vse4ts-package {vse4ts} | R Documentation |
vse4ts: Identify Memory Patterns in Time Series Using Variance Scale Exponent
Description
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.
Author(s)
Maintainer: Mengyang Zheng mengyang.zheng@outlook.com
Authors:
Hui Fu hui_fu@hotmail.com
See Also
Useful links:
[Package vse4ts version 1.0.0 Index]