WaveLab is a collection of Matlab functions that have been used by the authors and collaborators to implement a variety of algorithms related to wavelet analysis. A partial list of the techniques made available: * orthogonal and biorthogonal wavelet transforms, * translation-invariant wavelets, * interpolating wavelet transforms, * cosine packets, * wavelet packets, * matching pursuit, and a lot more; Here is a more detailed introduction.
M. Kaboudan. The 4th International Workshop on Computational
Intelligence in Economics and Finance (CIEF'2005), page (CIEF-10). Marriott City Center, Salt Lake City, Utah, USA, (July 2005)