搜索资源列表
hurst
- 计算hurst 指数的 matlab 程序
Hurst参数估计方法
- 非平稳序列相关程度由Hurst参数确定，给出绝对值法，R/S，VT，周期图、小波等方法的参考程序。
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
- 利用重标极差法计算Hurst指数，里面包含实现这一操作的子程序-Calcultate the Hurst
HurstEstimator
- 分形分析中很重要的Hurst指数的计算程序,并包含Hurst指数等于0.7和0.8的两个样本序列-Fractal Analysis of a very important Hurst index calculation program, and includes Hurst index equal to 0.7 and 0.8 in two samples of sequences
HurstByRS
- 将源码保存为.m文件，程序生成logR/S，在matlab中循环调用这个文件，生成多个不同时间尺度的logR/S，然后求出logR/S与logN的直线斜率即是Hurst。-Will be saved as a source. M documents, procedures to generate logR/S, in the cycle of calling matlab in this document, to generate a number of different time scale
R2
- r/s法matlab函数的中文说明及例程、附带上证hurst数值的计算。-r/s Law of the Chinese matlab function descr iptions and routines, with the Shanghai hurst numerical calculations.
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.
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.
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.
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
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
- 用R/S方法来求hurst指数，matlab程序-R/S method to seek hurst index, matlab program
3 移动平均hurst指数计算程序.fld
- 计算移动平均hurt指数，用MATLAB的程序代码，适合初学者(Moving average hurt index)
Hurst指数择时
- 基于Hurst指数的择时策略代码，用中证800数据回测(Hurst index based time selection strategy code, using China's certificate 800 data back test)
HURST指数
- matlab代码用于计算hurst指数，附有几个excel实用例子(calculate hurst index)
Hurst指数
- 信号处理领域中求Hurst指数MATLAB代码。(Find the Hurst index MATLAB code in the field of signal processing.)