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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
hurst
- 利用重标极差法计算Hurst指数，里面包含实现这一操作的子程序-Calcultate the Hurst
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
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
hurst-exponent
- hurst 指数计算程序 提示：先导入（import）时间序列数据，再进行计算。-hurst Index hints: first import (import) time-series data, and then calculated.
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
hurst 指数计算程序
- hurst 指数计算程序 提示：先导入（import）时间序列数据，再进行计算。--hurst index in the execlhurst Index hints: first import (import) time-series data, and then calculated.
3 移动平均hurst指数计算程序.fld
- 计算移动平均hurt指数，用MATLAB的程序代码，适合初学者(Moving average hurt index)
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指数择时
- 基于Hurst指数的择时策略代码，用中证800数据回测(Hurst index based time selection strategy code, using China's certificate 800 data back test)
hurst指数计算
- 可以直接进行Hurst指数的计算和两种指数试验的推演(Calculating the Hurst index)
HURST指数
- matlab代码用于计算hurst指数，附有几个excel实用例子(calculate hurst index)
Hurst指数
- 信号处理领域中求Hurst指数MATLAB代码。(Find the Hurst index MATLAB code in the field of signal processing.)