Using high frequency intra - day data, we study the correlations between liquidity and trading activity and their time series property.
本文利用日内交易的高频分时数据，研究了流动性和交易活动之间的相关性和各自的时间序列性质。
The existing methods of similarity search are not suitable for high frequency financial data, which is a kind of non-interval time series.
金融高频数据是一种不等间隔的时间序列，现有的相似性查找技术对高频数据的处理效果不佳。
High frequency time series is referred to financial data which is sampled with interval of one hour, one minute even one second.
高频时间序列通常是指以每小时、每分钟甚至每秒为频率所采集的金融类数据；
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