搜索资源列表
MATLAB
- Calculate hurst and lyupanov exponent from a time serie
RSana
- 多重分形领域中Hurst指数的计算及主程序运行-Multifractal field Hurst exponent calculation and main run
MoveHurst2
- 主要包括用重标极差法计算Hurst指数并绘制双对数图-Including the rescaled range method (R/S analysis) to calculate Hurst exponent, function and caller
DMA
- calculation of the Hurst exponent
Sheet1
- Excel VBA,R/S分析法求Hurst指数,可用对数收益率,也可直接用收盘价。-Excel VBA, R/S analysis method the Hurst exponent, logarithm returns available, may also be used closing price.
R_S_hurst
- 用重标极差法(R/S)计算Hurst指数,便于分析证券市场等时间序列的分形特征-Hurst exponent calculation method using the rescaled range (R/S), to facilitate the fractal characteristics of the securities market and other time series
63588
- The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent. Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of t
Chaotic-time-series-analysis
- 混沌时间序列Matlab源程序,包含时间序列的时间延迟计算,关联积分计算,相空间重构,时间序列分解,Heaviside函数的计算,延迟时间和时间窗口计算,混沌吸引子关联维计算,重构相空间进行K_L变换,混沌吸引子关联维计算,Hurst指数分析,关联维和Kolmogorov熵计算,FFT计算序列平均周期,最大lyapunov指数计算,利用互信息法求时间延迟,混沌和噪声识别的源程序。-Matlab chaotic time series source, time includes the time
HurstCompute
- Hurst指数相关算法,具体描述了相关算法的求解和描述中。-Hurst exponent correlation algorithm, described in detail the correlation algorithm for solving and descr iption.