Summary :
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This toolbox provides general methods in order to calculate the Hurst exponent
estimation of time sequences. It provides functions that performs H according
to the Variance of Residuals, the Aggregated Variance, the Absolute Moments,
the Rescale Range(R/S) and the Periodogram methods.
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Description :
| This toolbox provides general methods in order to calculate the Hurst exponent
estimation of time sequences. It provides functions that performs H according
to the Variance of Residuals, the Aggregated Variance, the Absolute Moments,
the Rescale Range(R/S) and the Periodogram methods.
This version has the following parameters:
-vrm_h
-LMS
-Hill
-rs_h
-periodogram
-periodogram_h
-dsp
-avm_h
-amm_h
-aggregation_a
-aggregation
-ACF_sci
-ACF_nb
-ACF_b
-ACF_h
Corrections have been made from the release v1.00 in:
-vrm_h
-rs_h
2 new methods have been implemented for the calculation of H:
-ACF_h
-periodogram_h
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