical power demand and router traffic. Another are processes that are fractional Brownian motion.

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