搜索资源列表
Hurst
- hurst指数计算的宏,excel相关,参考研究-hurst VBA
hurst
- 计算hurst指数,包含很多个Hurst指数方法。使用简单-Calculated hurst index contains many a Hurst index method. Simple
work
- matlab的function,计算hurst指数-matlab' s function, calculated hurst index
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!
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
- hurst指数的matlab源代码,简单实用-the hurst Index matlab source code
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
hurst-estimators
- 8种自相似数据的Hurst指数估计方法,matlab源码,可读性强-hurst estimators
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
Hurst
- 计算时变的Hurst指数,包括主程序与子程序-Calculation time varying Hurst index, including the main program and subroutine
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
- 描述非函数长周期的重要指标,Hurst指数进行预测未来变化趋势分析。(An important index for describing the long period of non function, Hurst index to predict future change trend analysis.)
RS系数法
- 应用于股票、汇率等方面的R/S检验,计算hurst指数,((R / S test, hurst index))
matlab计算H指数
- 使用matlab来计算Hurst指数,解压得到txt文件,粘贴即可使用(calculate hurst index)
用重标度极差法计算hurst指数的matlab程序
- 用重标度极差法计算hurst指数的MATLAB程序(Calculation of Hurst by using rescaled range method)
Hurst
- 经典的R/S分析法计算油价收益率的Hurst指数,并有图例展示(Calculation of Hurst Index by Classical R/S Method)
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)