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Date   File Tags Downloads
(last 30 days)
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25 Sep 2009 Screenshot Rescaled Range Analysis My implementation of the Hurst`s Rescaled Range Analysis. Test file included. Author: Kirill Petukhov rescaled range analys..., hurst exponent, rs, finance 43 0
19 Aug 2009 Screenshot Lyapunov Fractal This script plot Lyapunov fractal. Author: Ankur Pawar graphics, lyapunov, lyapunov fractal, lyapunov exponent, 2d graphics, 2d 149 0
17 Feb 2009 Chaos test A test for chaotic dynamics of a noisy time series based on the Lyapunov exponent. Author: Ahmed Ben Saïda bifurcation, lyapunov exponent, time series, chaos 63 0
11 Aug 2008 Screenshot Hurst Unbiased estimator of the Hurst exponent. Author: Aslak Grinsted autocorrelation, statistics, persistence, hurst exponent, probability, long range 137 0
  • 3.0
3.0 | 1 rating
01 Feb 2006 Hurst exponent This is an implementation of the Hurst exponent that is simpler and quicker than most. Author: Bill Davidson statistics, hurst exponent, probability, dispersional analysis, analysis of time seri..., fracta 204 5
  • 4.75
4.8 | 4 ratings
19 Sep 2005 Screenshot POWER2:Calculates the power of any no. with any exponent to give exact answer with all digits power calculation giving exact answer with all digits. Author: Divakar Roy exponent, show, power, digit, mathematics 120 0
18 Mar 2004 Calculation Lyapunov Exponents for ODE Realization of alogrithm of chaos detection by determining Lyapunov exponents. Author: Vasiliy Govorukhin nonlinear, simulink, exponent, lyapunov, differential equation..., mathematics 123 23
  • 4.83333
4.8 | 19 ratings
 

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