股市非线性分析及预测工具箱我要分享

Nonlinear analysis and forecasting toolbox of stock market

GP法 MATLAB 时间序列 预测

关注次数: 504

下载次数: 3

文件大小: 39KB

代码分类: 一般算法

开发平台: matlab

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代码描述

中文说明:

(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。


English Description:

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.


代码预览

BoxFractalDim.m

cao1.dll

cao_m.m

ChaosPredict.m

CorrelationIntegral.dll

DowJones_2005to2012.mat

GP_Algorithm.m

Higuchi.m

LargestLyapunov.m

lyapunov_small.dll

lyapunov_wolf.dll

main.m

mutual.dll

mutual_tau.m

nearest_point.m

PhaSpaRecon.m

pre_LocalRegion.m

pre_lya_1step.m

pre_multistep.m

SSE_2005to2012.mat