Financial Time Series Data Processing for Machine Learning 笔记
1.Scaling1.MinMaxz=x−xminxmax−xmin(max−min)+minz = \frac{x-x_{min}}{x_{max}-x_{min}}(max-min)+minz=xmax−xminx−xmin(max−min)+minmax和min 是feature range。2.Standardizationz=x−μσμ:meanσ:standard...
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2019-07-23 18:42:55 ·
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