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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
- hurst指数计算宏,计算简单,效率较高-Hurst index macros, computing simple, efficient
Hurst-1
- Hurst指数在股票市场有效性分析中的应用，matlab计算。-Hurst index effectiveness analysis in the stock market, the application Matlab calculations.
hurst
- 利用R/S的各种修正版本计算HURST指数-Use of R/S calculation of the various amended version HURST index
hurst
- 计算hurst 指数的 matlab 程序-Hurst index calculation matlab program
Hurst
- 该函数用于计算不规则几何图形的分形特征：Hurst指数。其中input为一个N行3列的矩阵，s为度量步长，可以取1，2，3，4等。输出output就是Hurst指数-This function is used to calculate the irregular geometry of the fractal characteristics: Hurst index. Output of output is the Hurst inde
Hurst
- Hurst指数计算工具。使用.xls格式数据，Hurst指数相关内容内附文献说明，数据输入格式内附样本说明，压缩包内Hurst文件夹为代码及编译后的程序，文档文件夹为相关文献。-Hurst index calculation tool. Use. Xls format data, Hurst index of the contents included documents related note, the data input for
Hurst
- Hurst指数计算工具。使用.txt格式数据，Hurst指数相关内容内附文献说明，数据输入格式内附样本说明，压缩包内Hurst文件夹为代码及编译后的程序，文档文件夹为相关文献。-Hurst index calculation tool. Use. Txt format data, Hurst index of the contents included documents related note, the data input for
hurst
- 计算hurst指数，包含很多个Hurst指数方法。使用简单-Calculated hurst index contains many a Hurst index method. Simple
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.
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 "ma
Hurst
- hurst指数计算的宏,excel相关，参考研究-hurst VBA
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
Hurst
- One way to determinate the Hurst exponent
Sub-Hurst
- 计算Hurst指数的小程序，excel用VBA编写-Hurst exponent calculated small program, excel written in VBA
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)
hurst指数
- hurst指数主要用于预测时间序列的未来变化趋势(Mainly used to predict the future trend of time series trends)
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)
DFA时变HURST指数
- DFA 方法下时变 Hurst 指数程序(A time variant Hurst exponent program under DFA method)
hurst指数计算
- 可以直接进行Hurst指数的计算和两种指数试验的推演(Calculating the Hurst index)