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

05 May 2008 (Updated 07 May 2008)

File Information
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)
Zip File Content
Other Files	semivariance and scaled windowed variance method/semivariance and scaled windowed variance method/scale_window.m, semivariance and scaled windowed variance method/semivariance and scaled windowed variance method/semivariance.m, semivariance and scaled windowed variance method/semivariance and scaled windowed variance method/weierstrass1_75.mat, semivariance and scaled windowed variance method/semivariance and scaled windowed variance method/SemiVariance and scaled windowed variance method.doc

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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

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