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hurstZS.rar
- 另一种赫斯特指数的算法，此算法计算速度要快，但精度不及另一个。,Another Hurst exponent of the algorithm, this algorithm is faster, but the precision of less than another.
hurstcaculate.rar
- hurst指数估计 This function does dispersional analysis on a data series, then does a Matlab polyfit to a log-log plot to estimate the Hurst exponent of the series. This algorithm is far faster than a full-blown implementation of Hurst s
Hurst exponent estimation functions and related tests
- hurst.zip Hurst exponent estimation functions and related tests
hurst2
- 一维数据的赫斯特指数算法一，通过R/S算法计算，速度快。-One-dimensional data in a Hurst exponent algorithm, through the R/S algorithm, fast.
hurst_myfunction
- calculate the Hurst exponent
hurstestimators
- 包含了采用不同方法计算hurst指数的matlab程序- it contains several different methods for hurst exponent computation,including rs wavelet and so on
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.
hurst_exponent.m
- estimating Hurst exponent of the data series given
hurst_exponent
- 使用经典R/S方法计算赫斯特指数，以衡量数据的分型特性-using R/S method to caculate the Hurst exponent
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
Hurst
- One way to determinate the 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
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
- 在小波分析及其变换中，Hurst指数的Matlab实现-Wavelet analysis and transformation, Hurst exponent of Matlab achieve
hurst-estimators
- 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，-Hurst exponent describing the long period of non-function important indicator. It is different the traditional unit root tests, we can find the presence of long periodic time series, can
genhurst
- calculate the hurst exponent