vse4ts

cranv1.0.0

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>.

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https://CRAN.R-project.org/package=vse4ts
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First published · 2024-07-01 10:49:40

Last updated · 2024-07-01T09:20:03+00:00