The Sultonov Regression Model (SRM) - claiming to be a mathematical model of the market. - page 33

 
Integer:

Mishek's point is correct, simply "watch your mouth", the X-axis is time, not price depending on time (sort of the same thing, but very different). But some people like to fuck with others, but the question is how fucked up their own brains are?

No way, mister, usually in regression models of time series, time is a parameter.

Or are we talking about something else?

 
avatara:

No way, monsieur, time is usually a parameter in time series regression models.

So any regression model is irrelevant. Makes sense, doesn't it?
 
TheXpert:
Well then any regression model is irrelevant. Makes sense, doesn't it?

hence the frustration of many extrapolator forecasters with the "nearest neighbour", Fourier, etc.

Definitely not enough time alone.

 

I've had enough of you all - you can't follow the thought process in the thread at all, you just go into a stupor.

We are discussing the availability of time in quotations, not models, whether they are mine or not, calm down - not mine; and not my pockets: calm down - empty. You are all richer, more literate and educated than I am. Rejoice!!! Applause!!!!

 
avatara:

No way, monsieur, time is usually a parameter in time series regression models.

Or are we talking about something else?


The other is "price versus time".
 
avatara:

hence the frustration of many extrapolator forecasters with the 'nearest neighbour', Fourier, etc.

Clearly time alone is not enough.


Yep, that's me, a frustrated extrapolator forecaster. If you insinuate that you have an earning regression model, then the best way to prove your point is a live stream or at least a demo. Do you have it? Show us! There are a lot of theorists here. We argue about the correctness of PMS (18), but as a proof of it we show how it was derived correctly (flint with ears, you said) instead of showing how many deposits it has doubled.
 
gpwr:

Yep, that's me, a frustrated extrapolator forecaster. If you insinuate that you have an earning regression model, then the best way to prove your point is a live-state or at least a demo. Do you have it? Show us! There are a lot of theorists here. We argue about the correctness of the PMS (18), but as proof we give you how it has been derived correctly (flint with ears, you said) instead of showing how many deposits it has doubled.

What are you talking about. I'm talking about me.

I've taken the plunge myself from extrapolating the RMS channel.

That's why I confirm - one "rear-view mirror" is not enough to move forward...

;)

 
avatara: But I would sincerely urge you to go back to Yusuf's much vaunted, and therefore unread, article and trace the author's thinking.

I think he will be happy to explain the controversial and complicated twists and turns of conclusion 18.

I read it, I read it, almost before anyone else, along with alsu. There are a lot of unexplained points and mistakes there.

I asked questions on the substance of what I had read. One of them, "What is a multi-cell model?" was answered only a few months later. The rest of the questions were not answered in essence and still are not.

Gamma function appears there, OK, but it has about the same relation to gamma distribution, as a goblet to a goblet.

There is one more nuance, which makes me strongly doubt the quality of the material: the published version of the indicator differs greatly from the formula (18) because there are already two branches, which may switch between at any time.

Well, I'm not even talking about how the author absolutizes this function, suggesting that it can be applied to anything, without paying attention to the nature of the phenomena. His speech at the Mekhmatov Forum should have gone into the annals of the forum, if they had been there.

This unambiguously indicates the quality of education received by the associate professor. But the ambition is like Smirnoff's, even bigger.

Well, let him continue to please people with his pearls, helping to develop the Annals branch.

 
gpwr:

Yep, that's me, the frustrated extrapolator forecaster. If you insinuate that you have an earning regression model, then the best way to prove your point is a live-state or at least a demo. Do you have it? Show us! There are a lot of theorists here. We argue about the correctness of the PMS (18), but as a proof of it we show how it was derived correctly (flint with ears, you said) instead of demonstrating how many deposits it has doubled.
Let's get away from everything, even time, and focus on the predictive ability of the model using the example of the series made up of the tangent values given on page 1. There is no time, no fitting or anything like that. Is it not interesting to find out, how it is possible to predict the upsurge of figures in the series at seemingly monotonous change of values of figures in this series? I have to return to this question, as I have not received a response from the participants - neither an acknowledgement nor a refutation. Is it possible to show that other regression models can do the same thing with this series?
 
Mathemat:

His speech at the Mekhmatov matforum should have made it into the annals of the forum, if they had been there.


Can I have the link?
Reason: