代码搜索：hurst
找到约 53 项符合「hurst」的源代码
代码结果 53
www.eeworm.com/read/382015/9057740
m hurst.m
clear
% B=normrnd(0,1,1,1024)
% B=B+5
% y=B(1:1024)
load z.mat%待分析数据
y=z(1:1024)
t=length(y)
for i=1:t %计算各个时间标度的平均值
PJ(i)=sum(y(1:i))/i
end
for i=1:t %计算累计离差
X=0
for ii=1:i
www.eeworm.com/read/271778/10980715
doc hurst.doc
www.eeworm.com/read/196894/8052061
m hurst指数.m
%calculate Hurst exponent for Shanghai composite
clear
x=xlsread('index');y=x(:,2);z3=price2ret(y);
n=10:300
[logRS,logERS,V,logn,H,EH,t1,t2]=rsana(z3,n,'Hurst')
figure(1)
plot(z3)
xlabel('time
www.eeworm.com/read/239228/13293271
m hurst.m
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
[Copy to clipboard] [ - ]CODE:
function [logRS,logERS,V]=RSana(x,n,method,q)
%Syntax: [logRS,logERS,V]=RSana(x,n,method,q)
%_________________________
www.eeworm.com/read/250772/12385690
mat hurst.mat
www.eeworm.com/read/233601/14146223
txt hurst.txt
function [logRS,logERS,V]=RSana(x,n,method,q)
% 用 R/S 方法分析间序列
% logRS 是 log(R/S).
% logERS 是 log(R/S)期望.
% V 是统计量.
% x 是时间序列.
% n 是这个数列的子集.
% method 可以取下列值
% 'Hurst' 为了Hurst-Mandelbrot变量
%
www.eeworm.com/read/459034/1575068
m hurst.m
## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU Genera
www.eeworm.com/read/459034/1575620
m hurst.m
## Copyright (C) 1995, 1996, 1997 Friedrich Leisch
##
## This file is part of Octave.
##
## Octave is free software; you can redistribute it and/or modify it
## under the terms of the GNU Genera
www.eeworm.com/read/392228/8356609
m hurst.m
% The Hurst exponent
%--------------------------------------------------------------------------
% The first 20 lines of code are a small test driver.
% You can delete or comment out this part when
www.eeworm.com/read/382011/9057858
m hurst2.m
%本版本为加速版hurst计算程序
clear
% B=normrnd(0,1,1,1024)
% B=B+5
% y=B(1:1024)
load z1024h5.mat%待分析数据
y=z(1:1024)
t=length(y)
tt=[1:t]
for i=1:t %计算各个时间标度的平均值
PJ(i)=sum(y(1:i))/i
end
X=0
for