vse4ts
Identify Memory Patterns in Time Series Using Variance Scale Exponent
Methods for calculating the variance scale exponent to identify memory patterns in time series data. Includes tests for white noise, short memory, and long memory. See Fu, H. et al. (2018) doi:10.1016/j.physa.2018.06.092.
- Version1.0.0
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- vse4ts citation info
- Last release07/01/2024
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Mengyang Zheng
Hui Fu
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