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RS

于 2011-10-28 发布 文件大小:4KB
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代码说明:

说明:  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 .)

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