Description: Hurst exponent calculation algoritms. Time series analysis trending, mean reverting. Analysis of time series, fractal analysis.
- [hurst] - Number of r/s valuation method source co
- [JULIEI] - Using MATLAB to carry out time series an
- [hurstcaculate] - hurst This function does dispersional an
- [hurst] - Calculated hurst index contains many a H
- [rbf_kernel] - rbf Prediction of Noisy Chaotic Time Ser
- [RS] - Hurst exponent calculation algoritms. Ti
- [hurst] - This is the use of fractal interpolation
- [eH] - The degree of dependence of a time serie
File list (Check if you may need any files):
elwcode
.......\.DS_Store
__MACOSX
........\elwcode
........\.......\._.DS_Store
elwcode\dest.m
__MACOSX\elwcode\._dest.m
elwcode\dmtrend.m
__MACOSX\elwcode\._dmtrend.m
elwcode\ewhittle.m
__MACOSX\elwcode\._ewhittle.m
elwcode\felw2st.m
__MACOSX\elwcode\._felw2st.m
elwcode\fracdiff.m
__MACOSX\elwcode\._fracdiff.m
elwcode\readme.txt
__MACOSX\elwcode\._readme.txt
elwcode\veltaper.m
__MACOSX\elwcode\._veltaper.m
elwcode\whittle.m
__MACOSX\elwcode\._whittle.m
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