您好,欢迎光临本网站![请登录][注册会员]  

搜索资源列表

  1. matlab DFA降趋脉动分析算法实现

  2. 计算 Hurst 指数有多种方法,本文采用 matlab 实现DFA(Detrended Fluctuation Analysis) 即降趋脉动分析法。Hurst 指数是分形市场理论中最关键的指标,被用于描述时间序列的长记忆性程度,当H值等于0.5则价格序列表现为随机游走,当大于0.5则表明时间序列具有长记忆性,小于0.5则表明存在均值回复特性。
  3. 所属分类:金融

    • 发布日期:2018-10-30
    • 文件大小:175kb
    • 提供者:m0_37639589
  1. Multiscale multifractal analysis on air traffic flow time series: A single airport departure flight case

  2. Multiscale multifractality of air traffic flow volume time series characterizes the operation and the evolution characteristics of the air traffic system in the temporal dimension, which are helpful in gaining a better understanding of the dynamical
  3. 所属分类:其它