Machine learning in trading: theory, models, practice and algo-trading - page 3390

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mytarmailS #:

Who says the market is a time series?
We should have gotten rid of that a long time ago. It's always the same questions. No, it's an image or a text :) the lows would like to tighten up, all sorts of hang-ups.

Someone there in the comments to the article again squeaks that he is building an event model. There is no such definition in MO.
 
Maxim Dmitrievsky #:
We should have gotten rid of this a long time ago. It's always the same questions. No, it's an image or text :) the bottoms would like to tighten up, hanging stuff.

if I generate a random series and add time as indexes.

Will it be a time series?


Maxim Dmitrievsky #:
Someone in the comments to the article again says that he is building an event model. There is no such definition in the IO.

This is all due to the lack of common terminology.

You read this and realise that you are facing a forum writer who hasn't read a single book, and everything is in its place....

 
mytarmailS #:

if I generate a random series and add time as indexes.

Will it be a time series?


This is all because of the lack of common terminology.

You read this and realise that you're reading a forum writer who hasn't read a single book, and it all falls into place....

Yes, that would be a time series.
A time series is a form of data representation. A random process can also be written as a time series.
 
Maxim Dmitrievsky #:
Yes, it will be a time series
A time series is a form of data representation. A random process can also be written as a time series.

Those

never mind that a random process means nothing.

never mind that there is no relationship to time.

Never mind that it's useless to analyse this series and its relation to time.

???

 
mytarmailS #:

Those

never mind that a random process doesn't mean anything.

Never mind that there's no connection to time.

never mind that it is useless to analyse this series and its relation to time.

???

It doesn't matter. They are just observations recorded at intervals.
 
Maxim Dmitrievsky #:
Never mind.

Got it.
I see it differently.

 
mytarmailS #:

Got it.
I see it differently.

Nothing else to see here, it's very simple :)
 
Maxim Dmitrievsky #:
Nothing else to see here, it's very simple :)
I'm afraid of those who say "it's very simple".

I take a picture with kitties, convert it to vector, add time, give it to you.

You shouting "everything is simple" fitish till blue what arima, nothing turns out, but who cares)))

Why think further, why analyse the experience, it's a time series, "everything is simple".
 

A time series is a way of representing data in the form of sequential values labelled either by time or sequence number. Images can also be recorded in a sequential one-dimensional array format, such as RAW image data.

So, both the SB and the price chart are time series.

A time series says nothing about the properties of the data, it is just a way of representation.
 
mytarmailS #:
I'm afraid of those who say "it's very simple."

I take a picture of kitties, convert it to vector, add time, give it to you.

You shout "it's simple", you fiddle with what arima, nothing works, but who cares))))

Why think further, why analyse the experience, it's a time series, "everything is simple".

Epiphanies are like that, they don't just pop into your head.

You either find a pattern in the order of the pixels, if there is one, or you don't.

Try drawing or printing out a time line and putting it under your pillow.)

1...338333843385338633873388338933903391339233933394339533963397...3498
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