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hurstcaculate
说明: hurst指数估计
This function does dispersional analysis on a data series, then does a
Matlab polyfit to a log-log plot to estimate the Hurst exponent of the
series.
This algorithm is far faster than a full-blown implementation of Hurst s
algorithm. I got the idea from a 2000 PhD dissertation by Hendrik J
Blok, and I make no guarantees whatsoever about the rigor of this approach
or the accuracy of results. Use it at your own risk.
(hurst
This function does dispersional analysis on a data series, then does a
Matlab polyfit to a log-log plot to estimate the Hurst exponent of the
series.
This algorithm is far faster than a full-blown implementation of Hurst s
algorithm. I got the idea from a 2000 PhD dissertation by Hendrik J
Blok, and I make no guarantees whatsoever about the rigor of this approach
or the accuracy of results. Use it at your own risk.
)
- 2009-08-21 20:55:41下载
- 积分:1
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Demo_7_STFT
短时傅里叶变换的例子,matlab语言,简洁实用(shot time Fourier transform using matlab)
- 2014-01-08 16:15:09下载
- 积分:1
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cg1
cognitive radio channel effects
simulations in matlab
- 2010-10-04 21:18:10下载
- 积分:1
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GUIwithMatlab
这里是将怎样去生成一个界面的图形的图形介绍,还是一个课件!(Here is how to generate a graphical interface, graphics presentations, or a software!)
- 2009-06-14 17:11:21下载
- 积分:1
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PWM2010-4-21
simulink ,matlab
利用ePWMA和ePWMB产生互补的带有死区的PWM波对.
- 2010-11-17 11:40:45下载
- 积分:1
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6-10
自适应滤波原理(国外教材)计算机作业的MATLAB程序,调试通过,有一定的参考价值。(Principles of Adaptive Filtering (foreign materials) MATLAB computer operating procedures, testing is passed, there is a certain reference value.)
- 2009-06-07 14:37:07下载
- 积分:1
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dijkstra
可执行的dijkstra算法,求解任意两点间的最短距离(Dijkstra executable algorithm for solving the shortest distance between any two points)
- 2014-12-02 16:19:10下载
- 积分:1
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lms
现代信号处理,语音处理,matlab程序,LMS算法(matlab lms speech)
- 2013-12-03 11:09:13下载
- 积分:1
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Subspace Identification for Linear Systems
状态空间方程的子空间辨识
matlab工程仿真案例(subspace identification)
- 2020-12-25 10:49:05下载
- 积分:1
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MCM
这是一个中值曲率驱动方程MCM滤波器关于有限差分方程的源代码(This is a value-driven equation curvature MCM filters on the finite difference equation source code)
- 2009-01-10 19:01:35下载
- 积分:1