Nonlinear-analysis-to-stock-market

所属分类:matlab编程
开发工具:matlab
文件大小:39KB
下载次数:323
上传日期:2013-04-16 13:41:49
上 传 者leolhboy
说明:  (股市)非线性分析及预测工具箱,整合了原非线性时间序列分析工具箱程序,包含多个复杂度分析(如Higuchi法、计盒法),相空间重构(Cao法、GP算法、互信息法),最大李雅普诺夫指数判断(Wolf法、小数据法)和预测程序(lyp指数法、一次多步预测等),程序执行效率高,实测可用。
(Nonlinear analysis and prediction toolbox (stock market), the integration of the original nonlinear time series analysis toolbox program contains a number of complex analysis (Higuchi method, box-counting method), the phase space reconstruction (Cao Act, GP algorithm, mutual information method), the largest Lyapunov exponent judge the (Wolf Law, small data), and the prediction program (lyp index, a multi-step prediction), the high efficiency of the program, the measured available.)

文件列表:
BoxFractalDim.m (2959, 2013-04-15)
cao1.dll (20480, 2006-03-01)
cao_m.m (1991, 2013-04-15)
ChaosPredict.m (2467, 2013-04-16)
CorrelationIntegral.dll (20480, 2005-11-25)
DowJones_2005to2012.mat (7755, 2013-04-13)
GP_Algorithm.m (2669, 2013-04-16)
Higuchi.m (1416, 2013-04-14)
LargestLyapunov.m (2389, 2013-04-15)
lyapunov_small.dll (20480, 2006-03-09)
lyapunov_wolf.dll (20480, 2006-03-09)
main.m (4685, 2013-04-16)
mutual.dll (20480, 2006-03-10)
mutual_tau.m (1278, 2013-04-15)
nearest_point.m (2756, 2013-04-16)
PhaSpaRecon.m (1257, 2013-04-16)
pre_LocalRegion.m (2310, 2013-04-16)
pre_lya_1step.m (3122, 2013-04-16)
pre_multistep.m (1716, 2013-04-16)
SSE_2005to2012.mat (8063, 2013-04-13)

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