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RSana
- matlab计算hurst指数的程序,非常好用
wavelet1
- 利用matlab对图象进行二维离散变换(Mallat快速算法)-using Matlab for discrete two-dimensional image transform (Mallat fast algorithm)
correlation-dimension(GP-method)
- G-P算法计算关联维的 Matlab 程序(mex版) 没有使用”短暂分离“,使用了关联积分的mex文件,速度较快。 -G-P method to calculate the correlation dimension of Matlab (Mex version) not use "temporary separation," use of the correlation integral Mex docume
mallat
- 小波谱分析mallat算法经典程序,对学习Mallat算法很有帮助。-Mallat algorithm for spectral analysis of small classical procedures, helpful in learning Mallat algorithm.
RSana
- 用于计算HURST指数的分形维数的MATLAB小程序,属于经典的。-HURST index used to calculate the fractal dimension of the MATLAB small procedures, are classic.
MPointM
- 终点位移法生成具有确定维数的程序,通过指定赫斯特指数,可以得到具有所需的维数的曲线。-Generated with the end of displacement method to determine dimension procedures, through the designation of Hurst index, could be to have the necessary dimension of the curve.
RSana
- 用R/S估算法计算时间序列的HURST指数-With R/S method to estimate time series HURST index
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
hurst_calculation
- 计算hurst指数 主程序 利用经典的RS分析法计算分形H指数-calculate hurst parameter
R2
- r/s法matlab函数的中文说明及例程、附带上证hurst数值的计算。-r/s Law of the Chinese matlab function descr iptions and routines, with the Shanghai hurst numerical calculations.
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.
hurst2
- 可以經過此檔案來計算hurst參數 檢驗數據是否可預期-do hurst
RSanaE
- 这个程序用来检验股票指数是否具有长期记忆性,它是英文人编写的,与一般的hurst指数、Lo指数在编写方法上有区别-This procedure is used to test whether the stock index of long-term memory, which is written in the English people, and the general hurst index, Lo index in the pr
RSana
- RS分形算法matlab代码实现.于计算HURST指数的分形维数的MATLAB小程序-RS fractal algorithm to achieve Matlab code.HURST index used to calculate the fractal dimension of the MATLAB small procedures
work
- matlab的function,计算hurst指数-matlab' s function, calculated hurst index
RSana0909092
- 采用matlab编程求信号的hurst指数-hurst parameter using matlab..........
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.
work
- 一系列Matlab的m文件的打包,包括Hurst等-A series of Matlab m-file package, including Hurst, etc.