搜索资源列表
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.
fractalhurst
- 分形Hurst指数在彩虹期权定价中的应用-fractal hurst
Analysis.and.Design.of.Analog.Integrated.Circuits.
- 模拟集成电路设计与分析，英文版，第四版，作者 Paul R.Gray，Pal J.Hurst，Stephen H.Lewis,Robert G.Meyer-Analog integrated circuit design and analysis, English, Fourth Edition, the author Paul R. Gray, Pal J. Hurst, Stephen H. Lewis, Robert G. Mey
hurst_exponent
- 使用经典R/S方法计算赫斯特指数，以衡量数据的分型特性-using R/S method to caculate the Hurst exponent
main
- R/S分析法计算程序，可以采用R/S分析法计算hurst系数-R/S analysis method to calculate the program, you can use R/S analysis method to calculate the hurst coefficient
hurst2q
- 心电信号的hurst指数算法，利用该指数可以用于区别正常心电信号和窦性房型早搏的心电信号-Hurst index ECG algorithm, using the index can be used to distinguish between normal sinus ECG and ECG chamber premature
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 .
RS
- 计算HURST指数，自己编写，这是经过修正之后通过变成得出来的结果，网上一般很少有这类文件。-HURST index calculation, write your own, which is revised after the results come through into a very, very few of these files online usually.
work
- 移动HURST指数计算 移动HURST指数计算-move hurst index move hurst index move hurst index
Calc_Hurst
- Hurst指数的计算,应用于非周期时间序列的平均周期计算-Calculate Hurst Exponent
MFDMA
- 使用MFDMA方法计算多重分形的广义Hurst指数及多重分形谱-The generalized Hurst exponent and singularity spectrum of the MFDMA method
daima
- 赫斯特指数代码，应用此代码可以算出广泛应用于金融行业的赫斯特指数-Hurst index Matlab
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
RSana
- Hurst指数计算程序Performs R/S analysis on a time series-Performs R/S analysis on a time series
estimate_hurst_exponent
- 估计Hurst指数的matlab代码，可以分析股票市场上的特点。-estimate hurst exponent
F_MF_DFA_q
- 计算广义的hurst指数，本课题组编写程序，欢迎使用-compute general hurst, our group write program,welcome to use
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
RSana.m
- 对hurst指数估计，本人已经做过测试，是正确的，下载可以直接使用-the estimation of hurst for time series！
RSana2
- 应用matlab进行编程，利用R/S分析，计算Hurst指数-Application of matlab programming, using the R/S analysis to calculate the Hurst exponent
THursth
- 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33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 exponent. Which input line 33 matrix