Crate ferro_wave_examples 

Domain-specific examples and extensions for FerroWave

This crate provides domain-specific analysis tools and examples built on top of the FerroWave wavelet transform library.

Modules

• financial - Batch financial analysis (volatility, regime detection, etc.)

Quick Start

use ferro_wave_examples::financial::{RegimeDetector, MarketRegime};
use ferro_wave::wavelets::{Daubechies, DaubechiesType};

let wavelet = Box::new(Daubechies::new(DaubechiesType::Db4));
let detector = RegimeDetector::new(wavelet, 3, 60);
// ... use detector with financial data

Re-exports

pub use financial::cross_correlation;

pub use financial::detect_cycles;

pub use financial::detect_jumps;

pub use financial::emd_denoise;

pub use financial::estimate_volatility;

pub use financial::extract_trend;

pub use financial::multiscale_correlation;

pub use financial::volatility_decomposition;

pub use financial::CrossCorrelation;

pub use financial::JumpDetectionConfig;

pub use financial::JumpDetectionResult;

pub use financial::MarketRegime;

pub use financial::MultiscaleCorrelation;

pub use financial::RegimeDetector;

pub use financial::VolatilityConfig;

pub use financial::VolatilityDecomposition;

Modules

financial

Financial analysis module for quantitative finance

Structs

DenoiseConfig

Configuration for wavelet denoising

Enums

ThresholdMethod

Thresholding methods for wavelet denoising

ThresholdRule

Threshold selection rules

Functions

denoise

Denoise a signal using DWT.

denoise_modwt

Denoise using MODWT (shift-invariant, better for non-stationary signals).