Chinese translation for "autocorrelation coefficient"
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- 自相关系数
Related Translations:
- Example Sentences:
| 1. | 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
主要表现为：一，开盘收益序列比收盘收益序列具有更大的方差。二，两种收益序列的序列相关形式不同，开盘收益序列表现为负相关，而收盘收益序列表现为正相关。而且我们通过arma ( 1 ， 1 )模型的进一步检验，发现开盘收益序列比收盘收益序列具有更大的残差，更依赖于过去的收益序列，也更偏离于市场有效的随机游走形式的假设。 | | 2. | 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
本文给出了自相似的几种常见定义，描述了该随机过程在数学和物理上的一些特征，并讨论了如何识别一个序列是否是自相似或长相关的以及如何定量分析其相关性强弱的问题。 |
- Similar Words：
- "autocorrection" Chinese translation, "autocorrelater" Chinese translation, "autocorrelating windoww" Chinese translation, "autocorrelation" Chinese translation, "autocorrelation analysis" Chinese translation, "autocorrelation command receiver" Chinese translation, "autocorrelation detection" Chinese translation, "autocorrelation function" Chinese translation, "autocorrelation functions" Chinese translation, "autocorrelation integral" Chinese translation
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