搜索资源列表
hurst_exponent
- 使用经典R/S方法计算赫斯特指数，以衡量数据的分型特性-using R/S method to caculate the Hurst exponent
Calc_Hurst
- Hurst指数的计算,应用于非周期时间序列的平均周期计算-Calculate Hurst Exponent
MFDMA
- 使用MFDMA方法计算多重分形的广义Hurst指数及多重分形谱-The generalized Hurst exponent and singularity spectrum of the MFDMA method
multifractal-compute
- 分形参数计算程序分享 计算Hurst指数 李雅普诺夫 GP算法计算关联维数-Fractal parameter calculation program to share Calculate the Hurst exponent Lyapunov GP algorithm to calculate the correlation dimension
estimate_hurst_exponent
- 估计Hurst指数的matlab代码，可以分析股票市场上的特点。-estimate hurst exponent
RSana2
- 应用matlab进行编程，利用R/S分析，计算Hurst指数-Application of matlab programming, using the R/S analysis to calculate the Hurst exponent
THursth
- 该函数用于计算不规则几何图形的分形特征：Hurst指数。其中input为一个N行33列的矩阵，s为度量步长，可以取1，2，3，4等。输出output就是Hurst指数 -This function is used to calculate the irregular geometry of the fractal characteristics: Hurst exponent. Which input line 33 matrix of an N, s is measured in step
kfd
- 基于matlab环境下计算时间序列的Kartz分形维数和DFA方法计算hurst指数.反映信号的非线性特征！-compute KFD of the time series，and hurst exponent by DFA method.
genhurstxx
- Generalized Hurst exponent of a stochastic variable
hurst_exponent
- This is a programme for calculating the Hurst exponent
dispersional-analysis
- this is a programme for Hurst exponent calculation
EDHEC-Risk
- this can be used to calculate Hurst exponent
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
3hurst
- Hurst指数是描述非函数长周期的重要指标。它有别于传统单位根检验，可以发现时间序列存在的超长周期性，可以用于判断市场风险，但运算相当繁琐，单独利用Excel计算费时又费力，作者在充分理解Hurst指数内涵和应用的基础上，利用Excel的宏语言VBA编写宏程序轻松实现Hurst指数的计算，通过这一工作也希望能使Hurst指数能够得到广泛的应用。-Hurst index is to describe the function of the long period of non-important
hurst
- 分形分析的R/S重标极差方法求Hurst指数-Fractal analysis of R/S rescaled range method for the Hurst exponent
Sub-Hurst
- 在EXCEL中计算赫斯特指数的宏程序,默认A列运行，n不超过10000.-Hurst exponent calculation in EXCEL macro program, the default column A run, n does not exceed 10000.
hurst
- 在小波分析及其变换中，Hurst指数的Matlab实现-Wavelet analysis and transformation, Hurst exponent of Matlab achieve
hundun_Hurst
- 估计Hurst指数，用于混沌分形分析，减低小波估计的计算量-Estimated Hurst exponent, chaos fractal analysis, and reducing the amount of calculation for wavelet estimation
genhurst
- 计算赫斯特指数Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of the distribution <|x(t+r)-x(t)|^q>/<x(t)^q> ~ r^[qH(q)] The value of H(q) give indi
hurst-estimators
- Hurst指数是描述非函数长周期的重要指标。它有别于传统单位根检验，可以发现时间序列存在的超长周期性，可以用于判断市场风险，-Hurst exponent describing the long period of non-function important indicator. It is different the traditional unit root tests, we can find the presence of long periodic time series, can