1

我是（非常）python 新手，以前是 Matlab 用户。

我尝试创建代码以将时间序列加载到矩阵 [serie1、2、3 等] 的行中，然后将这些时间序列操作到一个循环中（参见下面的代码）。我的问题是三重的（下面有 3 个循环）：

1-如何创建一个循环来一一填充数组的行。2-用我计算出的那些时间序列（相关系数）填充一个 3d 数组 3-计算每个时间段下三角矩阵的平均相关性

我做错了什么？

非常感谢你的帮助！

i=0   
while i<length(fx_tech):
    for f in fx_tech:
        time_series[:,i]= (LoadSeries(f[2],'7','fx','0',(ts.now('Y')-20).asfreq('B'),ts.now('B')-1,'0','0','B'))
    i=1+i


    #i want to populate a matrix with all series, fx_tech is a list of series i have 
    #to feed through the "loadseries" command. I know the first set of loops is wrong.
#then loop over each series pair and populate the matrix "corr"

corr = zeros((len(time_series)-1,len(fx_tech),len(fx_tech)))  #allocate matrix

i=0
j=0
while i < len(fx_tech):
    while j < len(fx_tech):
        corr[:,i,j] = gencorrelation(time_series[:,i],time_series[:,j],lambda1)
        j=1+j
    i=1+i 

#finally calculate the average of the elements below the diagonal for each time period.

mean_fx = []
i=0
while i < len(time_series)-1:
    diag[:,:] = corr[i,:,:]-eye(len(fx_tech))
    mean_fx.append = sum(diag)/((len(fx_tech)**2)/2-len(fx_tech))
    i=1+i
4

0 回答 0