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hurst的matlab程序_2
- hurst的matlab程序,适用性较强，请大家放心下载使用
Hurst参数的求法matlab代码
- 汇集了常用的求时间序列Hurst参数的方法
RSana
- 通过在Matlab上实现对指定时间序列的赫斯特指数的计算 -Matlab to achieve by the specified time series Hurst index of
RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性，它是英文人编写的，与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the preparation methods are differen
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
HurstByRS
- 将源码保存为.m文件，程序生成logR/S，在matlab中循环调用这个文件，生成多个不同时间尺度的logR/S，然后求出logR/S与logN的直线斜率即是Hurst。-Will be saved as a source. M documents, procedures to generate logR/S, in the cycle of calling matlab in this document, to generate a number of different time scale
R2
- r/s法matlab函数的中文说明及例程、附带上证hurst数值的计算。-r/s Law of the Chinese matlab function descr iptions and routines, with the Shanghai hurst numerical calculations.
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.
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.
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
- 用R/S方法来求hurst指数，matlab程序-R/S method to seek hurst index, matlab program
MATLAB
- Calculate hurst and lyupanov exponent from a time serie
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
RS-fractal-algorithm-matlab-code
- RS分形算法matlab代码实现,即利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm matlab code realization, i.e., using RS method to calculate the fractal time series hurst index
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
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