搜索资源列表
hurst_exponent
- 一个简单的计算hurst指数的matlab程序
RSana
- matlab计算hurst指数的程序，非常好用
RSana.rar
- 用于计算HURST指数的分形维数的MATLAB小程序，属于经典的。,HURST index used to calculate the fractal dimension of the MATLAB small procedures, are classic.
RSana.rar
- 用R/S估算法计算时间序列的HURST指数,With R/S method to estimate time series HURST index
RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性，它是英文人编写的，与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the preparation methods are differen
RSana
- RS分形算法matlab代码实现.于计算HURST指数的分形维数的MATLAB小程序-RS fractal algorithm to achieve Matlab code.HURST index used to calculate the fractal dimension of the MATLAB small procedures
MPointM
- 终点位移法生成具有确定维数的程序，通过指定赫斯特指数，可以得到具有所需的维数的曲线。-Generated with the end of displacement method to determine dimension procedures, through the designation of Hurst index, could be to have the necessary dimension of the curve.
Estimation_of_Hurst_Parameter
- 一种基于数据块选择的方差时间图Hurst参数估计方法。-Estimation of Hurst Parameter by Variance-time Plots Based 011 Data Blocks Range Selection
hurst_calculation
- 计算hurst指数 主程序 利用经典的RS分析法计算分形H指数-calculate hurst parameter
R2
- r/s法matlab函数的中文说明及例程、附带上证hurst数值的计算。-r/s Law of the Chinese matlab function descr iptions and routines, with the Shanghai hurst numerical calculations.
rs
- 本程序是通过利用R/S分析法来求解hurst参数，并最后作出直线图求出其斜率得到H值-This procedure is through the use of R/S analysis method to solve the hurst parameter, and the last to make a straight line graph to derive the value of its slope to be H
work
- 计算hurst指数中几个参数的选择,参数的选择对于这个计很重要,本代码试图找出一个最优的选择.-Hurst index calculation the choice of several parameters, the parameters of choice for this very important, the code to try to find an optimal choice.
hurst2
- 可以經過此檔案來計算hurst參數 檢驗數據是否可預期-do hurst
work
- matlab的function，计算hurst指数-matlab' s function, calculated hurst index
RSana0909092
- 采用matlab编程求信号的hurst指数-hurst parameter using matlab..........
RSmatlab
- R/S分析法计算logRS值, 然后通过最小二乘法回归即可得到hurst参数的估计值.-R/S analysis method logRS value, and then return can be obtained through the least square method hurst parameter estimate.
work
- 一系列Matlab的m文件的打包，包括Hurst等-A series of Matlab m-file package, including Hurst, etc.
RS
- 采用RS极重标差分析法得到HURST指数。参数sequence为输入的时间序列。-RS heavy use of standard deviation analysis by HURST index. Parameter sequence for the input time series.
fractalhurst
- 分形Hurst指数在彩虹期权定价中的应用-fractal hurst