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: 包含了采用不同方法计算hurst指数的matlab程序- it contains several different methods for hurst exponent computation,including rs wavelet and so on Platform: |
Size: 95232 |
Author:jiangdan |
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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 exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis. Platform: |
Size: 9216 |
Author:carlos |
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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: 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: 基于matlab环境下计算时间序列的Kartz分形维数和DFA方法计算hurst指数.反映信号的非线性特征！-compute KFD of the time series，and hurst exponent by DFA method. Platform: |
Size: 2048 |
Author:韦茂彬 |
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Description: 用MATLAB进行赫斯特指数计算，应该多点这种资料，毕竟很多人不会MATLAB-Hurst exponent calculation using MATLAB, multi-point, after all, a lot of people do not MATLAB Platform: |
Size: 2048 |
Author:liuwei |
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Description: The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent. 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)] The value of H(q) give indication about the fractal nature of the signal. -The following Matlab project contains the source code and Matlab examples used for generalized hurst exponent. 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)] The value of H(q) give indication about the fractal nature of the signal. Platform: |
Size: 2048 |
Author:WessamSayed |
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Description: 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 source, time includes the time series of delay calculation, correlation integral calculation, phase space reconstruction, time series decomposition, calculated Heaviside function, the delay time and the time window calculated correlation dimension of chaotic attractors calculated reconstruction phase space K_L transform computing correlation dimension of chaotic attractors, Hurst exponent analysis, correlation dimension and Kolmogorov entropy calculation, FFT calculation sequence averaging period, maximum lyapunov index, mutual information method the time delay, chaos and noise source identification. Platform: |
Size: 26624 |
Author:马喆 |
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