词汇:series[ˈsɪəriːz]
n. 系列,连续;丛书;[电]串联;[数]级数
相关场景
Kay, no, no, come on, man. You get a series four de-atomizer and I get a little "Midget Cricket?!"
>> Men In Black Movie 1997 Script
>> Men In Black Movie 1997 Script
You're late. Sit down. [Edwards takes the remaining chair. The elevator doors slide shut. Zed continues addressing the Recruits.] My name is Zed. You're all here because you're the best of the best. Marines, Navy SEALS, Army Rangers...NYPD. [They all turn and regard Edwards a little smugly. He gives it back.] And we're looking for one of you. Just one. What will follow is a series of simple tests designed to quantify motor skills, hand-eye coordination, concentration, stamina -- [notices Edwards has his hand raised] I see we have a question.
>> Men In Black Movie 1997 Script
>> Men In Black Movie 1997 Script
Returns (x - ts_min(x, d)) / (ts_max(x, d) - ts_min(x, d)) + constant. This operator is similar to scale down operator but acts in time series space
>> Operators
>> Operators
返回(x-ts_min(x,d))/(ts_max(x,d)-ts_min[x,d])+常数。此运算符类似于缩尺运算符,但在时间序列空间中起作用
Returns the relative index of the min value in the time series for the past d days; If the current day has the min value for the past d days, it returns 0; If previous day has the min value for the past d days, it returns 1. If d = 6 and values for past 6 days are [6,2,8,5,9,4] with first element being today’s value then min value is 2 and it is present 1 days before today. Hence, ts_arg_min(x, d) = 1
>> Operators
>> Operators
返回过去d天时间序列中最小值的相对索引;如果当前日期具有过去d天的最小值,则返回0;如果前一天具有过去d天的最小值,则返回1。如果d=6,过去6天的值为[6,2,8,5,9,4],第一个元素为今天的值,则最小值为2,并且在今天之前1天存在。因此,ts_arg_min(x,d)=1
Returns the relative index of the max value in the time series for the past d days. If the current day has the max value for the past d days, it returns 0. If previous day has the max value for the past d days, it returns 1;If d = 6 and values for past 6 days are [6,2,8,5,9,4] with first element being today’s value then max value is 9 and it is present 4 days before today. Hence, ts_arg_max(x, d) = 4
>> Operators
>> Operators
返回过去d天时间序列中最大值的相对索引。如果当前日期具有过去d天的最大值,则返回0。如果前一天具有过去d天的最大值,则返回1
我迷上了那部电视剧。我喜欢每一集一出来就看。
In a data science model:
Imagine a model that generates a series of random numbers.
Operator: The random number generator.
Alpha: The output of this operator (the series of random numbers).
Driver parameter: A "shape" parameter that controls how the random numbers are generated.
Transformation: The model's default is to generate numbers with a normal distribution. However, by using a new value for the "shape" parameter, you can tell the generator to produce numbers that instead follow a Gamma or Beta distribution, thus "improving the Alpha" by making it more suitable for a specific task.
>> worldquantbrain_4_program
>> worldquantbrain_4_program
在数据科学模型中:想象一个生成一系列随机数的模型。运算符:随机数生成器。Alpha:此运算符的输出(随机数序列)。Driver参数:控制随机数生成方式的“形状”参数。转换:模型的默认值是生成具有正态分布的数字。但是,通过为“shape”参数使用新值,您可以告诉生成器生成遵循Gamma或Beta分布的数字,从而通过使其更适合特定任务来“改进Alpha”。
Returns (x - ts_min(x, d)) / (ts_max(x, d) - ts_min(x, d)) + constant. This operator is similar to scale down operator but acts in time series space
>> worldquantbrain_2
>> worldquantbrain_2
返回(x-ts_min(x,d))/(ts_max(x,d)-ts_min[x,d])+常数。此运算符类似于缩尺运算符,但在时间序列空间中起作用
Can performing a time series comparison of the ratio of FFO to long-term debt, highlight increasing financial health overtime and produce better signal?
>> worldquantbrain_2
>> worldquantbrain_2
对FFO与长期债务的比率进行时间序列比较,能否突出金融健康状况随时间的增长,并产生更好的信号?
Calculate average sentiment; Apply time series operators ; Set rank-based conditions; Implement using conditional logic.
>> worldquantbrain_2
>> worldquantbrain_2
Apply time series operators with a suitable period to reduce noise in this daily data. ts_sum or ts_mean work well for this purpose.
Rank the data and set a threshold. For example, to classify half the stocks as True and the rest as False, use a condition like rank(X) > 0.5.
>> worldquantbrain_2
>> worldquantbrain_2
使用具有适当周期的时间序列运算符来减少日常数据中的噪声。ts_sum或ts_mean很好地用于此目的。对数据进行排序并设置阈值。例如,要将一半的股票分类为True,其余的分类为False,请使用rank(X)>0.5这样的条件。
vec_avg(nws12_afterhsz_sl) indicates whether the overall news sentiment for a company is positive or negative.
To reduce noise in this daily data and extract a clearer signal, apply time series operators like ts_sum or ts_mean with an appropriate period.
>> worldquantbrain_2
>> worldquantbrain_2
vecavg(nws12afterhszsl)表示一家公司的整体新闻情绪是积极的还是消极的。为了减少日常数据中的噪声并提取更清晰的信号,请使用具有适当周期的时间序列运算符,如ts_sum或ts_mean。
PV: price-volume
subtraction or division;
Time Series: ts_rank()
Cross-Sectional: rank()
operating_income / cap / ebitda / enterprise_value .
>> worldquantbrain
subtraction or division;
Time Series: ts_rank()
Cross-Sectional: rank()
operating_income / cap / ebitda / enterprise_value .
>> worldquantbrain
In earlier step, we looked at comparing operating_income and cap. A common way to compare these two metrics is division, and dividing operating income by cap is widely used as Operating Earnings Yield (OEY) to evaluate company profitability.
This OEY metric tends to perform better with time series operators. Try checking the results using ts_rank(oey,N_DAYS). Since operating_income updates quarterly, it's recommended to use medium to long-term values for N_DAYS like half a year (125) or one year (250).
>> worldquantbrain
>> worldquantbrain
在前面的步骤中,我们比较了operating_income和cap。比较这两个指标的一种常见方法是划分,将营业收入除以上限被广泛用作营业收益率(OEY)来评估公司的盈利能力。这个OEY指标在使用时间序列运算符时往往表现更好。尝试使用ts_rank(oey,N_DAYS)检查结果。由于operating_income每季度更新一次,建议使用N_DAYS的中长期值,如半年(125)或一年(250)。
Usually, Time Series operators work better since stock prices often change based on a company's changes from past to present. However, this isn't always the case depending on the data, so it's recommended to explore which comparison method is more appropriate through repeated simulations.
>> worldquantbrain
>> worldquantbrain
The appropriate operator can vary depending on the situation. Time Series operators might be more appropriate when companies have different scales making cross-sectional comparison difficult. However, for model data where company metrics are already adjusted, Cross-sectional operators might be more suitable.
>> worldquantbrain
>> worldquantbrain
合适的操作员可以根据情况而变化。当公司规模不同,难以进行横断面比较时,时间序列运算符可能更合适。然而,对于公司指标已经调整的模型数据,横截面运算符可能更合适。
The following diagram illustrates this concept. For calculations based on Company1 on January 10, 2020, the red-marked area represents the data used for time series calculations, while the green-marked area represents the data used for cross-sectional calculations.
>> worldquantbrain
>> worldquantbrain
下图说明了这一概念。对于基于2020年1月10日Company1的计算,红色标记的区域表示用于时间序列计算的数据,而绿色标记的区域则表示用于横截面计算的数据。
Time Series operators resemble this method of comparing with past scores. Time Series operators include operators that calculate averages (ts_mean) or changes (ts_delta) using past values.
>> worldquantbrain
>> worldquantbrain
时间序列运算符类似于这种与过去分数进行比较的方法。时间序列运算符包括使用过去值计算平均值(ts_mean)或变化(ts_delta)的运算符。
The momentum effect can be implemented in various ways. The simplest method is calculating recent price increases. Shall we calculate an asset's price increase over one year? Since BRAIN only considers business days, a year's length is typically represented as 250 days (the number of business days in a year). We can measure the change in x over a year using the time series operator .
>> worldquantbrain
>> worldquantbrain
动量效应可以通过多种方式实现。最简单的方法是计算最近的价格上涨。我们可以计算一项资产一年内的价格涨幅吗?由于BRAIN只考虑工作日,一年的长度通常表示为250天(一年中的工作日数)。我们可以使用时间序列算子来衡量x在一年内的变化。
A campaign is a series of activities with the goal of convincing people to do something like vote for a certain person.
>> 105-Talk about politics.
>> 105-Talk about politics.
竞选活动是一系列旨在说服人们为某人投票的活动。
MONTAGE SEQUENCE Over the following SERIES OF SHOTS we hear the voices of Joseph and Clarence in Heaven.
>> It's a Wonderful Life Movie Script
>> It's a Wonderful Life Movie Script
SERIES OF SHOTS �� George and Mary still trying to dance in the water �� the crowd on the edge cheering them �� some of the crowd leap into the pool �� the principal trying to restore order, finally clasps his hands like a diver and leaps in himself.
>> It's a Wonderful Life Movie Script
>> It's a Wonderful Life Movie Script