Real-time computing method and system for nonrandom informational probability in continuous game data streams

The invention discloses a real-time computing method and system for nonrandom informational probability in continuous game data streams. The real-time computing method comprises the steps of maintaining a current trading volume data bucket by virtue of a series of input time series data, simultaneou...

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Hauptverfasser: TU SHITAO, WANG QI, SHEN TIANRUI
Format: Patent
Sprache:chi ; eng
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Beschreibung
Zusammenfassung:The invention discloses a real-time computing method and system for nonrandom informational probability in continuous game data streams. The real-time computing method comprises the steps of maintaining a current trading volume data bucket by virtue of a series of input time series data, simultaneously maintaining a queue with a length equal to the number n of sampled data buckets, adding VtauB and VtauS computed in the current trading volume data bucket into the head of the current queue whenever the current trading volume data bucket is full, and computing the nonrandom informational probability according to n latest VtauB and VtauS by virtue of a sliding window analogue method. According to the real-time computing method, the online rolling real-time computation can be realized, furthermore, the stability and the adaptivity are relatively good, obstacles for estimating unobservable parameters are eliminated, and defect of inaccuracy of a time dimension algorithm during real-time trading and particularly hi