搜索资源列表
RSh
- RS分形算法matlab代码实现,既利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm to achieve Matlab code, RS is calculated using time series fractal hurst index
RSana.rar
- 用R/S估算法计算时间序列的HURST指数,With R/S method to estimate time series HURST index
hurst-exponent
- hurst 指数计算程序 提示：先导入（import）时间序列数据，再进行计算。-hurst Index hints: first import (import) time-series data, and then calculated.
elwcode
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
RS
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
per
- 才用周期图法预测hurst指数。参数sequence为时间序列，isplot说明是否需要画图。-Have used the periodogram forecast hurst index. Parameter sequence for the time series, isplot explain the need for drawing.
RS
- 采用RS极重标差分析法得到HURST指数。参数sequence为输入的时间序列。-RS heavy use of standard deviation analysis by HURST index. Parameter sequence for the input time series.
estimate_hurst_exponent
- matlab程序，用于求时间序列的hurst指数，判断数据的长程关联性。 -the matlab procee for calculating the Hurst Exponent for a time series data--Hurst Exponent
RS
- 通过RS分析计算hurst指数，可以直接计算整个时间序列，或者小波分解后各阶的H值。-Hurst index calculated by the RS analysis. It can calculate the H value of the time series directly , or after wavelet decomposition .
RSana
- Hurst指数计算程序Performs R/S analysis on a time series-Performs R/S analysis on a time series
FARIMA
- 按照定义法产生FARIMA时间序列，经过HURST参数估计，产生的结果是具有长相关特性的时间序列-FARIMA time series, in accordance with the definition of law after HURST parameter estimates, the result of long correlation properties of time series
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.
hurst 指数计算程序
- hurst 指数计算程序 提示：先导入（import）时间序列数据，再进行计算。--hurst index in the execlhurst Index hints: first import (import) time-series data, and then calculated.
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
- 运用hurst指数检验水文时间序列是否具有趋势性（单组数列&多组数列矩阵形式）-Use hurst index test whether hydrological time series trend (single-set number of columns & multiple columns in matrix form)
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