TimeSeriesVC
所属分类：数学计算
开发工具：Visual C++
文件大小：51KB
下载次数：15
上传日期：2011-11-23 11:03:38
上 传 者：
jhjlhtc
说明： 时间序列相关性分析假设有两个时间序列X={x1,x2,…,xn}，Y={y1,y2,…,yn}，X和Y在延迟l处的相关系数R(l)计算公式如下：
其中，l的最大取值为n/2。当l的值从0变化到n/2时，就可以得到多个R(l)值，令R(l)最大值所对应的延迟为lmax，如果R(lmax)>σ（一个人为定义的阈值），那么我们就说时间序列X和Y具有延迟相关性，Y延迟于X的量为lmax。
(Time series correlation analysis assumes that there are two time series X = {x1, x2, ..., xn}, Y = {y1, y2, ..., yn}, X and Y in the delay l at the correlation coefficient R (l) calculated formula is as follows: where, l the maximum value of n/2. When the value of l from 0 to n/2, you can get more than one R (l) value, so that R (l) corresponding to the maximum delay of lmax, if R (lmax)> σ (a human-defined threshold), then we say that X and Y time series associated with the delay, Y of X amount of delay in lmax.)
文件列表:
TimeSeriesVC\data\correlation.txt (1500, 2010-11-04)
TimeSeriesVC\data\market.txt (62635, 2010-09-07)
TimeSeriesVC\data\marketstar.txt (67756, 2010-09-19)
TimeSeriesVC\readfile.h (0, 2010-10-20)
TimeSeriesVC\resource.h (1045, 2010-11-04)
TimeSeriesVC\Script1.aps (31848, 2010-10-20)
TimeSeriesVC\Script1.rc (1906, 2010-10-20)
TimeSeriesVC\small.ico (318, 2010-10-28)
TimeSeriesVC\StdAfx.cpp (299, 2010-10-28)
TimeSeriesVC\StdAfx.h (936, 2010-11-04)
TimeSeriesVC\TimeSeriesVC.aps (4416, 2010-11-04)
TimeSeriesVC\TimeSeriesVC.cpp (11721, 2010-11-04)
TimeSeriesVC\TimeSeriesVC.dsp (4575, 2010-11-04)
TimeSeriesVC\TimeSeriesVC.dsw (530, 2010-10-28)
TimeSeriesVC\TimeSeriesVC.h (344, 2010-10-28)
TimeSeriesVC\TimeSeriesVC.ico (1078, 2010-10-28)
TimeSeriesVC\TimeSeriesVC.ncb (66560, 2010-11-10)
TimeSeriesVC\TimeSeriesVC.opt (53760, 2010-11-10)
TimeSeriesVC\TimeSeriesVC.plg (258, 2010-11-10)
TimeSeriesVC\TimeSeriesVC.rc (2859, 2010-11-04)
TimeSeriesVC\data (0, 2011-02-28)
TimeSeriesVC (0, 2011-11-23)
========================================================================
WIN32 APPLICATION : TimeSeriesVC
========================================================================
AppWizard has created this TimeSeriesVC application for you.
This file contains a summary of what you will find in each of the files that
make up your TimeSeriesVC application.
TimeSeriesVC.cpp
This is the main application source file.
TimeSeriesVC.dsp
This file (the project file) contains information at the project level and
is used to build a single project or subproject. Other users can share the
project (.dsp) file, but they should export the makefiles locally.
/////////////////////////////////////////////////////////////////////////////
AppWizard has created the following resources:
TimeSeriesVC.rc
This is a listing of all of the Microsoft Windows resources that the
program uses. It includes the icons, bitmaps, and cursors that are stored
in the RES subdirectory. This file can be directly edited in Microsoft
Visual C++.
res\TimeSeriesVC.ico
This is an icon file, which is used as the application's icon (32x32).
This icon is included by the main resource file TimeSeriesVC.rc.
small.ico
%%This is an icon file, which contains a smaller version (16x16)
of the application's icon. This icon is included by the main resource
file TimeSeriesVC.rc.
/////////////////////////////////////////////////////////////////////////////
Other standard files:
StdAfx.h, StdAfx.cpp
These files are used to build a precompiled header (PCH) file
named TimeSeriesVC.pch and a precompiled types file named StdAfx.obj.
Resource.h
This is the standard header file, which defines new resource IDs.
Microsoft Visual C++ reads and updates this file.
/////////////////////////////////////////////////////////////////////////////
Other notes:
AppWizard uses "TODO:" to indicate parts of the source code you
should add to or customize.
/////////////////////////////////////////////////////////////////////////////
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