coefficient autocorrelation 中文意思是什麼
coefficient autocorrelation
解釋
自相關系數- coefficient : adj. 共同作用的。n. 1. 共同作用；協同因素。2. 【數，物】系數，率；程度。
- autocorrelation : n. 【自動化】自相關。
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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形式不同，開盤收益序列表現為負相關，而收盤收益序列表現為正相關。而且我們通過arma （ 1 ， 1 ）模型的進一步檢驗，發現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，也更偏離於市場有效的隨機遊走形式的假設。 -
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，描述了該隨機過程在數學和物理上的一些特徵，並討論了如何識別一個序列是否是自相似或長相關的以及如何定量分析其相關性強弱的問題。 -
The article analyzed the reasons that aroused the mean reversion in stock index futures, and the calculation methods of the coefficient of the first - order autocorrelation in basis change
摘要闡述了指數期貨中均值回復現象產生的原因，並進而分析了基差變化中的一階自相關系數在不同情況下的計算方法。 -
Via the forward modeling in the 2 - d transversely isotropic elastic random medium, we studied the change features of the wave field characteristic quantities as changing the medias autocorrelation length and anisotropic coefficient
我們通過在二維橫各向同性彈性隨機介質中的正演模擬，研究當自相關長度以及介質的各向異性系數變化時，對應的上述波場特徵量的變化特點。
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