Skip to content
New issue

Have a question about this project? # for a free GitHub account to open an issue and contact its maintainers and the community.

#

By clicking “#”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? # to your account

Jump to bottom

[FEA] implement the fractional difference operation #42

Closed
yidong72 opened this issue Aug 15, 2019 · 1 comment
Closed

[FEA] implement the fractional difference operation #42

yidong72 opened this issue Aug 15, 2019 · 1 comment
Assignees
@yidong72

Comments

@yidong72
Copy link
Collaborator

The fractional difference is very useful in financial time series analysis. It can retain the memory as much as possible while taking out the non-stationarity.
This is one GPU cudf implementation. Let's migrate it into a gQuant node.
@yidong72 yidong72 self-assigned this Aug 15, 2019
@yidong72 yidong72 mentioned this issue Sep 5, 2019
Merged
@yidong72
Copy link
Collaborator Author

yidong72 commented Sep 9, 2019

PR is closed.
Issue is solved.

@yidong72 yidong72 closed this as completed Sep 9, 2019
@avolkov1 avolkov1 mentioned this issue Jul 10, 2020
Merged
# for free to join this conversation on GitHub. Already have an account? # to comment
Assignees

@yidong72 yidong72

Labels
None yet
Projects
None yet
Milestone
No milestone
Development

No branches or pull requests
1 participant
@yidong72