搜索资源列表
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_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
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.
MFDMA
- 使用MFDMA方法计算多重分形的广义Hurst指数及多重分形谱-The generalized Hurst exponent and singularity spectrum of the MFDMA method
multifractal-compute
- 分形参数计算程序分享 计算Hurst指数 李雅普诺夫 GP算法计算关联维数-Fractal parameter calculation program to share Calculate the Hurst exponent Lyapunov GP algorithm to calculate the correlation dimension
estimate_hurst_exponent
- 估计Hurst指数的matlab代码，可以分析股票市场上的特点。-estimate hurst exponent
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.
An-example-for-the-Hurst-exponent-analysis
- this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis
genhurstxx
- Generalized Hurst exponent of a stochastic variable
hurst_exponent
- This is a programme for calculating the Hurst exponent
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
genhurst
- calculate the hurst exponent