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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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Author: shanji19851124 |
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Description: RS分形算法matlab代码实现,既利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm to achieve Matlab code, both RS calculated using time series fractal Hurst index
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Size: 2048 |
Author: 方健 |
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Description: RS分形算法matlab代码实现,既利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm to achieve Matlab code, RS is calculated using time series fractal hurst index
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Author: 单佩韦 |
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Description: 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.
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Size: 293888 |
Author: 刘大 |
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Description: 计算分形维数
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Size: 1024 |
Author: chryao |
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Description: 利用R/S的各种修正版本计算HURST指数-Use of R/S calculation of the various amended version HURST index
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Size: 2048 |
Author: 聂得欣 |
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Description: 求解长相关指数程序，简单，可以比较一下-Solving long-range dependence index procedure, simple, can compare
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Size: 1024 |
Author: yy |
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Description: RS分形算法matlab代码实现,既利用RS方法计算时间序列的分形hurst指数-RS fractal algorithm matlab code, we use RS calculated time series fractal Hurst index
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Size: 2048 |
Author: |
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Description: 若干种r/s估值法源代码，试试看很好用，有没有朋友有其他估值法下的源代码？麻烦上传分享一下，-Number of r/s valuation method source code, give it a try very good, and have no friends there are other valuation method under the source code? From trouble to share,
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Size: 296960 |
Author: wiwi |
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Description: 计算时间序列的Hurst系数有许多方法，但是其中最准确的就是利用小波法来计算，本程序用Matlab实现了用小波来计算Hurst系数。-Calculation of the Hurst coefficient of time series has a number of ways, but one of the most accurate method is to use wavelet basis, the procedures used to achieve the use of Matlab to calculate the Hurst coefficient of wavelet.
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Size: 59392 |
Author: 蒲峰 |
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Description: 一个简单的计算hurst指数的matlab程序-A simple calculation of Hurst index of matlab program
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Size: 1024 |
Author: okay1982 |
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Description: 计算hurst 指数的 matlab 程序-Hurst index calculation matlab program
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Size: 94208 |
Author: clifford |
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Description: matlab计算hurst指数的程序，非常好用-matlab calculate Hurst index procedure, very easy to use
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Size: 2048 |
Author: 888888 |
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Description: hurst parameter: 給入一序列的資類，程式會畫出husrt 參數的figure和估計值
例 hurst_expo(sin(0:0.01:5*pi)) -hurst parameter: the sequence into a category of funding, the program will draw the figure and husrt parameter estimates were hurst_expo (sin (0:0.01:5* pi))
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Size: 1024 |
Author: 桂枝 |
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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.
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Size: 1024 |
Author: 陈华 |
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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3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 index. Output of output is the Hurst index of
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Size: 1024 |
Author: janrry |
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Description: 计算hurst指数，包含很多个Hurst指数方法。使用简单-Calculated hurst index contains many a Hurst index method. Simple
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Size: 973824 |
Author: 郑家明 |
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Description: 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.
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Size: 1024 |
Author: lili |
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Description: 利用重标极差法计算Hurst指数，里面包含实现这一操作的子程序-Calcultate the Hurst
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Size: 54272 |
Author: znz |
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Description: 基于Hurst指数的择时策略代码，用中证800数据回测(Hurst index based time selection strategy code, using China's certificate 800 data back test)
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Size: 3820544 |
Author: Eriste |
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