文件名称:Nonlinear-analysis-to-stock-market
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(股市)非线性分析及预测工具箱,整合了原非线性时间序列分析工具箱程序,包含多个复杂度分析(如Higuchi法、计盒法),相空间重构(Cao法、GP算法、互信息法),最大李雅普诺夫指数判断(Wolf法、小数据法)和预测程序(lyp指数法、一次多步预测等),程序执行效率高,实测可用。-Nonlinear analysis and prediction toolbox (stock market), the integration of the original nonlinear time series analysis toolbox program contains a number of complex analysis (Higuchi method, box-counting method), the phase space reconstruction (Cao Act, GP algorithm, mutual information method), the largest Lyapunov exponent judge the (Wolf Law, small data), and the prediction program (lyp index, a multi-step prediction), the high efficiency of the program, the measured available.
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下载文件列表
BoxFractalDim.m
cao1.dll
cao_m.m
ChaosPredict.m
CorrelationIntegral.dll
DowJones_2005to2012.mat
GP_Algorithm.m
Higuchi.m
LargestLyapunov.m
lyapunov_small.dll
lyapunov_wolf.dll
main.m
mutual.dll
mutual_tau.m
nearest_point.m
PhaSpaRecon.m
pre_LocalRegion.m
pre_lya_1step.m
pre_multistep.m
SSE_2005to2012.mat