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elwcode
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
RS
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
hurst
- 这是运用分形插值曲线细化的折线图的源代码-This is the use of fractal interpolation curve refinement of the source code line chart
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.
eH
- Hurst参数用来衡量时间序列的相关程度。给出了AVB, R/S, VT, PG, Wavelet等多种方法。-The degree of dependence of a time serie is measured by Hurst paramrter. AVB, R/S, VT, PG, Wavelet methods are given in this package.
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
hurst_exponent.m
- estimating Hurst exponent of the data series given
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
genhurst
- Code to estimate Hurst Exponent
Hurst2
- One way to determinate the Hurst exponent The diference is the form of the partitions for the range. They are helpfull to compare.
On-Hurst-exponent-estimation-under-heavy-tailed.z
- sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
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 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.
An-example-for-the-Hurst-exponent-analysis
- this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis
hurst
- hurst指数的matlab源代码，简单实用-the hurst Index matlab source code
Hurst
- Matlab code Hurst and rescaled range
hurst
- 用MATLAB进行赫斯特指数计算，应该多点这种资料，毕竟很多人不会MATLAB-Hurst exponent calculation using MATLAB, multi-point, after all, a lot of people do not MATLAB