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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.
Update : 2025-02-17 Size : 58kb Publisher : 蒲峰

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运用小波法来计计算,本程序源码用Matlab实现了用小波来计算Hurst系数。 -There are many ways of calculating the Hurst coefficient of time series, but one of the most accurate calculation using wavelet method to count the program source code using Matlab achieve wavelet Hurst coefficient.
Update : 2025-02-17 Size : 59kb Publisher : nu
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