Todos os livros

Profissional

Apps Sobre Coach Entrar Começar a ler

Quantitative Finance · Glossário

O que é Time bucket, downsampling?

Também chamado de: time bucket · downsampling

Definition 5.2 Research, Data and Risk Platforms · Capítulo 5 — Time-Series Databases and the Alternatives

A time bucket is one of the equal, aligned intervals into which a time axis is cut (the minutes of a day); bucketing assigns each record to its interval. Downsampling replaces the records of each bucket by a summary (the last value, the count, an open-high-low-close bar), storing or returning one row per bucket.

Ler no capítulo →