金融时间序列的数据挖掘技术与经典统计模型的比较

Comparing between Data Mining and Classic Statistical Model in Financial Time Series

基于对时间序列的数据挖掘思想与经典建模法的基本思路分析和比较,总结各自的优缺点,并阐述二者是在本质上不同的两类重要的时间序列分析法。

Based on the analysis to the ideas about time series data mining and classic modeling methods, this paper compared and summarized their advantages and disadvantages,and the essential differences between them are clarified.