riba2534
f4c4408708
Complete statistical analysis pipeline covering: - FFT spectral analysis, wavelet CWT, ACF/PACF autocorrelation - Returns distribution (fat tails, kurtosis=15.65), GARCH volatility modeling - Hurst exponent (H=0.593), fractal dimension, power law corridor - Volume-price causality (Granger), calendar effects, halving cycle analysis - Technical indicator validation (0/21 pass FDR), candlestick pattern testing - Market state clustering (K-Means/GMM), Markov chain transitions - Time series forecasting (ARIMA/Prophet/LSTM benchmarks) - Anomaly detection ensemble (IF+LOF+COPOD, AUC=0.9935) Key finding: volatility is predictable (GARCH persistence=0.973), but price direction is statistically indistinguishable from random walk. Includes REPORT.md with 16-section analysis report and future projections, 70+ charts in output/, and all source modules in src/. Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
35 lines
1.3 KiB
Plaintext
35 lines
1.3 KiB
Plaintext
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BTC/USDT 价格规律性分析 — 综合结论报告
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"真正有规律" 判定标准（必须同时满足）：
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1. FDR校正后 p < 0.05
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2. 排列检验 p < 0.01（如适用）
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3. 测试集上效果方向一致且显著
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4. >80% bootstrap子样本中成立（如适用）
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5. Cohen's d > 0.2 或经济意义显著
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6. 有合理的经济/市场直觉解释
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----------------------------------------------------------------------
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模块 得分 强度 发现数
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----------------------------------------------------------------------
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indicators 0.00 none 0
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patterns 0.00 none 0
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## 强证据规律（可重复、有经济意义）:
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（无）
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## 中等证据规律（统计显著但效果有限）:
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（无）
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## 弱证据/不显著:
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* indicators
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* patterns
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注: 得分基于各模块自报告的统计检验结果。
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具体参数和图表请参见各子目录的输出。
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