hurst

We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Peters' "Fractal Market Analysis" so, with apologies to the Authors, we attempt to fill this vacancy.

Calculates the Hurst exponent of a time series based on Rescaled range (R/S) analysis.

code of the paper "Reliability modeling and statistical analysis of accelerated degradation process with memory effects and unit-to-unit variability" fractional Brownian motion, random effects, wiener process, stochastic, expectation maximization, EM algorithm, parameter estimation, FBM, uncertainty quantification, assessment, non-Markovian

A C library to compute self-similar sequences and to estimate the Hurst parameter.

Attempt to reproduce the results of the article "Predicting Chinese Commodity Futures Price: An EEMD-Hurst-LSTM Hybrid Approach"

The Hurst Fractal Generator is a tool that allows users to generate fractal landscapes using the Hurst exponent and iterative refinement.

Rescaled Ranges by H.E. Hurst. Great for use in time series analysis for anything that ticks in markets. A simple interface into a package rife with possible uses. Already setup for massive scalability with Prefect and Dask.

Hurst value as a result of data smoothing

FY4A-QPE产品的预处理和MMK趋势分析和Hurst指数等相关统计分析,以及制图分析(箱线图/折线图等)

Karl Weierstrass. Hurst (rolling H nad f(t)). DFA (Detrended Fluctuation Analysis) nad rolling H nizom. Predikcija DFA persistence rezim rolling H niza skalira sledeci dX.

Karl Weierstrass. Hurst (rolling H nad f(t)). exp-ACF fit nad rolling H nizom. Predikcija H_next preko exp-ACF memorije, pa H rezim skale za sledeci dX.

Karl Weierstrass — Hurst/R-S + NIST baterija.

Karl Weierstrass — Hurst/R-S + ACF.

Karl Weierstrass — Hurst/R-S + Hurst.

T-scale cycle reference tables for multi-asset analysis - Matassa Cycle Framework (public layer)