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ComputeHurst
- 该代码为原创,用vc实现。代码实现的功能为计算网络流量的自相似指数hurst。里面包括了一个试验数据文件packetnumber1.dat,有需要的可以验证代码的正确性。-the original code using vc achieve. Code the function to calculate the flow of network self-similarity index hurst. Includes a pilot p
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
RS2
- 自动读取excel的一段数据,一般是股票收盘数据,计算赫斯特指数H值,他的周期及V检验量-A piece of data of automatic reading excel, typically shares closed data, computing hurst index H value, his cycle and V inspection quantity
genhurst
- 计算赫斯特指数Calculates the generalized Hurst exponent H(q) of a stochastic variable x(t) (a time series) the scaling of the renormalized q-moments of the distribution <|x(t+r)-x(t)|^q>/<x(t)^q> ~ r^[qH(q)]
cantorset
- 康托集算法函数,计算多重分形谱,计算广义Hurst指数。-Cantor set algorithm function, calculation of the multi fractal spectrum, to calculate the generalized Hurst index.
RSana
- 多重分形领域中Hurst指数的计算及主程序运行-Multifractal field Hurst exponent calculation and main run
Desktop
- hurst指数matlab实现,有分段函数和hurst指数的计算函数-hurst index matlab realize, there are sub-functions and hurst index calculation function
MoveHurst2
- 主要包括用重标极差法计算Hurst指数并绘制双对数图-Including the rescaled range method (R/S analysis) to calculate Hurst exponent, function and caller
R_S_hurst
- 用重标极差法(R/S)计算Hurst指数,便于分析证券市场等时间序列的分形特征-Hurst exponent calculation method using the rescaled range (R/S), to facilitate the fractal characteristics of the securities market and other time series
Chaotic-time-series-analysis
- 混沌时间序列Matlab源程序,包含时间序列的时间延迟计算,关联积分计算,相空间重构,时间序列分解,Heaviside函数的计算,延迟时间和时间窗口计算,混沌吸引子关联维计算,重构相空间进行K_L变换,混沌吸引子关联维计算,Hurst指数分析,关联维和Kolmogorov熵计算,FFT计算序列平均周期,最大lyapunov指数计算,利用互信息法求时间延迟,混沌和噪声识别的源程序。-Matlab chaotic time series s
Hurst_index
- 用Matlab编程,用以计算单条形貌线的二维Hurst指数(Caculate the 2D Hurst)
Desktop
- 三种方法计算计算Hurst指数(R/S)(Calculation and calculation of Hurst index (R/S) by three methods)
RS系数法
- 应用于股票、汇率等方面的R/S检验,计算hurst指数,((R / S test, hurst index))