Hurst Exponent Calculation
MATLAB Program for Computing Hurst Exponent with R/S Analysis Method
Explore MATLAB source code curated for "hurst指数" with clean implementations, documentation, and examples.
MATLAB Program for Computing Hurst Exponent with R/S Analysis Method
Implementation program for computing the Hurst exponent - a vital metric in fractal analysis - including two sample sequences with Hurst values of 0.7 and 0.8 for validation and demonstration purposes
This MATLAB implementation computes the Hurst exponent using the overlapping sub-intervals method with visualization capabilities for time series analysis.
A MATLAB program for calculating the Hurst exponent, featuring time series analysis techniques and financial market volatility applications
MATLAB Implementation for Computing Hurst Exponent with Algorithm Explanations and Method Selection Guidelines