{"id":1672,"date":"2024-11-29T07:12:00","date_gmt":"2024-11-28T23:12:00","guid":{"rendered":"https:\/\/blog.laoyulaoyu.top\/?p=1672"},"modified":"2024-11-04T16:25:19","modified_gmt":"2024-11-04T08:25:19","slug":"acf-%e4%b8%8e-pacf%ef%bc%9a%e6%82%a8%e9%87%91%e8%9e%8d%e5%b8%82%e5%9c%ba%e7%9a%84-x-%e5%85%89%e9%80%8f%e8%a7%86%e4%bb%aa","status":"publish","type":"post","link":"https:\/\/www.laoyulaoyu.com\/index.php\/2024\/11\/29\/acf-%e4%b8%8e-pacf%ef%bc%9a%e6%82%a8%e9%87%91%e8%9e%8d%e5%b8%82%e5%9c%ba%e7%9a%84-x-%e5%85%89%e9%80%8f%e8%a7%86%e4%bb%aa\/","title":{"rendered":"ACF \u4e0e PACF\uff1a\u60a8\u91d1\u878d\u5e02\u573a\u7684 \u201cX \u5149\u900f\u89c6\u4eea\u201d"},"content":{"rendered":"\n<p>\u4f5c\u8005\uff1a<a href=\"https:\/\/www.laoyulaoyu.com\/\" target=\"_blank\" rel=\"noreferrer noopener\">\u8001\u4f59\u635e\u9c7c<\/a><\/p>\n\n\n\n<p><strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002<\/mark><\/strong><\/p>\n\n\n\n<figure class=\"wp-block-image size-full\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/11\/image-19.png\" alt=\"\" class=\"wp-image-2797\"\/><\/figure>\n\n\n\n<blockquote class=\"wp-block-quote is-layout-flow wp-block-quote-is-layout-flow\">\n<pre class=\"wp-block-verse\"><strong>\u5199\u5728\u524d\u9762\u7684\u8bdd\uff1a<\/strong><mark style=\"background-color:rgba(0, 0, 0, 0)\" class=\"has-inline-color has-vivid-cyan-blue-color\">\u672c\u6587\u4e3b\u8981\u4ecb\u7ecd\u91d1\u878d\u5e02\u573a\u5206\u6790\u4e2d\u5f88\u6709\u4ef7\u503c\u7684ACF\uff08\u81ea\u76f8\u5173\u51fd\u6570\uff09\u548c PACF\uff08\u90e8\u5206\u81ea\u76f8\u5173\u51fd\u6570\uff09\u5de5\u5177\u3002<\/mark>\u5f53\u60a8\u5bf9\u5b83\u4eec\u6709\u4e86\u6df1\u5165\u7684\u7406\u89e3\u540e\uff0c\u5c31\u4eff\u4f5b\u662f\u5728\u5e02\u573a\u4e2d\u62e5\u6709\u4e86\u4e00\u53f0 X \u5149\u900f\u89c6\u4eea\u3002ACF \u4f1a\u5411\u60a8\u5c55\u793a\u5e02\u573a\u5173\u7cfb\u7684\u5168\u8c8c\uff0c\u800c PACF \u5219\u5e2e\u52a9\u60a8\u7a7f\u8fc7\u566a\u97f3\uff0c\u627e\u5230\u6700\u91cd\u8981\u7684\u4ef7\u683c\u5173\u7cfb\u3002<\/pre>\n<\/blockquote>\n\n\n\n<p>\u4f60\u5728\u6c5f\u8fb9\u76ee\u7779\u8fc7\u6ce2\u6d9b\u51b2\u51fb\u5824\u575d\u7684\u573a\u666f\u5417\uff1f\u662f\u4e0d\u662f\u770b\u5230\u4e86\u4e00\u6d6a\u63a5\u7740\u4e00\u6d6a\uff0c\u524d\u6d6a\u672a\u5e73\uff0c\u540e\u6d6a\u53c8\u8d77\u3002\u7136\u800c\uff0c\u6ce2\u6d9b\u4e4b\u4e0b\u9690\u85cf\u7740\u4ec0\u4e48\uff0c\u8fd9\u4e9b\u6ce2\u6d6a\u53c8\u662f\u6e90\u81ea\u4f55\u5904\uff0c\u6211\u4eec\u5b9e\u5219\u5e76\u4e0d\u4e86\u7136\u3002\u8fd9\u5c31\u5982\u540c\u6211\u4eec\u611f\u77e5\u5e02\u573a\u4ef7\u683c\u7684\u6ce2\u52a8\u4e00\u822c\uff01\u4eca\u5929\uff0c\u6211\u4eec\u5c06\u6df1\u5165\u63a2\u7a76\u4e24\u4e2a\u5f3a\u6709\u529b\u7684\u5de5\u5177\uff0c\u5b83\u4eec\u80fd\u52a9\u6211\u4eec\u6d1e\u6089\u8fd9\u4e9b\u5e02\u573a\u7684 \u201c\u6d9f\u6f2a\u201d\uff1aACF \u548c PACF\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\" id=\"77bd\"><strong>\u4e00\u3001ACF\uff08\u81ea\u76f8\u5173\u51fd\u6570\uff09\uff1a\u5b8c\u6574\u8bb0\u5fc6<\/strong><br>ACF (Autocorrelation Function): The Complete Memory <\/h3>\n\n\n\n<p id=\"7815\">\u60f3\u8c61\u4e00\u4e0b\uff0c\u5f53\u60a8\u5728\u89c2\u5bdf\u4ef7\u683c\u8d70\u52bf\u65f6\uff0c\u80fd\u5426\u50cf\u770b\u6e05\u591a\u7c73\u8bfa\u9aa8\u724c\u88ab\u63a8\u5012\u90a3\u6837\u6e05\u6670\u660e\u4e86\u5462\uff1fACF \u7684\u4f5c\u7528\u5c31\u662f\u8ba9\u60a8\u89c2\u5bdf\u6e05\u695a\u4ef7\u683c\u8d70\u52bf\u7684\u591a\u7c73\u8bfa\u8fde\u9501\u53cd\u5e94\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u5b83\u663e\u793a\u4e86\u4eca\u5929\u7684\u4ef7\u683c\u4e0e\u8fc7\u53bb\u6240\u6709\u4ef7\u683c\u7684\u76f8\u5173\u6027\u3002<\/li>\n\n\n\n<li>\u6355\u6349\u4ef7\u683c\u8d70\u52bf\u7684\u76f4\u63a5\u548c\u95f4\u63a5\u5173\u7cfb\u3002<\/li>\n\n\n\n<li>\u53ef\u4ee5\u5c06\u5176\u89c6\u4e3a\u5e02\u573a\u7684 &#8220;\u603b\u8bb0\u5fc6&#8221;\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u4ee3\u7801\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code># Simple example of what ACF measures\nToday's price \u2194 Yesterday's price (lag 1)\nToday's price \u2194 Two days ago price (lag 2)\nToday's price \u2194 Three days ago price (lag 3)\n... and so on<\/code><\/code><\/pre>\n\n\n\n<p>\u516c\u5f0f\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>ACF(k) = Cov(Yt, Yt-k) \/ Var(Y)\n\n<strong>Where:<\/strong>\nYt = Price at time t\nYt-k = Price at lag k\nCov = Covariance\nVar = Variance\nk = lag number<\/code><\/code><\/pre>\n\n\n\n<p>\u7b80\u91ca\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u8861\u91cf\u5f53\u524d\u4ef7\u683c\u4e0e\u8fc7\u53bb\u4ef7\u683c\u4e4b\u95f4\u7684\u76f8\u5173\u6027<\/li>\n\n\n\n<li>\u6570\u503c\u8303\u56f4\u4e3a -1 \u81f3 +1<\/li>\n\n\n\n<li>+1:\u5b8c\u5168\u6b63\u76f8\u5173<\/li>\n\n\n\n<li>0: \u65e0\u76f8\u5173\u6027<\/li>\n\n\n\n<li>-1\uff1a\u5b8c\u5168\u8d1f\u76f8\u5173<\/li>\n\n\n\n<li>\u663e\u793a\u6240\u6709\u5173\u7cfb\uff08\u76f4\u63a5 + \u95f4\u63a5\uff09<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u4e8c\u3001PACF\uff08\u90e8\u5206\u81ea\u76f8\u5173\u51fd\u6570\uff09\uff1a\u7eaf\u4fe1\u53f7<\/strong><br>PACF (Partial Autocorrelation Function): The Pure Signal&nbsp;<\/h3>\n\n\n\n<p>\u73b0\u5728\u6211\u4eec\u60f3\u8c61 PACF \u5c31\u50cf\u4e00\u675f x \u5149,\u7528\u5b83\u6765\u7a7f\u900f\u566a\u97f3\uff0c\u5b83\u4e3b\u8981\u8d1f\u8d23\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u53ea\u663e\u793a\u4ef7\u683c\u4e4b\u95f4\u7684\u76f4\u63a5\u5173\u7cfb\u3002<\/li>\n\n\n\n<li>\u6d88\u9664\u4e2d\u95f4\u6548\u5e94\u3002<\/li>\n\n\n\n<li>\u63ed\u793a\u6bcf\u4e2a\u8fc7\u53bb\u4ef7\u683c\u7684 &#8220;\u771f\u5b9e &#8220;\u5f71\u54cd\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u4ee3\u7801\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-preformatted\"># What PACF measures\nLag 1: Direct effect of yesterday's price\nLag 2: Direct effect of two days ago (removing lag 1's influence)\nLag 3: Direct effect of three days ago (removing lags 1 and 2's influence)<\/pre>\n\n\n\n<p>\u516c\u5f0f\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code>PACF(k) = Corr(Yt - P(Yt|Yt-1,...,Yt-k+1), Yt-k - P(Yt-k|Yt-1,...,Yt-k+1))\n\n<strong>Where:<\/strong>\nP(Yt|...) = Best linear prediction of Yt\nCorr = Correlation coefficient<\/code><\/code><\/pre>\n\n\n\n<p>\u7b80\u91ca\uff1a<\/p>\n\n\n\n<ul class=\"wp-block-list\">\n<li>\u6d4b\u91cf\u6bcf\u4e2a\u6ede\u540e\u671f\u7684\u76f4\u63a5\u76f8\u5173\u6027\u3002<\/li>\n\n\n\n<li>\u6d88\u9664\u4e2d\u95f4\u6548\u5e94\u3002<\/li>\n\n\n\n<li>\u663e\u793a\u76f8\u9694 k \u4e2a\u5468\u671f\u7684\u70b9\u4e4b\u95f4\u7684\u7eaf\u5173\u7cfb\u3002<\/li>\n<\/ul>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u4e09\u3001\u5b9e\u4f8b\u8bf4\u660e<\/strong><\/h3>\n\n\n\n<p>\u8ba9\u6211\u4eec\u7528\u5916\u6c47\u5206\u6790\u4e2d\u4e00\u4e2a\u771f\u5b9e\u7684\u6b27\u5143\/\u7f8e\u5143\u6848\u4f8b\u6765\u8bf4\u660e\uff1a<\/p>\n\n\n\n<pre class=\"wp-block-code\"><code><code><strong>ACF: Significant lags at &#91;0, 6]<\/strong>\n<strong>PACF: Significant lags at &#91;0, 6]<\/strong><\/code><\/code><\/pre>\n\n\n\n<ul class=\"wp-block-list\">\n<li>ACF \u663e\u793a\u6bcf\u5468\u6a21\u5f0f\uff08\u6ede\u540e 6 \u671f\uff09\u3002<\/li>\n\n\n\n<li>PACF \u8bc1\u5b9e\u5f53\u524d\u4ef7\u683c\u4ec5\u53d7\u6ede\u540e\u671f 6 \u7684\u76f4\u63a5\u5f71\u54cd\u3002<\/li>\n\n\n\n<li>\u5b8c\u7f8e\u5339\u914d\u8868\u660e\u5468\u4ea4\u6613\u5468\u671f &#8220;\u5e72\u51c0\u5229\u843d\u201c\u3002<\/li>\n<\/ul>\n\n\n\n<p>\u7ed3\u679c\u663e\u793a\uff0cACF\u63ed\u793a\u4e86\u6bcf\u5468\u7684\u5e02\u573a\u6a21\u5f0f\uff0c\u800cPACF\u786e\u8ba4\u4e86\u5f53\u524d\u4ef7\u683c\u4ec5\u53d7\u7279\u5b9a\u6ede\u540e\u671f\u7684\u76f4\u63a5\u5f71\u54cd\uff0c<strong>\u6307\u5411\u4e86\u4e00\u4e2a\u201c\u5e72\u51c0\u201d\u7684\u5468\u4ea4\u6613\u5468\u671f<\/strong>\u3002<\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>ACF \u9002\u7528\u4e8e\uff1a<\/strong><br><\/h3>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter size-full is-resized\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/11\/image-20.png\" alt=\"\" class=\"wp-image-2800\" style=\"width:534px;height:auto\"\/><\/figure>\n<\/div>\n\n\n<h3 class=\"wp-block-heading\"><br><strong>PACF \u9002\u7528\u4e8e<\/strong>\uff1a<br><\/h3>\n\n\n<div class=\"wp-block-image\">\n<figure class=\"aligncenter size-full is-resized\"><img decoding=\"async\" src=\"https:\/\/www.laoyulaoyu.com\/wp-content\/uploads\/2024\/11\/image-23.png\" alt=\"\" class=\"wp-image-2804\" style=\"width:656px;height:auto\"\/><\/figure>\n<\/div>\n\n\n<p><\/p>\n\n\n\n<h3 class=\"wp-block-heading\"><strong>\u56db\u3001\u89c2\u70b9\u603b\u7ed3<\/strong><\/h3>\n\n\n\n<ul class=\"wp-block-list\">\n<li>ACF\u548cPACF\u662f\u91d1\u878d\u5e02\u573a\u5206\u6790\u7684\u91cd\u8981\u5de5\u5177\uff0c\u5b83\u4eec\u5e2e\u52a9\u4ea4\u6613\u8005\u7406\u89e3\u548c\u9884\u6d4b\u4ef7\u683c\u52a8\u6001\u3002<\/li>\n\n\n\n<li>ACF\u63d0\u4f9b\u4e86\u4e00\u4e2a\u5168\u9762\u7684\u89c6\u89d2\uff0c\u5c55\u793a\u4e86\u4ef7\u683c\u4e4b\u95f4\u7684\u6240\u6709\u76f8\u5173\u5173\u7cfb\uff0c\u800cPACF\u5219\u63d0\u4f9b\u4e86\u4e00\u4e2a\u66f4\u7cbe\u70bc\u7684\u89c6\u89d2\uff0c\u53ea\u5173\u6ce8\u76f4\u63a5\u7684\u4ef7\u683c\u76f8\u5173\u6027\u3002<\/li>\n\n\n\n<li>\u901a\u8fc7\u5bf9ACF\u548cPACF\u7684\u6df1\u5165\u7406\u89e3\uff0c\u4ea4\u6613\u8005\u53ef\u4ee5\u66f4\u597d\u5730\u8bc6\u522b\u5e02\u573a\u8d8b\u52bf\u3001\u53d1\u73b0\u4ea4\u6613\u673a\u4f1a\uff0c\u5e76\u5236\u5b9a\u6709\u6548\u7684\u4ea4\u6613\u7b56\u7565\u3002<\/li>\n\n\n\n<li>\u5728\u5b9e\u9645\u5e94\u7528\u4e2d\uff0cACF\u548cPACF\u7684\u7ed3\u5408\u4f7f\u7528\u53ef\u4ee5\u4e3a\u4ea4\u6613\u8005\u63d0\u4f9b\u66f4\u5168\u9762\u7684\u5e02\u573a\u89c6\u89d2\uff0c\u5e2e\u52a9\u4ed6\u4eec\u505a\u51fa\u66f4\u660e\u667a\u7684\u4ea4\u6613\u51b3\u7b56\u3002<\/li>\n<\/ul>\n\n\n\n<p><strong>Google Colab \u4e0a\u7684\u5b8c\u6574\u5206\u6790\u4ee3\u7801\u5730\u5740\uff1a<\/strong><br>https:\/\/colab.research.google.com\/drive\/1U13i5heQbarXiuf863iKt8qLep1TnMhz?usp=sharing<\/p>\n\n\n\n<p><strong>\u611f\u8c22\u60a8\u9605\u8bfb\u5230\u6700\u540e\uff0c\u5e0c\u671b\u672c\u6587\u80fd\u7ed9\u60a8\u5e26\u6765\u65b0\u7684\u6536\u83b7\u3002\u795d\u60a8\u6295\u8d44\u987a\u5229\uff01\u5982\u679c\u5bf9\u6587\u4e2d\u7684\u5185\u5bb9\u6709\u4efb\u4f55\u7591\u95ee\uff0c\u8bf7\u7ed9\u6211\u7559\u8a00\uff0c\u5fc5\u590d\u3002<\/strong><\/p>\n\n\n\n<hr class=\"wp-block-separator has-alpha-channel-opacity\"\/>\n\n\n\n<p><\/p>\n\n\n\n<p><\/p>\n\n\n\n<p class=\"has-text-align-center\"><strong><mark style=\"background-color:#ffffff\" class=\"has-inline-color has-cyan-bluish-gray-color\">\u672c\u6587\u5185\u5bb9\u4ec5\u4ec5\u662f\u6280\u672f\u63a2\u8ba8\u548c\u5b66\u4e60\uff0c\u5e76\u4e0d\u6784\u6210\u4efb\u4f55\u6295\u8d44\u5efa\u8bae\u3002<\/mark><\/strong><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u4f5c\u8005\uff1a\u8001\u4f59\u635e\u9c7c \u539f\u521b\u4e0d\u6613\uff0c\u8f6c\u8f7d\u8bf7\u6807\u660e\u51fa\u5904\u53ca\u539f\u4f5c\u8005\u3002&#8230;<\/p>\n<div class=\"more-link-wrapper\"><a class=\"more-link\" href=\"https:\/\/www.laoyulaoyu.com\/index.php\/2024\/11\/29\/acf-%e4%b8%8e-pacf%ef%bc%9a%e6%82%a8%e9%87%91%e8%9e%8d%e5%b8%82%e5%9c%ba%e7%9a%84-x-%e5%85%89%e9%80%8f%e8%a7%86%e4%bb%aa\/\">Continue reading<span class=\"screen-reader-text\">ACF \u4e0e PACF\uff1a\u60a8\u91d1\u878d\u5e02\u573a\u7684 \u201cX \u5149\u900f\u89c6\u4eea\u201d<\/span><\/a><\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"open","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[2],"tags":[4,5],"class_list":{"0":"post-1672","1":"post","2":"type-post","3":"status-publish","4":"format-standard","5":"hentry","6":"category-aiinvest","7":"tag-ai","9":"entry"},"_links":{"self":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1672","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/comments?post=1672"}],"version-history":[{"count":1,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1672\/revisions"}],"predecessor-version":[{"id":1673,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/posts\/1672\/revisions\/1673"}],"wp:attachment":[{"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/media?parent=1672"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/categories?post=1672"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.laoyulaoyu.com\/index.php\/wp-json\/wp\/v2\/tags?post=1672"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}