搜索资源列表
Hurst
- hurst指数计算宏,计算简单,效率较高
Hurst-1
- Hurst指数在股票市场有效性分析中的应用，matlab计算。-Hurst index effectiveness analysis in the stock market, the application Matlab calculations.
hurst
- 利用R/S的各种修正版本计算HURST指数
hurst
- 计算hurst 指数的 matlab 程序
hurstcaculate.rar
- hurst指数估计 This function does dispersional analysis on a data series, then does a Matlab polyfit to a log-log plot to estimate the Hurst exponent of the series. This algorithm is far faster than a full-blown implementation of Hurst s
HurstEstimator
- 分形分析中很重要的Hurst指数的计算程序,并包含Hurst指数等于0.7和0.8的两个样本序列-Fractal Analysis of a very important Hurst index calculation program, and includes Hurst index equal to 0.7 and 0.8 in two samples of sequences
RSmatlab
- R/S 计算Hurst指数.为金融研究提供更为便捷的途径-R/S calculation of Hurst index. For the financial study provides a more convenient way for
hurstestimators
- 包含了采用不同方法计算hurst指数的matlab程序- it contains several different methods for hurst exponent computation,including rs wavelet and so on
per
- 才用周期图法预测hurst指数。参数sequence为时间序列，isplot说明是否需要画图。-Have used the periodogram forecast hurst index. Parameter sequence for the time series, isplot explain the need for drawing.
Hurst_VBA
- Hurst指数代码，欢迎各位下载使用，如有错误请明示-Hurst index code, and welcome to download and use, if any error, please express
estimate_hurst_exponent
- matlab程序，用于求时间序列的hurst指数，判断数据的长程关联性。 -the matlab procee for calculating the Hurst Exponent for a time series data--Hurst Exponent
r_sn
- R/S分析法中如何求解重标极差，得到后使用最小二乘估计就可以得到，Hurst指数-R/S analysis method on how to solve the rescaled range, obtained after the least-squares estimation can be used, Hurst index
hurst
- 分形计算Hurst指数的程序，不过要结合EVIEWS软件一起完成-Calculation of the fractal index Hurst procedures, but to combine with EVIEWS software finish together.
hurst
- 用R/S方法来求hurst指数，matlab程序-R/S method to seek hurst index, matlab program
Calculate-hurst-index
- 这是一个分形程序，用来计算hurst指数。-This is a fractal program, used to calculate the hurst index.
hurst
- hurst指数的matlab源代码，简单实用-the hurst Index matlab source code
hurstcompute
- 利用重标极差的方法来计算hurst指数的MATLAB程序(Hurst index was calculated by R/S method)
Hurst指数
- 描述非函数长周期的重要指标，Hurst指数进行预测未来变化趋势分析。(An important index for describing the long period of non function, Hurst index to predict future change trend analysis.)
Hurst
- 经典的R/S分析法计算油价收益率的Hurst指数，并有图例展示(Calculation of Hurst Index by Classical R/S Method)
HURST指数计算MATLAB程序
- HURST指数计算MATLAB程序,MATLAB编写的，计算准确。