Random Taug kev nrog Drift yog dab tsi?
Random Taug kev nrog Drift yog dab tsi?

Video: Random Taug kev nrog Drift yog dab tsi?

Video: Random Taug kev nrog Drift yog dab tsi?
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Random taug kev nrog drift . Rau ib random taug kev nrog drift , qhov kev kwv yees zoo tshaj plaws ntawm tag kis tus nqi yog hnub no tus nqi ntxiv rau a drift lub sij hawm. Ib tug yuav xav txog qhov drift raws li kev ntsuas qhov sib txawv ntawm tus nqi (tej zaum xav txog kev nce nyiaj mus sij hawm ntev). Muab rau drift feem ntau yog suav tias yog tas li. Related: Lub ntsiab lus rov qab.

Kuj paub, dab tsi yog random taug kev yam tsis muaj drift?

Qhov no yog hu ua random - taug kev - tsis muaj - drift qauv: nws xav tias, ntawm txhua qhov taw tes hauv lub sijhawm, koob tsuas yog siv ib qho random kauj ruam deb ntawm nws txoj haujlwm kawg, nrog cov kauj ruam uas nws tus nqi nruab nrab yog xoom.

Kuj Paub, puas yog taug kev random nrog drift nyob ruaj ruaj? A random taug kev nrog los yog tsis muaj a drift tuaj yeem hloov mus rau ib nyob ruaj ruaj txheej txheem los ntawm qhov sib txawv (rho tawm Yt-1 los ntawm Yt, noj qhov sib txawv Yt -Yt-1) sib raug rau Yt -Yt-1 = εt los yog Yt -Yt-1 = α + εt thiab ces tus txheej txheem yuav txawv- nyob ruaj ruaj.

Tsis tas li lo lus nug yog, dab tsi yog txoj kev taug kev random?

A random taug kev txhais tau tias yog a txheej txheem qhov twg tus nqi tam sim no ntawm qhov sib txawv yog tsim los ntawm tus nqi yav dhau los. ntxiv rau lo lus yuam kev txhais tau tias yog lub suab nrov dawb (ib txwm hloov pauv nrog xoom txhais tau tias thiab qhov sib txawv). Algebraically ib random taug kev yog sawv cev raws li nram no: yt = yt−1 + ϵt.

Lub sij hawm drift yog dab tsi?

Nyob rau hauv qhov tshwm sim txoj kev xav, stochastic drift yog qhov kev hloov ntawm tus nqi nruab nrab ntawm tus txheej txheem stochastic (random). Ib lub tswv yim muaj feem xyuam yog qhov drift tus nqi, uas yog tus nqi ntawm qhov nruab nrab hloov. Piv txwv li, ib tug txheej txheem uas suav tus naj npawb ntawm lub taub hau nyob rau hauv ib tug series ntawm. fair npib tosses muaj ib drift tus nqi ntawm 1/2 rau toss.

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