Predicting the future with Fourier transforms - page 38
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Anyway, it's time for fun, but it's also time for business.
here's a picture, and thanks to the strobe effect, we can determine the acceleration of the process by taking snapshots of it at equal
intervals and by analysing the difference between these process positions, I can see that the distances
between the points varies in a pattern and can easily be calculated using a progression, which allows us to calculate
acceleration.
Next, I propose to consider this one,
Electron-optical camera (also calque slit camera and streak camera ) - synchronous streak camera, a high-speed photo-recording device for recording changes in the intensity of a light pulse over time. It is used to measure the duration of ultra-short pulses and in time-resolved spectroscopy.
The effect is similar to that of a stroboscope, except that you can use a stroboscope to determine the acceleration of an object,
but here it's the time dependence of the signal intensity and therefore you can find the pulse duration.
imagine now that the data sometimes gets lost in the picture, how then (as in the figure below)
to determine the acceleration if the data is torn out (conventionally ) and already looks like this.
so then how to detect the dependence of signal intensity on time and hence find the pulse duration if there are omissions.
averaging obviously doesn't work here.
And where does the belief that there is some kind of signal in the quotes come from? What kind of signal is that?
A quote is a signal. Any time series is a signal. The series of numbers that signify those numbers is not important: prices are the volume of a sound, or the temperature of the air, whatever.
And where does the belief that there is some kind of signal in the quotes come from? What is that signal?
It's a radio engineering term. Anything that changes over time is a signal.
Or noise. :)
Mathemat:
That's it, my patience has run out. I warned you, everything is fair.
alexei, and the charge that the branch was not clogged only me? already like 10-15 pages ago. and i've already had time to serve time, and here all the same, well, i do not clog it, but the good. can be so kind to ask the interlocutors to the same. or at least move to another thread. to be true as you wrote - all honestly, but not so here.
I understand that people have tried to write, so it's blasphemous to let them express themselves and then delete it all from your side, so let it stay that way, but from now on maybe it's time to move the continuation to another thread.
LeoV:
I agree with you ))) But we are talking about a certain signal being extracted from the quote. That is where the questions arise - what is this signal? what does it mean? what is the signal and all that remains after the extraction of this signal? what is this signal?Highlighting some meaningful information. Something on the basis of which a prediction can be made. The essence is the same as a common indicator like RSI, MA, even neural networks. In the final form, after all the processing it is either buy or sell direction. There is nothing special, we just need to abstract.
Analysis block. There is a quote at the input and a buy or sell signal at the output. In this analysis block, in principle, any mathematics can be used.
... maybe it's time to move the continuation to another thread.
I understand the concern, but the links were very interesting. :) Thanks for them! I wanted to add something myself, but since it's off-topic, I won't.
And about the Fourier question - because the frequency distribution of the original "signal" is taken in the vicinity of time t. Accordingly, imho, those frequencies which will be found inside the "neighborhood" (quotation window) will be... fitting! Once you get outside the "window" alas - the same non-stationarity. Of course, the bigger the window, the more likely it is that the harmonics will be valid for some time.
But then there is the signal to noise ratio. I guess you have to consider their power ratios...
Plus even music(not noise) doesn't guarantee us a prediction. Suddenly the composer after another verse decided to insert an improvisation instead of a chorus. :)
But I would like to listen to experts.
Highlighting some meaningful information. Something on the basis of which a prediction can be made. The essence is the same as a common indicator like RSI, MA, even neural networks. In the final form, after all the processing it is either buy or sell direction. There is nothing special, we just need to abstract.
Analysis block. There is a quote at the input and a buy or sell signal at the output. Basically, any mathematics can be used in this block of analysis.
Again I agree with you ))).
But usually, the point is that there is some kind of continuous signal in the quotient, which can show the direction of the quotient in the future on each new bar. In principle, the application of this Fourier implies this. But could there be a continuous signal in the quotire that shows the quotire moving in the future, on each new bar?
I agree with you again ))).
But usually, it is a matter of there being some kind of continuous signal in the quotidian, which can show the direction of the quotidian in the future on each new bar. In principle, the application of this Fourier implies this. But could there be a continuous signal in the quotire that shows the quotire's movement in the future, on each new bar?
Good formulation. I believe there is.
Still, the price is continuous to some extent.