Web11 jun. 2024 · Hurst指数体现了时间序列的自相关性,尤其反映了序列中隐藏的长期趋势,统计学上称为长期记忆。. 这一指数与趋势的关系如下 (设Hurst指数为H):. H=0.5:表示时间序列可以用随机游走 (布朗运动)来描诉。. 0<0.5:表示记忆的转弱 (反持续性),即均值回复 … Web1 nov. 2014 · With shops in Freshwater, Cowes, Ryde, Shanklin, Ventnor and their huge store and distribution centre in Newport, Hursts is an Island institution. Tom Stroud goes …
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