autocorrelation coefficient造句
例句與造句
- We analyse the dispersion of stock returns and have the tests of serial correlation . the results show that the trading mechanism has a significant effect on a number of characteristics of stock returns . first , the distribution of open - to - open returns has greater variance than that of close - to - close returns . second . the serial correlation pattern is quite different in the two return series . the open - to - open returns have negative autocorrelation coefficient , but the close - to - close returns is positive . further , employing an arma ( 1 , 1 ) model we find that in the opening . returns exhibit higher residual noise and stronger dependence on past returns , reflecting stronger deviations from the random - walk form of the market efficiency hypothesis
主要表現(xiàn)為:一,開盤收益序列比收盤收益序列具有更大的方差。二,兩種收益序列的序列相關(guān)形式不同,開盤收益序列表現(xiàn)為負(fù)相關(guān),而收盤收益序列表現(xiàn)為正相關(guān)。而且我們通過arma ( 1 , 1 )模型的進(jìn)一步檢驗(yàn),發(fā)現(xiàn)開盤收益序列比收盤收益序列具有更大的殘差,更依賴于過去的收益序列,也更偏離于市場有效的隨機(jī)游走形式的假設(shè)。 - In this paper , several mathematical definitions of self - similarity are given , and some of their properties are described . the method of justifying a self - similar process and getting its autocorrelation coefficient ( or self - similar parameter ) are also discussed . achievements which are achieved by scientific research of predecessors are summarized
本文給出了自相似的幾種常見定義,描述了該隨機(jī)過程在數(shù)學(xué)和物理上的一些特征,并討論了如何識別一個序列是否是自相似或長相關(guān)的以及如何定量分析其相關(guān)性強(qiáng)弱的問題。 - It's difficult to find autocorrelation coefficient in a sentence. 用autocorrelation coefficient造句挺難的