搜索资源列表
RS-china
- RS分析探索中国股票市场的非线性,论文。hurst exponents-RS explore China's stock market analysis of the nonlinear, thesis. Hurst exponents
hurst
- 计算分形维数
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.
whittle
- 计算hurst的程序，用whittle方法，比较好用-Hurst calculation procedures, using whittle method to compare use
hurst
- 求解长相关指数程序，简单，可以比较一下-Solving long-range dependence index procedure, simple, can compare
RSfenxingformatlab
- RS分形算法matlab代码实现,既利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm matlab code, we use RS calculated time series fractal Hurst index
hurst
- 若干种r/s估值法源代码，试试看很好用，有没有朋友有其他估值法下的源代码？麻烦上传分享一下，-Number of r/s valuation method source code, give it a try very good, and have no friends there are other valuation method under the source code? From trouble to share,
Wavelet_Estimation
- 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利用小波法来计算，本程序用Matlab实现了用小波来计算Hurst系数。-Calculation of the Hurst coefficient of time series has a number of ways, but one of the most accurate method is to use wavelet basis, the procedures use
rs
- 利用GAUSS进行R/S分析，并可由此计算HURST指数，可直接运行-The use of GAUSS for R/S analysis, and the resulting calculation HURST index, can be directly run
hurst_exponent
- 一个简单的计算hurst指数的matlab程序-A simple calculation of Hurst index of matlab program
RSana
- matlab计算hurst指数的程序，非常好用-matlab calculate Hurst index procedure, very easy to use
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
RSmatlab
- R/S 计算Hurst指数.为金融研究提供更为便捷的途径-R/S calculation of Hurst index. For the financial study provides a more convenient way for
hurst2
- 一维数据的赫斯特指数算法一，通过R/S算法计算，速度快。-One-dimensional data in a Hurst exponent algorithm, through the R/S algorithm, fast.
hurstZS
- 另一种赫斯特指数的算法，此算法计算速度要快，但精度不及另一个。-Another Hurst exponent of the algorithm, this algorithm is faster, but the precision of less than another.
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
hurst_expo.m
- hurst parameter: 給入一序列的資類，程式會畫出husrt 參數的figure和估計值 例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_
hurst_myfunction
- calculate the Hurst exponent
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
hurstcaculate
- 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-b