The Chaotic Attractor Analysis of DJIA Based on Manifold Embedding and Laplacian Eigenmaps

Figure 3

The wavelet denoising on the sampled MACD time series of DJIA. Note: this figure shows the effect of wavelet denoising of MACD series. The Mexican Hat (Mexh) is used as the wavelet base function, where . The three left plots illustrate the threshold under different scales of details coefficients, the top right plot demonstrates the comparison between original times series and filtered series, and the two right plots below describe the coefficients among different scale levels.