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( 阅读全文
posted @ 2019-04-21 16:50 ~宁静致远~ 阅读(4015) 评论(1) 推荐(0) 编辑
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... 阅读全文
posted @ 2019-04-08 16:04 ~宁静致远~ 阅读(1890) 评论(0) 推荐(0) 编辑

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