high-frequency time 高发时段
high-frequency time electromagnetic 高频时域电磁场
High-frequency time series data 高频金融时序数据
ultra-high-frequency time series 超高频时间序列
high-frequency financial time series 高频金融时间序列
high-frequency continuous-time filter 高频连续时间滤波器
High frequency continuous time filter 高频连续时间滤波器
And ultra high frequency time series is tick-by-tick data, which contain plenty of market information.
而超高频时间序列是市场上每笔交易的实时数据,其中包含了丰富的市场信息。
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;
Empirical evidences show that the distributions of high frequency time series are "fat tail" type distribution rather than normal distribution with "light tail" as those in traditional modeling.
经验表明高频时间序列的分布常是“肥尾”型的,而非传统建模中的“薄尾”型的正态分布。
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