Causal time series data simulation method based on financial features

According to the financial feature-based causal time series data simulation method provided by the invention, the characteristics of financial time series data can be considered, and the relationship of time series causals can be simulated, so that the causal time series data set can be accurately a...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Hauptverfasser: XU JIANCHENG, WAN YULEI, ZHAO YUPING, WANG YIYING, TIAN MENGQI, CHEN XUEDONG
Format: Patent
Sprache:chi ; eng
Schlagworte:
Online-Zugang:Volltext bestellen
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:According to the financial feature-based causal time series data simulation method provided by the invention, the characteristics of financial time series data can be considered, and the relationship of time series causals can be simulated, so that the causal time series data set can be accurately and efficiently generated, and various conditions can be conveniently simulated in a causal inference experiment. 本发明提供了一种基于金融特征的因果时序数据模拟方法,本发明的方案能考虑到金融时序数据本身的特点、模拟时序因果的关系,进而准确、高效地生成因果时序数据集,方便在因果推断实验中模拟各种情况。