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于 2010-10-09 发布文件大小:2057KB

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说明： Hurst参数用来衡量时间序列的相关程度。给出了AVB, R/S, VT, PG, Wavelet等多种方法。(The degree of dependence of a time serie is measured by Hurst paramrter. AVB, R/S, VT, PG, Wavelet methods are given in this package. )

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