搜索资源列表
eH
- Hurst参数用来衡量时间序列的相关程度。给出了AVB, R/S, VT, PG, Wavelet等多种方法。-The degree of dependence of a time serie is measured by Hurst paramrter. AVB, R/S, VT, PG, Wavelet methods are given in this package.
Hurst_VBA
- Hurst指数代码,欢迎各位下载使用,如有错误请明示-Hurst index code, and welcome to download and use, if any error, please express
hurst_exponent.m
- estimating Hurst exponent of the data series given
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
genhurst
- Code to estimate Hurst Exponent
Hurst2
- One way to determinate the Hurst exponent The diference is the form of the partitions for the range. They are helpfull to compare.
On-Hurst-exponent-estimation-under-heavy-tailed.z
- sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
r_sn
- R/S分析法中如何求解重标极差,得到后使用最小二乘估计就可以得到,Hurst指数-R/S analysis method on how to solve the rescaled range, obtained after the least-squares estimation can be used, Hurst index
hurst
- 分形计算Hurst指数的程序,不过要结合EVIEWS软件一起完成-Calculation of the fractal index Hurst procedures, but to combine with EVIEWS software finish together.
hurst
- 用R/S方法来求hurst指数,matlab程序-R/S method to seek hurst index, matlab program
Calculate-hurst-index
- 这是一个分形程序,用来计算hurst指数。-This is a fractal program, used to calculate the hurst index.
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.
An-example-for-the-Hurst-exponent-analysis
- this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis
hurst
- hurst指数的matlab源代码,简单实用-the hurst Index matlab source code
Hurst
- Matlab code Hurst and rescaled range
hurst
- 用MATLAB进行赫斯特指数计算,应该多点这种资料,毕竟很多人不会MATLAB-Hurst exponent calculation using MATLAB, multi-point, after all, a lot of people do not MATLAB
hurst
- 分形分析的R/S重标极差方法求Hurst指数-Fractal analysis of R/S rescaled range method for the Hurst exponent
Sub-Hurst
- 在EXCEL中计算赫斯特指数的宏程序,默认A列运行,n不超过10000.-Hurst exponent calculation in EXCEL macro program, the default column A run, n does not exceed 10000.
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)
Hurst
- hurst上证指数,EXcel实现,内有1990-12-21至2013-10-24上证指数数据-hurst Shanghai Composite Index, EXcel realize, there 1990-12-21 to 2013-10-24 Shanghai index data