Welcome![Sign In][Sign Up]
Location:
Search - hurst wavelet

Search list

[Industry researchHurst-1

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.
Platform: | Size: 293888 | Author: 刘大 | Hits:

[matlabWavelet_Estimation

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.
Platform: | Size: 59392 | Author: 蒲峰 | Hits:

[matlabhurstestimators

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 | Hits:

[Windows Develophurst

Description: hurst指数 This the source code associated with the web page http://www.bearcave.com/misl _tech/wavelets/hurst/index.html There are the following sub-directories in this directory: hurst This is the "main" directory, which contains the C++ source code for the Hurst exponent estimation functions and related tests. The other directories all support the C++ code in this directory. stat Statistics functions (linear regression, autocorrelation, standard deviation, and probability density function calculation) data Source code to read files downloaded from finance.yahoo.com, plus sample market data files freq Wavelet spectrum calculation C++ source code histo Source code for calculating histograms include Wavelet functions- This is the source code associated with the web page http://www.bearcave.com/misl/misl_tech/wavelets/hurst/index.html There are the following sub-directories in this directory: hurst This is the "main" directory, which contains the C++ source code for the Hurst exponent estimation functions and related tests. The other directories all support the C++ code in this directory. stat Statistics functions (linear regression, autocorrelation, standard deviation, and probability density function calculation) data Source code to read files downloaded from finance.yahoo.com, plus sample market data files freq Wavelet spectrum calculation C++ source code histo Source code for calculating histograms include Wavelet functions
Platform: | Size: 490496 | Author: hyj | Hits:

[matlabeH

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.
Platform: | Size: 2106368 | Author: HARD | Hits:

[matlabRS

Description: 通过RS分析计算hurst指数,可以直接计算整个时间序列,或者小波分解后各阶的H值。-Hurst index calculated by the RS analysis. It can calculate the H value of the time series directly , or after wavelet decomposition .
Platform: | Size: 4096 | Author: zhou | Hits:

[Windows DevelopCWavvelet_Esta

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.
Platform: | Size: 60416 | Author: nu | Hits:

[matlabhurst

Description: 在小波分析及其变换中,Hurst指数的Matlab实现-Wavelet analysis and transformation, Hurst exponent of Matlab achieve
Platform: | Size: 3072 | Author: 颜栋 | Hits:

[Grid Computinghurst

Description: 基于matlab的hurst指数的估计方法,小波分析法,没有采用小波工具。-Matlab-based hurst index estimation methods, wavelet analysis。
Platform: | Size: 638976 | Author: zhulinglei | Hits:

[matlabhundun_Hurst

Description: 估计Hurst指数,用于混沌分形分析,减低小波估计的计算量-Estimated Hurst exponent, chaos fractal analysis, and reducing the amount of calculation for wavelet estimation
Platform: | Size: 33792 | Author: 赵洋 | Hits:

[Technology ManagementHOW_TO_REVIEW_A_PAPER

Description: A fractional Fourier transform (FrFT) based estimation method is introduced in this paper to analyze the long range dependence (LRD) in time series. The degree of LRD can be characterized by the Hurst parameter. The FrFTbased estimation of Hurst parameter proposed in this paper can be implemented efficiently allowing very large data set. We used fractional Gaussian noises (FGN) which typically possesses long-range dependence with known Hurst parameters to test the accuracy of the proposed Hurst parameter estimator. For justifying the advantage of the proposed estimator, some other existing Hurst parameter estimation methods, such as wavelet-based method and a global estimator based on dispersional analysis, are compared. The proposed estimator can process the very long experimental time
Platform: | Size: 61440 | Author: baibai | Hits:

CodeBus www.codebus.net