搜索资源列表
Hurst-1
- Hurst指数在股票市场有效性分析中的应用，matlab计算。-Hurst index effectiveness analysis in the stock market, the application Matlab calculations.
hurst
- 计算分形维数
hurst
- 计算hurst 指数的 matlab 程序-Hurst index calculation matlab program
hurst2
- 一维数据的赫斯特指数算法一，通过R/S算法计算，速度快。-One-dimensional data in a Hurst exponent algorithm, through the R/S algorithm, fast.
hurstZS
- 另一种赫斯特指数的算法，此算法计算速度要快，但精度不及另一个。-Another Hurst exponent of the algorithm, this algorithm is faster, but the precision of less than another.
hurst_myfunction
- calculate the Hurst exponent
hurstcaculate
- hurst指数估计 This function does dispersional analysis on a data series, then does a Matlab polyfit to a log-log plot to estimate the Hurst exponent of the series. This algorithm is far faster than a full-b
hurst-exponent
- 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 hints: first import (import) time-series data, and then calculated.
hurst
- hurst指数 This the source code associated with the web page http://www.bearcave.com/misl _tech/wavelets/hurst/index.html There are the following sub-directories in this directory: hurst This is the "ma
elwcode
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
RS
- Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
hurst_exponent.m
- estimating Hurst exponent of the data series given
estimate_hurst_exponent
- matlab程序，用于求时间序列的hurst指数，判断数据的长程关联性。 -the matlab procee for calculating the Hurst Exponent for a time series data--Hurst Exponent
Hurst
- One way to determinate the Hurst exponent
Hurst2
- One way to determinate the Hurst exponent The diference is the form of the partitions for the range. They are helpfull to compare.
On-Hurst-exponent-estimation-under-heavy-tailed.z
- sampling properties of Hurst exponent methods of estimation change with the presence of heavy tails
Sub-Hurst
- 计算Hurst指数的小程序，excel用VBA编写-Hurst exponent calculated small program, excel written in VBA
An-example-for-the-Hurst-exponent-analysis
- this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis
genhurst
- calculate the hurst exponent
DFA时变HURST指数
- DFA 方法下时变 Hurst 指数程序(A time variant Hurst exponent program under DFA method)