文件名称:Wavelet_Estimation
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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利用小波法来计算，本程序用Matlab实现了用小波来计算Hurst系数。-Calculation of the Hurst coefficient of time series has a number of ways, but one of the most accurate method is to use wavelet basis, the procedures used to achieve the use of Matlab to calculate the Hurst coefficient of wavelet.
相关搜索： Hurst
时间序列
Wavelet_Estimation
wavelet
matlab
matlab
hurst
Hurst
matlab
hurst
wavelet
小波
WAVELET
MULTIFRACTAL
MATLAB
MATLAB
时间序列
时间序列
Wavelet_Estimation
wavelet
matlab
matlab
hurst
Hurst
matlab
hurst
wavelet
小波
WAVELET
MULTIFRACTAL
MATLAB
MATLAB
时间序列
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下载文件列表
Wavelet_Estimation
..................\Secondorder
..................\...........\chi2_CDF.m
..................\...........\chi2_CDFinv.m
..................\...........\chi2_CDFmod.m
..................\...........\convoluteur.m
..................\...........\eda_staty.m
..................\...........\ffteur.m
..................\...........\fgn8.dat
..................\...........\gauss_CDF.m
..................\...........\gauss_CDFinv.m
..................\...........\initDWT_discrete.m
..................\...........\initfilterDaub_DWT_discrete.m
..................\...........\LDestimate.m
..................\...........\method6.m
..................\...........\newchoosej1.m
..................\...........\psi.m
..................\...........\regrescomp.m
..................\...........\rlistcoefdaub.m
..................\...........\rsynthond1.m
..................\...........\rzeta.m
..................\...........\upsample.m
..................\...........\wtspec.m
..................\Secondorder
..................\...........\chi2_CDF.m
..................\...........\chi2_CDFinv.m
..................\...........\chi2_CDFmod.m
..................\...........\convoluteur.m
..................\...........\eda_staty.m
..................\...........\ffteur.m
..................\...........\fgn8.dat
..................\...........\gauss_CDF.m
..................\...........\gauss_CDFinv.m
..................\...........\initDWT_discrete.m
..................\...........\initfilterDaub_DWT_discrete.m
..................\...........\LDestimate.m
..................\...........\method6.m
..................\...........\newchoosej1.m
..................\...........\psi.m
..................\...........\regrescomp.m
..................\...........\rlistcoefdaub.m
..................\...........\rsynthond1.m
..................\...........\rzeta.m
..................\...........\upsample.m
..................\...........\wtspec.m