| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 8 months |
| seen | Jun 1 '12 at 13:55 | |
| stats | profile views | 21 |
|
Sep 21 |
awarded | Supporter |
|
Sep 6 |
comment |
Literature on generating synthetic time series for testing Thanks for the answer. I was actually hoping there would be a way of manipulating the market data that I have in a deterministic way (such as, say, taking the first difference between consecutive values and swapping these around) rather than extracting statistical information about the time series e.g. autocorrelation and then generating a new random variables etc. to get a new time series. |
|
Sep 5 |
awarded | Student |
|
Sep 5 |
asked | Literature on generating synthetic time series for testing |