融合波动率的时序数据符号聚合近似方法探究

鲁法明,王琳,包云霞,李昂,曾庆田

Symbol aggregation approximation method of time series data combined with volatility

计算机集成制造系统 . 2021, (11): 3120 -3130 . DOI: 10.13196/j.cims.2021.11.006