Machine learning in trading: theory, models, practice and algo-trading - page 3645
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Don't be rude to people in public.
Well, you have confirmed my words. MO methods (and the theory confirms it) allow to approximate any continuous function with any accuracy, but they cannot extrapolate with the same accuracy as in the approximation area (they cannot reliably choose the set that will allow to extrapolate on the oos, because this set exists, but there are no ways to choose it). And this is the point of forecasting, to first approximate the available information and then extrapolate. That's exactly what I was talking about.
I'm tired of your aerobatics in the air.
Extrapolation is possible only if a) there is a pattern that does not change much over time and b) if this pattern is correctly defined, if it exists. Your scholasticism is of no help in answering these questions, so it is unnecessary.
I don't get it. He asked for a prediction, I gave him one. Now he turns his nose up at me and changes the subject.)
Who was I doing it for?
Extrapolation is only possible if a) there is a pattern that does not change much over time, and b) if that pattern is correctly identified if it exists.
I asked if MO experts would be willing to train a grid on a process that has a strict formula, and then validate their model on new data (just a time offset t on the same formula)? It's just a formula, pure as a child's tear. And, as a bonus to self-education, you can measure any distributions of that process and compare what it was Before and what it was After.
I hope for a positive response from those willing to participate in the experiment. Otherwise, I credit the drain to the "experts" in MO. I emphasise that the formula of the process will be simple.
Of course there are "no formulas." Then what is there when you think the network has successfully worked out the new data? It's just an approximation and nothing more. But an approximation is an approximation of an approximation of a wolf, you know..... About the theorem, too, I think you know.
Why should I tell you that? I showed contradictions that classical MO methods do not solve. You are in search, but don't think that there is a magic MO method that will solve everything, you just need to read the right book. Such methods do not exist, for obvious reasons, especially in relation to the TEM.
Nonstationarity is such a strange thing, so do you want me to give you a series, just for fun, and you try to predict the next steps of the series? In this case I will show that the formula is the same, but you will not be able to predict the series by your MO methods. Not because MO methods "don't work", but because you refuse to accept that even a strict simple formula is difficult to predict if you use wrong evaluation criteria.
You don't know what the ph is, but you assume there are periodic components
You try it.
you get it, you test it.
What's your problem?
4 degree, most likely the precision of the double number is not enough, purely technical limitation.
There would be a small chance of extrapolation if one could approximate an analytic function by analytic approximations, but there just happens to be Vitushkin's smoothness theorems, from which it follows that this is impossible.
Adding intermediate samples (upsampling) might help?
4 degree, most likely the precision of the number double is not enough, purely technical limitation.