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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
- hurst指数 This the source code associated with the web page http://www.bearcave.com/misl _tech/wavelets/hurst/index.html There are the following sub-directories in this directory: hurst This is the "main" directory, which contains
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.
RS
- 通过RS分析计算hurst指数，可以直接计算整个时间序列，或者小波分解后各阶的H值。-Hurst index calculated by the RS analysis. It can calculate the H value of the time series directly , or after wavelet decomposition .
CWavvelet_Esta
- 计算时间序列的Hurst系数有许多方法，但是其中最准确的就是运用小波法来计计算，本程序源码用Matlab实现了用小波来计算Hurst系数。 -There are many ways of calculating the Hurst coefficient of time series, but one of the most accurate calculation using wavelet method to count the program source code using Ma
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
- 基于matlab的hurst指数的估计方法，小波分析法，没有采用小波工具。-Matlab-based hurst index estimation methods, wavelet analysis。
hundun_Hurst
- 估计Hurst指数，用于混沌分形分析，减低小波估计的计算量-Estimated Hurst exponent, chaos fractal analysis, and reducing the amount of calculation for wavelet estimation
HOW_TO_REVIEW_A_PAPER
- 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