04 2019 档案
摘要:1 def Hurst(data): 2 n = 6 3 data = pd.Series(data).pct_change()[1:] 4 ARS = list() 5 lag = list() 6 for i in range(n): 7 m = 2 ** i 8 size = np.size(
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摘要:import numpy as np class GMM(object): """Gaussian Mixture Model """ def __init__(self, data, K): """ K: the number of gaussian models alpha: the weight for cor...
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