搜索资源列表
selfsimilarsequence
- 基于matlab的自相关序列产生.用到了分数阶高斯噪声和Hurst参数.
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。
Hurst参数的求法matlab代码
- 汇集了常用的求时间序列Hurst参数的方法
selfsimilarsequence
- 基于matlab的自相关序列产生.用到了分数阶高斯噪声和Hurst参数.-Based on the autocorrelation matlab generated sequence. Used a fractional Gaussian noise and Hurst parameter.
Estimation_of_Hurst_Parameter
- 一种基于数据块选择的方差时间图Hurst参数估计方法。-Estimation of Hurst Parameter by Variance-time Plots Based 011 Data Blocks Range Selection
rs
- 本程序是通过利用R/S分析法来求解hurst参数，并最后作出直线图求出其斜率得到H值-This procedure is through the use of R/S analysis method to solve the hurst parameter, and the last to make a straight line graph to derive the value of its slope to be H
work
- 计算hurst指数中几个参数的选择,参数的选择对于这个计很重要,本代码试图找出一个最优的选择.-Hurst index calculation the choice of several parameters, the parameters of choice for this very important, the code to try to find an optimal choice.
RSmatlab
- R/S分析法计算logRS值, 然后通过最小二乘法回归即可得到hurst参数的估计值.-R/S analysis method logRS value, and then return can be obtained through the least square method hurst parameter estimate.
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.
RS
- 采用RS极重标差分析法得到HURST指数。参数sequence为输入的时间序列。-RS heavy use of standard deviation analysis by HURST index. Parameter sequence for the input time series.
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.
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
FARIMA
- 按照定义法产生FARIMA时间序列，经过HURST参数估计，产生的结果是具有长相关特性的时间序列-FARIMA time series, in accordance with the definition of law after HURST parameter estimates, the result of long correlation properties of time series
hurst_exponent
- 运用留数法计算hurst参数，在随机形成的数中计算出其hurst参数值-Residue method Hurst parameter, the number of randomly formed the Hurst parameter values
Hurst_distributed
- 栅格化计算Hurst指数，用于水文、气象参数趋势的判断 水文、气象要素的时间序列分析中，一般下载到的程序是针对单个站点的H指数计算，得到的结果是单个H指数值 该程序实现时间序列栅格图像上每个点H指数的计算，得到的结果是单个栅格图像，栅格值是H指数值-a distributed pattern to calculate Hurst Index,the input is a series of grid datas, the out
hurst
- 本程序是求解hurst参数，并最后画出H值图(This procedure is used to solve the hurst parameter, and the last to make a straight line graph to derive the value of its slope to be H)
69418235
- 一种基于数据块选择的方差时间图Hurst参数估计方法,()
reyardv
- 一种基于数据块选择的方差时间图Hurst参数估计方法,()
1983784
- 一种基于数据块选择的方差时间图Hurst参数估计方法,()