Machine learning in trading: theory, models, practice and algo-trading - page 2273
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Where are you, anyway? In the prices, yes ) above it says
Well firstly Fourier can be used for hundreds of other problems (just so you know...;) )
Cycles, if primitive, can also be autocorrelated, if primitive and dirty, you can even look at the time between extrema...
If we are serious about loops, we should either clean (filter) the data and use methods described above, or use something ready-made that does it all automatically...
I searched for loops using Rssa package, which implements SSA method
Well firstly Fourier can be used for hundreds of other problems (just so you understand...;) )
Cycles, if primitive, can also be autocorrelated, if primitive and dirty, you can even watch the time between extrema.
If we are serious about loops, we should either clean (filter) the data and use methods described above, or use something ready-made that does it all automatically...
I've looked for loops using Rssa package, which implements SSA method
It's probably better to filter by hours, days, etc. Looking for other loops won't do much
it's probably better to just filter by hours, days, etc. looking for other cycles won't do much
I don't know what you're doing.
In principle, if DSP fans are so eager, I would advise them to look in the direction of spectrum theory for non-stationary processes (Spectral analysis for non-stationary processes).
However, the mathematics there (theorist) is usually quite complicated.
In principle, if the DSP fans are so eager, I would advise them to look at the spectrum theory for non-stationary processes (Spectral analysis for non-stationary processes).
However, the mathematics there (theorist) is usually quite complicated.
But it will not work without mathematics?
And without mathematics it won't work?
This spectrum theory is for non-stationary processes. few people understand it. Although, yes, there are only short periods of stationarity, but in general there is a lot of confusion)))
And without mathematics it will not work?
I'm afraid it won't work even with mathematics) Roughly speaking, because the Tsosniks have non-stationarity "not the system" that we need.)
Here's a good article about non-stationarity in audio:
While stationarity can be given rigorous definitions, nonstationarity is a very broad concept, as there are infinitely many ways to depart from stationarity.
All right, I've given up on cycles for now. Suggestion, fun for:
I'm afraid it won't work even with mathematics) Roughly speaking, because the Tsosniks have non-stationarity "not the system" that we need)
Here's a good article about nonstationarity in audio:
While stationarity can be given rigorous definitions, nonstationarity is a very broad concept, as there are infinitely many ways to depart from stationarity.
I looked through it, got a little carried away... well, let's forget about loops for now :D
This spectrum theory is for non-stationary processes. few people understand it. Although yes, we definitely have only short periods of stationarity, but in general there is disorder and vacillation))).
When I was trying to build a "universal price theory" and then "break the back of Forex" - is an obvious way to nowhere.