At present, GARCH type models have been employed to model these high frequency financial time series due to their ability to capture the dynamic characteristics.
近年来GARCH模型被广泛地用于对变动频率很高的金融时间序列建模，它能较好地抓住此类时间序列的动态特征。
The existing methods of similarity search are not suitable for high frequency financial data, which is a kind of non-interval time series.
金融高频数据是一种不等间隔的时间序列，现有的相似性查找技术对高频数据的处理效果不佳。
High frequency time series is referred to financial data which is sampled with interval of one hour, one minute even one second.
高频时间序列通常是指以每小时、每分钟甚至每秒为频率所采集的金融类数据；
High frequency time series is referred to financial data which is sampled with interval of one hour, one minute even one second.
高频时间序列通常是指以每小时、每分钟甚至每秒为频率所采集的金融类数据；
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