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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
RSana
- Hurst指数计算程序Performs R/S analysis on a time series-Performs R/S analysis on a time series
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
F_MF_DFA_q
- 计算广义的hurst指数,本课题组编写程序,欢迎使用-compute general hurst, our group write program,welcome to use
RSana.m
- 对hurst指数估计,本人已经做过测试,是正确的,下载可以直接使用-the estimation of hurst for time series!
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.
Thurrstth
- 运用R/S的各种修正正版本计算HURST指数 -Use of R/S is a variety of correction is version calculation HURST index
RSana
- 使用rescaled range analysis 算 hurst指数-use rescaled range analysis to calculate hurst
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
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_distributed
- 栅格化计算Hurst指数,用于水文、气象参数趋势的判断 水文、气象要素的时间序列分析中,一般下载到的程序是针对单个站点的H指数计算,得到的结果是单个H指数值 该程序实现时间序列栅格图像上每个点H指数的计算,得到的结果是单个栅格图像,栅格值是H指数值-a distributed pattern to calculate Hurst Index,the input is a series of grid datas, the output is a grid data each pixe
Hurst
- hurst上证指数,EXcel实现,内有1990-12-21至2013-10-24上证指数数据-hurst Shanghai Composite Index, EXcel realize, there 1990-12-21 to 2013-10-24 Shanghai index data
feixiang
- 用于计算hurst指数。可判断股市是否是分形市场或有效市场。供参考。-used to calculate the index hurst. To judge whether the stock market is fractal or effective market. For reference.
hurst-estimator
- 对于Hursr指数估计,本文主要介绍8种方法,包括绝对值法、平滑方差法、残余方差法、R/S法、周期图谱法、修正的周期图谱法、差分方差法和Higchi方法。-For Hursr index estimation, this paper describes eight kinds of methods, including the absolute method, smooth variance method, the residual variance method, R/S method, pe
Hurst
- 利用股票收益计算赫斯特指数,并对赫斯特指数作图。-calculate the Hurst Index using stocks return and plot the Hurst Index
DFA_Hurst
- 利用DFA法计算时间序列Hurst指数-Calculate the time series of HURST index by DFA
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
program
- 股票R/S分析和hurst指数 V统计量图 对数收益率的R/S分析结果-hurst R/S