Stock Market Nonlinear Analysis and Prediction Toolbox integrates the original nonlinear time series analysis toolbox programs, featuring multiple complexity analysis methods (such as Higuchi's method, box-counting method), phase space reconstruction techniques (Cao's method, GP algorithm, mutual information method), maximum Lyapunov exponent determination (Wolf's method, small data sets method) and prediction procedures (Lyapunov exponent method, one-step multi-step prediction, etc.). The toolbox demonstrates high execution efficiency and practical usability, with optimized algorithms for real-world financial data processing.
MATLAB
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