Description: G-P算法计算关联维的 Matlab 程序(mex版)
没有使用”短暂分离“，使用了关联积分的mex文件，速度较快。 -G-P method to calculate the correlation dimension of Matlab (Mex version) not use "temporary separation," use of the correlation integral Mex documents faster. Platform: |
Size: 6144 |
Author:杨明 |
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Description: 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. Platform: |
Size: 1024 |
Author:王平 |
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Description: 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. Platform: |
Size: 1024 |
Author:王平 |
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Description: 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-blown implementation of Hurst s
algorithm. I got the idea from a 2000 PhD dissertation by Hendrik J
Blok, and I make no guarantees whatsoever about the rigor of this approach
or the accuracy of results. Use it at your own risk.
-hurst
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-blown implementation of Hurst s
algorithm. I got the idea from a 2000 PhD dissertation by Hendrik J
Blok, and I make no guarantees whatsoever about the rigor of this approach
or the accuracy of results. Use it at your own risk.
Platform: |
Size: 1024 |
Author:陈华 |
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Description: 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 "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions-
This is the source code associated with the web page
http://www.bearcave.com/misl/misl_tech/wavelets/hurst/index.html
There are the following sub-directories in this directory:
hurst
This is the "main" directory, which contains the C++ source code for
the Hurst exponent estimation functions and related tests. The
other directories all support the C++ code in this directory.
stat
Statistics functions (linear regression, autocorrelation, standard
deviation, and probability density function calculation)
data
Source code to read files downloaded from finance.yahoo.com, plus
sample market data files
freq
Wavelet spectrum calculation C++ source code
histo
Source code for calculating histograms
include
Wavelet functions Platform: |
Size: 490496 |
Author:hyj |
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Description: Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis. Platform: |
Size: 2048 |
Author:carlos |
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Description: 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 Platform: |
Size: 1024 |
Author:sunshine |
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Description: One way to determinate the Hurst exponent
The diference is the form of the partitions for the range. They are helpfull to compare. Platform: |
Size: 1024 |
Author:McGufalo |
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Description: sampling properties of Hurst exponent
methods of estimation change with the presence of heavy tails Platform: |
Size: 908288 |
Author:brescia |
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Description: 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 Platform: |
Size: 3072 |
Author:wangchungang |
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Description: 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 Platform: |
Size: 2048 |
Author:刘燕 |
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Description: 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 of an N, s is measured in step, you can take 1, 2, 3, 4 and so on. Output output is the Hurst exponent Platform: |
Size: 1024 |
Author:wyq52103 |
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Description: this an example for the Hurst exponent analy-this is an example for the Hurst exponent analyisis Platform: |
Size: 9216 |
Author:Joyye |
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Description: 分形分析的R/S重标极差方法求Hurst指数-Fractal analysis of R/S rescaled range method for the Hurst exponent Platform: |
Size: 2048 |
Author:goober |
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Search - The Hurst exponent