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作者 b0204888100 在 PTT [ Statistics ] 看板的留言(推文), 共9則

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[問題] 關於[賭俠]中的電腦分析...

[ Statistics ]16 留言, 推噓總分: +2

作者: b0204888100 - 發表於 2012/09/19 21:22(11年前)

16^F→b0204888100:感謝二位先進的解答看來我想的還不夠仔細= =09/22 15:15

[問題] 要如何區分變數在正負號時的不同影響?

[ Statistics ]16 留言, 推噓總分: 0

作者: b0204888100 - 發表於 2012/04/13 18:25(12年前)

2^F→b0204888100:嗯我看到文獻是指該係數在正負兩邊時有不同斜率效果04/16 14:50

3^F→b0204888100:還是請問這種變數有更好的處理方法呢?04/16 14:54

6^F→b0204888100:謝謝不過資料是時間序列可能沒辦法分成兩條04/17 10:24

9^F→b0204888100:X是介於正負間的周資料 Y是每週波動率04/17 12:30

11^F→b0204888100:早期認為X與波動正相關近期發現偏兩端時才會增加波動04/17 12:33

12^F→b0204888100:抱歉說不清楚ˊˋ X大概就像溫度的變數隨時間改變04/17 12:36

13^F→b0204888100:所以我是假設在溫度愈高或越低時才會逐漸增加波動04/17 12:38

16^F→b0204888100:感謝!! 正在尋找相關文獻中04/17 16:40

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