vse4ts

vse4ts-package

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) tools:::Rd_expr_doi("10.1016/j.physa.2018.06.092").

internal

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>.

Mengyang Zheng

Identify Memory Patterns in Time Series Using Variance Scale
Exponent

Hui Fu

vse4ts-package function

Maintainer: Mengyang Zheng <a href="/link/mengyang.zheng%40outlook.com?package=vse4ts&version=1.0.0" data-mini-rdoc="vse4ts::mengyang.zheng@outlook.com">mengyang.zheng@outlook.com</a>
Authors:<ul>
<li>Hui Fu <a href="/link/hui_fu%40hotmail.com?package=vse4ts&version=1.0.0" data-mini-rdoc="vse4ts::hui_fu@hotmail.com">hui_fu@hotmail.com</a></li>
</ul>

Author

vse4ts: Identify Memory Patterns in Time Series Using Variance Scale Exponent — vse4ts-package

Maintainer: Mengyang Zheng <a href='mailto:mengyang.zheng@outlook.com'>mengyang.zheng@outlook.com</a>
Authors:<ul>
<li>Hui Fu <a href='mailto:hui_fu@hotmail.com'>hui_fu@hotmail.com</a></li>
</ul>

vse4ts-package: vse4ts: Identify Memory Patterns in Time Series Using Variance Scale Exponent

Description

Arguments

Author

See Also