Semi variance method and scaled windowed variance method for fractal time series analysis.

版本 1.0.0.0 (109.6 KB) 作者: Guan Wenye
Semi variance method and scaled windowed variance method for fractal time series analysis.
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Semi variance method and scaled windowed variance method for fractal time series analysis.
Referernce: Evaluating scaled windowed variance methods for estimating the Hurst coefficient of time series Physica A: Statistical and Theoretical Physics
Volume 241, Issues 3-4, 15 July 1997, Pages 606-626

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Guan Wenye (2024). Semi variance method and scaled windowed variance method for fractal time series analysis. (https://www.mathworks.com/matlabcentral/fileexchange/19810-semi-variance-method-and-scaled-windowed-variance-method-for-fractal-time-series-analysis), MATLAB Central File Exchange. 检索来源 .

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semivariance and scaled windowed variance method/semivariance and scaled windowed variance method/

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