如何判断一组数字整体趋势是上升还是下降,类似于 K 线 - V2EX
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aw2350

如何判断一组数字整体趋势是上升还是下降,类似于 K 线

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  •   aw2350 Oct 16, 2024 2007 views
    This topic created in 561 days ago, the information mentioned may be changed or developed.

    求算法的大佬指点一下,这种方案叫什么算法。例如:一组股票实时成交价格数据,单位时间内数值是有波动的,且不是一直增长或一直降低,但在更大时间角度下会有一个整体趋势是上涨还是下跌,这种算法叫什么名字?想用这种算法来做实时数据的预判,来决定后续的走势

    10 replies    2024-10-16 14:28:43 +08:00
    tool2dx
        1
    tool2dx  
       Oct 16, 2024
    K 线有一些支撑点位,向上突破了就往上,向下突破了就往下,都没突破就是震荡行情。
    NoOneNoBody
        2
    NoOneNoBody  
       Oct 16, 2024   1
    1. 定距求斜率
    2. 均值/移动平均的斜率
    3. 以阈值寻峰谷,前后峰比较、前后谷比较
    基本上都是求斜率,只是变形

    趋势很可能需要机器学习和深度学习,如果斜率就能判断的,目测也能,例如类正弦波
    其实预测的实质是预测周期,因为谁都知道要涨、要跌,只是不知道在哪个点变化
    leglo
        3
    leglo  
       Oct 16, 2024
    各种回归算法,最终拟合成一条斜线,然后按斜率判断
    dnfQzjPBXtWmML
        4
    dnfQzjPBXtWmML  
       Oct 16, 2024 via Android
    线性回归?
    noqwerty
        5
    noqwerty  
       Oct 16, 2024 via iPhone
    时序数据可以看看 ARIMA 模型
    csys
        6
    csys  
       Oct 16, 2024 via Android
    这不就是移动平均线吗
    Or2
        7
    Or2  
       Oct 16, 2024 via Android
    Skewness
    handbrake
        8
    handbrake  
       Oct 16, 2024 via Android
    你是否要找:moving average
    agdhole
        9
    agdhole  
       Oct 16, 2024
    均线排列,均线是很滞后的
    sincw
        10
    sincw  
       Oct 16, 2024
    移动平均线?
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