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Description: 基于matlab的自相关序列产生.用到了分数阶高斯噪声和Hurst参数.
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Size: 3746 |
Author: 笨笨 |
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Description: 非平稳序列相关程度由Hurst参数确定，给出绝对值法，R/S，VT，周期图、小波等方法的参考程序。
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Size: 2106363 |
Author: shanji19851124 |
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Description: 汇集了常用的求时间序列Hurst参数的方法
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Size: 3573 |
Author: wyxin66@126.com |
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Description: 基于matlab的自相关序列产生.用到了分数阶高斯噪声和Hurst参数.-Based on the autocorrelation matlab generated sequence. Used a fractional Gaussian noise and Hurst parameter.
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Size: 3072 |
Author: 笨笨 |
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Description: 一种基于数据块选择的方差时间图Hurst参数估计方法。-Estimation of Hurst Parameter by Variance-time Plots Based 011 Data Blocks Range Selection
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Size: 252928 |
Author: staforn |
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Description: 本程序是通过利用R/S分析法来求解hurst参数，并最后作出直线图求出其斜率得到H值-This procedure is through the use of R/S analysis method to solve the hurst parameter, and the last to make a straight line graph to derive the value of its slope to be H
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Size: 7168 |
Author: liulin |
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Description: 计算hurst指数中几个参数的选择,参数的选择对于这个计很重要,本代码试图找出一个最优的选择.-Hurst index calculation the choice of several parameters, the parameters of choice for this very important, the code to try to find an optimal choice.
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Size: 1024 |
Author: 张儒卓 |
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Description: R/S分析法计算logRS值, 然后通过最小二乘法回归即可得到hurst参数的估计值.-R/S analysis method logRS value, and then return can be obtained through the least square method hurst parameter estimate.
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Size: 1024 |
Author: yolande |
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Description: 才用周期图法预测hurst指数。参数sequence为时间序列，isplot说明是否需要画图。-Have used the periodogram forecast hurst index. Parameter sequence for the time series, isplot explain the need for drawing.
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Size: 1024 |
Author: 王林 |
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Description: 采用RS极重标差分析法得到HURST指数。参数sequence为输入的时间序列。-RS heavy use of standard deviation analysis by HURST index. Parameter sequence for the input time series.
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Size: 1024 |
Author: 王林 |
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Description: Hurst参数用来衡量时间序列的相关程度。给出了AVB, R/S, VT, PG, Wavelet等多种方法。-The degree of dependence of a time serie is measured by Hurst paramrter.
AVB, R/S, VT, PG, Wavelet methods are given in this package.
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Size: 2106368 |
Author: HARD |
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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
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Size: 3072 |
Author: wangchungang |
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Description: 计算通信网络流量的Hurst参数，用于检测DDos攻击。-Calculate the Hurst parameter of the communication network traffic, is used to detect DDos attacks.
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Size: 2048 |
Author: 王飞超 |
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Description: 按照定义法产生FARIMA时间序列，经过HURST参数估计，产生的结果是具有长相关特性的时间序列-FARIMA time series, in accordance with the definition of law after HURST parameter estimates, the result of long correlation properties of time series
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Size: 1024 |
Author: 史明虎 |
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Description: 运用留数法计算hurst参数，在随机形成的数中计算出其hurst参数值-Residue method Hurst parameter, the number of randomly formed the Hurst parameter values
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Size: 1024 |
Author: 曹杰 |
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Description: 本程序是求解hurst参数，并最后画出H值图(This procedure is used to solve the hurst parameter, and the last to make a straight line graph to derive the value of its slope to be H)
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Size: 1024 |
Author: simon-dudu
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Description: 一种基于数据块选择的方差时间图Hurst参数估计方法,()
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Size: 251904 |
Author: kristig
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Description: 一种基于数据块选择的方差时间图Hurst参数估计方法,()
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Size: 251904 |
Author: adsries |
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Description: 一种基于数据块选择的方差时间图Hurst参数估计方法,()
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Size: 251904 |
Author: ASQZ-800068 |
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