搜索资源列表
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
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!
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
HURST
- 一个简单的计算通过输入以记事板格式的单个时间序列数据的HURST的MATLAB程序-A simple calculation of the time series of the MATLAB HURST program
hurst指数
- hurst指数主要用于预测时间序列的未来变化趋势(Mainly used to predict the future trend of time series trends)
Hurst指数及数据
- 用来求时间序列的Hurst指数、修正Hurst指数以及V统计量(平均循环周期)(Hurst index, modified Hurst index and V statistic (mean cycle period) for time series)
