搜索资源列表
ComputeHurst
- 该代码为原创,用vc实现。代码实现的功能为计算网络流量的自相似指数hurst。里面包括了一个试验数据文件packetnumber1.dat,有需要的可以验证代码的正确性。-the original code using vc achieve. Code the function to calculate the flow of network self-similarity index hurst. Includes a pilot packetnumber1.dat data files, n
MPointM
- 终点位移法生成具有确定维数的程序,通过指定赫斯特指数,可以得到具有所需的维数的曲线。-Generated with the end of displacement method to determine dimension procedures, through the designation of Hurst index, could be to have the necessary dimension of the curve.
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
daima
- 赫斯特指数代码,应用此代码可以算出广泛应用于金融行业的赫斯特指数-Hurst index Matlab
cantorset
- 康托集算法函数,计算多重分形谱,计算广义Hurst指数。-Cantor set algorithm function, calculation of the multi fractal spectrum, to calculate the generalized Hurst index.
RSana
- 多重分形领域中Hurst指数的计算及主程序运行-Multifractal field Hurst exponent calculation and main run
RSHurstCode
- Hurst指数用以描述自相似性和长期依赖性等自然现象,基于重标极差分析方法,利用VBA实现Hurst指数计算方法。-We caculate Hurst index in VBA based on R/S method.
Desktop
- hurst指数matlab实现,有分段函数和hurst指数的计算函数-hurst index matlab realize, there are sub-functions and hurst index calculation function
MoveHurst2
- 主要包括用重标极差法计算Hurst指数并绘制双对数图-Including the rescaled range method (R/S analysis) to calculate Hurst exponent, function and caller
Sheet1
- Excel VBA,R/S分析法求Hurst指数,可用对数收益率,也可直接用收盘价。-Excel VBA, R/S analysis method the Hurst exponent, logarithm returns available, may also be used closing price.
hurst_exponent
- hurst指数,用来预测将来的走势与现在的走势是否一致或者相反。-hurst index, used to predict the future trend is inconsistent or contrary to the current trend.
hurst_exponent
- hurst指数,用来预测将来的走势与现在的走势是否一致或者相反。-hurst index, used to predict the future trend is inconsistent or contrary to the current trend.
R_S_hurst
- 用重标极差法(R/S)计算Hurst指数,便于分析证券市场等时间序列的分形特征-Hurst exponent calculation method using the rescaled range (R/S), to facilitate the fractal characteristics of the securities market and other time series
Chaotic-time-series-analysis
- 混沌时间序列Matlab源程序,包含时间序列的时间延迟计算,关联积分计算,相空间重构,时间序列分解,Heaviside函数的计算,延迟时间和时间窗口计算,混沌吸引子关联维计算,重构相空间进行K_L变换,混沌吸引子关联维计算,Hurst指数分析,关联维和Kolmogorov熵计算,FFT计算序列平均周期,最大lyapunov指数计算,利用互信息法求时间延迟,混沌和噪声识别的源程序。-Matlab chaotic time series source, time includes the time
HurstCompute
- Hurst指数相关算法,具体描述了相关算法的求解和描述中。-Hurst exponent correlation algorithm, described in detail the correlation algorithm for solving and descr iption.
Hurst_index
- 用Matlab编程,用以计算单条形貌线的二维Hurst指数(Caculate the 2D Hurst)
修正RS检验
- 实现修正R/S检验,hurst指数,应用于股票、汇率等方面。(Revised R / S test, hurst index)
Desktop
- 三种方法计算计算Hurst指数(R/S)(Calculation and calculation of Hurst index (R/S) by three methods)
RS系数法
- 应用于股票、汇率等方面的R/S检验,计算hurst指数,((R / S test, hurst index))
r/s分析方法
- r/s分析方法,分析着股票市场,和各个市场之间进行的Hurst指数,详细讲述了其过程。