Translation of “time series mining” to Russian
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Dictionary: "time series mining" - translations and examples
time series mining
noun
Exemples with "time series mining"
Two particular forms of momentum can be fairly easily mimicked with ETFs: time series momentum and asset class momentum.
Две формы моментума могут довольно легко быть отражены с помощью ETF: моментум временных серий и моментум классов активов.
Errors can sometimes be easy to identify, such as with a spike filter, which will pick out incorrect "spikes" in time series data and correct for them.
Ошибки иногда можно легко идентифицировать, например, фильтром резкого роста, который ищет неправильные «пики» в данных и исправляет их.
The nice feature about Kalman filter is that there is very few free parameters: the model will adapt itself to the means and covariances of the input time series gradually.
Интересная особенность фильтра Калмана в том, что там очень мало свободных параметров, модель последовательно адаптирует себя к среднему и ковариациям входящих данных.
A startling example of how employing time series momentum can improve a portfolio is Greece.
Поразительный пример того, как моментум временных серий может улучшить портфель это Греция.
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