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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
CWavvelet_Esta
- 计算时间序列的Hurst系数有许多方法，但是其中最准确的就是运用小波法来计计算，本程序源码用Matlab实现了用小波来计算Hurst系数。 -There are many ways of calculating the Hurst coefficient of time series, but one of the most accurate calculation using wavelet method to count the program source code using Ma
genhurstxx
- Generalized Hurst exponent of a stochastic variable
RSana
- 使用rescaled range analysis 算 hurst指数-use rescaled range analysis to calculate hurst
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
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_exponent
- 运用留数法计算hurst参数，在随机形成的数中计算出其hurst参数值-Residue method Hurst parameter, the number of randomly formed the Hurst parameter values
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
RSanlysice
- HURST和V统计量计算-HURST and V statistic calculation
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
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_RS
- hurst宏执行程序，用于时间序列趋势判断-hurst macro execution procedures used to determine time-series trends
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
DFA_Hurst
- 计算hurst值分形分析法MATLAB程序，可以直接使用-MATLAB computing hurst value of fractal analysis, and can be used directly
RSana
- R/S法计算Hurst参数值，操作简单易用。-Calculate the R/S method Hurst parameter value, simple to use.
18
- Classification of emotional states from electrocardiogram signals: a non-linear approach based on hurst
DFA_Hurst
- 利用DFA法计算时间序列Hurst指数-Calculate the time series of HURST index by DFA
hurst_exponent
- about hurst estimate