本文共 1186 字，大约阅读时间需要 3 分钟。
??????????????????????????????????Moving Block Bootstrap, MBB????????????MMB???????????????????????????????????????????????
??????????????????????????????????2???????????????????????????????
X?, X?, ..., X??
???????
????????Bootstrap?????????????????????????????????????????????????????????????????????1??3??5??1??2?????????????????
block1, block3, block5, block1, block2
?Python????????arch??????????????????????
from arch.bootstrap import MovingBlockBootstrapfrom numpy.random import RandomStateimport numpy as np# ???????????????y = standard_normal((6, 1)) # shape (6, 1)# ????????bootstrap = MovingBlockBootstrap(2, y, random_state=RandomState(1234)) # ????2# ??Bootstrap??bs_y = []# ??Bootstrap??for _ in range(2): data = bootstrap.bootstrap(2) # ??2?Bootstrap?? bs_y.append(data[0][0]) # ??????? print("Bootstrap??:", data) print("??????:", bs_y)# ????????def fc(a): return a.mean(0) # ?????# ?????????results = bootstrap.apply(fc, 2) # ?????????????print("????:", results) ??????????????????????????????????????????????????????????????????????????????????????????????????
转载地址：http://uaet.baihongyu.com/