Hurst Exponent Calculation
MATLAB Program for Computing Hurst Exponent with R/S Analysis Method
Calculation of the Critical Hurst Exponent for Fractal Analysis
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
MATLAB Program for Calculating Hurst Exponent
This MATLAB implementation computes the Hurst exponent using the overlapping sub-intervals method with visualization capabilities for time series analysis.
Simple Hurst Exponent Calculation with MATLAB Implementation
A MATLAB program for calculating the Hurst exponent, featuring time series analysis techniques and financial market volatility applications
MATLAB Code Implementation for Calculating Hurst Exponent
MATLAB Implementation for Computing Hurst Exponent with Algorithm Explanations and Method Selection Guidelines