搜索资源列表
arfima_test
- 运用ARFIMA模型对所得的Hurst进行检验-Use ARFIMA model to test the resulting Hurst
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
hurstindex
- Hurst数计算，用于算法交易，非常有用-Hurst index
HURST
- 个人利用Visal Basic语言编写的赫斯特指数计算程序-HUST calculate
RS2
- 自动读取excel的一段数据，一般是股票收盘数据，计算赫斯特指数H值，他的周期及V检验量-A piece of data of automatic reading excel, typically shares closed data, computing hurst index H value, his cycle and V inspection quantity
HOW_TO_REVIEW_A_PAPER
- A fractional Fourier transform (FrFT) based estimation method is introduced in this paper to analyze the long range dependence (LRD) in time series. The degree of LRD can be characterized by the Hurst parameter. The FrFTbased estimation of Hu
SAn-improved-Hurst-pa
- What is the history of peer review and what role does it serve? • Why should I consider being a reviewer? • How do I carry out a proper and thorough review?-What is the history of peer review and what role does it serve? •
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
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
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
DMA
- calculation of the Hurst exponent
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
63588
- The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent. Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of t