中文说明:按照定义法产生FARIMA时间序列,经过HURST参数估计,产生的结果是具有长相关特性的时间序列
English Description:
According to the definition method, FARIMA time series is generated. After Hurst parameter estimation, the result is a time series with long correlation characteristicsGenerating FARIMA time series according to definition method
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中文说明:按照定义法产生FARIMA时间序列,经过HURST参数估计,产生的结果是具有长相关特性的时间序列
English Description:
According to the definition method, FARIMA time series is generated. After Hurst parameter estimation, the result is a time series with long correlation characteristics