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

05 May 2008 (Updated 07 May 2008)

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Description	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
MATLAB release	MATLAB 7.1.0 (R14SP3)

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Everyone's Tags	fractals, mathematics, scaled windowed variance method, semi variance
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Comments and Ratings (1)
08 May 2008	Dimitri Shvorob	This is a typical novice script with all the usual issues. Here's hoping John D'Errico will come along and explain what the problems are. However, the link suggested by the author, http://en.wikipedia.org/wiki/Semivariance - and its definition of semi-variance - was interesting to see.

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Tag Activity for this File
Tag	Applied By	Date/Time
fractals	Guan Wenye	22 Oct 2008 10:00:05
semi variance	Guan Wenye	22 Oct 2008 10:00:05
scaled windowed variance method	Guan Wenye	22 Oct 2008 10:00:05
mathematics	Guan Wenye	22 Oct 2008 10:00:05