搜索资源列表
MATLAB
- Calculate hurst and lyupanov exponent from a time serie
kfd
- 基于matlab环境下计算时间序列的Kartz分形维数和DFA方法计算hurst指数.反映信号的非线性特征！-compute KFD of the time series，and hurst exponent by DFA method.
Thurrstth
- 运用R/S的各种修正正版本计算HURST指数 -Use of R/S is a variety of correction is version calculation HURST index
CWavvelet_Esta
- 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运用小波法来计计算，本程序源码用Matlab实现了用小波来计算Hurst系数。 -There are many ways of calculating the Hurst coefficient of time series, but one of the most accurate calculation using wavelet method to count th
1
- 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 in the execlhurst Index hints: first import (import) time-series data, and then calculated.
hurst_exponent
- This is a programme for calculating the Hurst exponent
dispersional-analysis
- this is a programme for Hurst exponent calculation
EDHEC-Risk
- this can be used to calculate Hurst exponent
genhurstxx
- Generalized Hurst exponent of a stochastic variable
RS-fractal-algorithm-matlab-code
- RS分形算法matlab代码实现,即利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm matlab code realization, i.e., using RS method to calculate the fractal time series hurst index
RSana
- 使用rescaled range analysis 算 hurst指数-use rescaled range analysis to calculate hurst
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
3hurst
- Hurst指数是描述非函数长周期的重要指标。它有别于传统单位根检验，可以发现时间序列存在的超长周期性，可以用于判断市场风险，但运算相当繁琐，单独利用Excel计算费时又费力，作者在充分理解Hurst指数内涵和应用的基础上，利用Excel的宏语言VBA编写宏程序轻松实现Hurst指数的计算，通过这一工作也希望能使Hurst指数能够得到广泛的应用。-Hurst index is to describe the function of the
RSanlysice
- HURST和V统计量计算-HURST and V statistic calculation
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
feixiang
- 用于计算hurst指数。可判断股市是否是分形市场或有效市场。供参考。-used to calculate the index hurst. To judge whether the stock market is fractal or effective market. For reference.
Hurst_RS
- hurst宏执行程序，用于时间序列趋势判断-hurst macro execution procedures used to determine time-series trends
hurst-estimator
- 对于Hursr指数估计，本文主要介绍8种方法，包括绝对值法、平滑方差法、残余方差法、R/S法、周期图谱法、修正的周期图谱法、差分方差法和Higchi方法。-For Hursr index estimation, this paper describes eight kinds of methods, including the absolute method, smooth variance method, the residual v
DFA_Hurst
- 计算hurst值分形分析法MATLAB程序，可以直接使用-MATLAB computing hurst value of fractal analysis, and can be used directly
RSana
- R/S法计算Hurst参数值，操作简单易用。-Calculate the R/S method Hurst parameter value, simple to use.