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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.
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
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.
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
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
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
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
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
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
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
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
- 利用股票收益计算赫斯特指数，并对赫斯特指数作图。-calculate the Hurst Index using stocks return and plot the Hurst Index
DFA_Hurst
- 利用DFA法计算时间序列Hurst指数-Calculate the time series of HURST index by DFA
hundun_Hurst
- 估计Hurst指数，用于混沌分形分析，减低小波估计的计算量-Estimated Hurst exponent, chaos fractal analysis, and reducing the amount of calculation for wavelet estimation