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FARIMA

于 2021-04-23 发布文件大小:1KB

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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(FARIMA time series, in accordance with the definition of law after HURST parameter estimates, the result of long correlation properties of time series)

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