<p>我使用下面的函数来计算每种货币的均值和方差。如果我一直在使用它,那么这3个异常值很容易被注意到-我现在正在使用它。你知道吗</p>
<pre><code>def updateMeanVar(x,k,mu,vr):
'''
Purpose: Update the estimates for the mean and variance
(recursive algorithm)
Inputs:
x new value (x_k) x_1,x_2,...
k counter (index) for new value 1,2,
mu previously estimated mean (x_k not included)
vr previously estimated variance (x_k not included)
Otputs:
mu updated mean (with x_k included)
vr updated variance (with x_k included)
Refs.
Donald E. Knuth. Seminumerical Algorithms, volume 2 of The Art of Computer Programming,
chapter 4.2.2, page 232. Addison-Wesley, Boston, third edition, 1998.
'''
delta = x - mu
mu += delta/k
vr += delta*(x - mu)
return mu,vr
</code></pre>
<p>以下是欧洲央行(ECB)货币汇率的部分产出,包括今天的估计。你知道吗</p>
<pre><code>Processing ECB exchange rates ...
Saving data ...
ECB working days: 4889
strt date: 1999-01-04
stop date: 2018-02-02
Exchange rates stored in:
Sweden (SEK/EUR): E:/Data/ECB_ExchangeRates/Sweden/Rates.txt (mean= 9.235,std= 0.496)
Denmark (DKK/EUR): E:/Data/ECB_ExchangeRates/Denmark/Rates.txt (mean= 7.448,std= 0.011)
Norway (NOK/EUR): E:/Data/ECB_ExchangeRates/Norway/Rates.txt (mean= 8.238,std= 0.565)
All rates stored in: E:/Data/ECB_ExchangeRates/AllRates.txt
E:/Data/ECB_ExchangeRates/AllRates.csv
</code></pre>
<p>以及总结图。<a href="https://i.stack.imgur.com/jZzQ3.png" rel="nofollow noreferrer"><img src="https://i.stack.imgur.com/jZzQ3.png" alt="enter image description here"/></a></p>