A fractional Fourier transform (FrFT) based estimation method is introduced in this paper to analyze the long range dependence (LRD) in time series. The degree of LRD can be characterized by the Hurst parameter. The FrFTbased estimation of Hu

R/S分形算法matlab代码实现,既利用R/S方法计算时间序列的分形hurst指数-R/S fractal algorithm matlab code to calculate the fractal hurst index time series both use R/S method

The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent. Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of t

混沌时间序列Matlab源程序,包含时间序列的时间延迟计算，关联积分计算，相空间重构，时间序列分解，Heaviside函数的计算，延迟时间和时间窗口计算，混沌吸引子关联维计算，重构相空间进行K_L变换，混沌吸引子关联维计算，Hurst指数分析，关联维和Kolmogorov熵计算，FFT计算序列平均周期，最大lyapunov指数计算，利用互信息法求时间延迟，混沌和噪声识别的源程序。-Matlab chaotic time series source, time includes the time