What makes an unsteady graph unsteady or why oil is oil? - page 24
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Моя формула абсолютно точна. Я описал именно тот процесс, который хотел описать - детерминированный тренд с некоторыми случайными флуктуациями.
Oh, I see, then you can also do this: ln P(t) = c + ln P(t-1) + e(t), where e(t)~I(0) , c(const) - more or less than zero.
Процесс вида x(i) = x(i-1) + e(i), где e(i) ~N(0,sigma^2). Первая разница данного процесса стационарный процесс. А теперь попробуй рассказать, как ты планируешь прогнозировать случайное блуждание, "а мы полюбуемся на твои потуги" (с).
Once again, for those who are particularly gifted:
1. from the initial BP we obtain the BP of the first differences
2. Extrapolate the BP of first differences
3. Reconstruct from the extrapolated part of the first differences the extrapolated part for the initial BP
Еще раз повторяю для особоодаренных:
1. Из исходного ВР получаем ВР первых разностей
2. Екстраполируем ВР первых разностей
3. Восстанавливаем из ВР первых разностей + экстраполированный участок, исходный ВР + экстраполированный участок для исходного ВР
I guess I'm not too gifted as I don't understand anything in this blah blah blah, except that you've taken to extrapolating random rambling. That's definitely a Nobel Prize on deposit and the world's money in your pocket.
Can you demonstrate it in numbers? So: the process x(i) = x(i-1) + e(i), where e(i) ~N(0,1) Obviously, the first difference is e(i) - the stationary process. Go ahead, extrapolate, reconstruct, "and we'll admire your efforts" (c).
Похоже что я не слишком одарённый, т.к. в этом бла-бла-бла я ничего не понял, кроме того, что ты взялся экстраполировать случайное блуждание. Это однозначно нобелевская премия на депозит и деньги всего мира в твоём кармане.
Продемонстрируешь на цифрах? Итак: процесс x(i) = x(i-1) + e(i), где e(i) ~N(0,1) Очевидно, что первая разница и есть e(i) - стационарный процесс. Давай, экстраполируй, восстанавливай, "а мы полюбуемся на твои потуги" (с).
They don't give Nobel prizes for inventing bicycles.
Random walk using Bernoulli's scheme: Suppose a particle leaves the origin of coordinates and in a unit of time moves one unit up with probability p, or one unit down with probability q = 1 - p
In n time units the trajectory of the particle will run along the line n * (p - q) and for any e > 0 and sufficiently large n a point with coordinate y(n) with probability 1 will lie in vertical intervals (p - q - e) and (p - q + e). This is a proven fact which has been deduced from the amplified law of large numbers and the law of the repeated logarithm. The proof is not given, as it can be found in appropriate books on theorists or on the Internet.
Accordingly, if we extrapolate the BP of a random walk over a large number of n samples, e.g. using ordinary linear regression, then with high probability the extrapolation result beyond n samples will be close to the straight n * (p - q)
So timbo, you're not just an especially gifted in obstinacy comrade, but a stubborn donkey who doesn't know elementary concepts in probability theory, but nevertheless, having grasped terms somewhere and not having learnt their definitions, tries to cram his subjective hackneyed nonsense in.
Learn the basics, timbo - it's tame.
Regarding the sampling rate of the observed time series, the
The choice of time frame (time window) greatly affects the spectrum of the time series,
But the choice of this very time-frame is a matter of ... taste! :))) Shamansta or art, if you like! :)
Because the problem of time-frame selection is not formalizable, and depends on trader's personal preferences.
But decreasing of scale and frequency range makes statistical picture more complicated due to
more details.
Учите матчасть, timbo - она рульная.
You promised an extrapolation of a process having a stationary first difference. Here is such a process: x(i) = x(i-1) + e(i), where e(i) ~N(0,1)
Here are the first 100 samples: 0.840376; -0.04766; 0.052436; -0.49209; -0.18857; -0.7889; -0.29893; 0.44043; 2.152318; 1.958194; -0.18016; -1.01975; 0.334845; -0.73731; 0.223643; 0.347693; 1.78439; -0.17651; -0.37421; -1.58205; 1.325954; 2.151173; 3.530145; 2.471965; 2.003349; 1.73088; 2.829304; 2.551432; 3.252974; 1.201157; 0.847307; 0.023721; -1.55334; -1.04536; -0.76338; -0.7299; -2.06358; -0.93608; -0.5859; -0.88497; -0.86208; -1.12408; -2.87429; -3.15994; -3.99131; -4.97051; -6.12691; -6.66047; -8.66311; -7.69888; -7.17882; -7.19884; -7.23362; -8.03178; -7.01309; -7.14631; -7.86084; -6.50946; -6.73423; -7.32326; -7.61701; -8.46494; -9.58506; -7.05906; -5.40357; -5.09603; -6.35315; -7.21862; -7.39515; -6.60374; -7.93574; -10.2656; -11.7147; -11.3812; -10.9898; -10.5382; -10.6684; -10.4848; -10.9609; -10.0989; -11.4606; -11.0056; -11.8543; -12.1891; -11.6364; -10.5973; -11.7149; -10.4543; -9.79411; -9.86198; -10.0572; -10.2748; -10.5779; -10.5549; -10.5036; -9.67751; -8.15054; -7.68362; -7.89334; -7.26815
Here's a picture of what you should get, I've even pasted the answer so you have something to compare it to.
Go ahead, extrapolate, reconstruct, "and we'll admire your efforts" (c). And don't talk about cattle breeding.
I should warn you that this is not extrapolation
Давай, экстраполируй, восстанавливай, "а мы полюбуемся на твои потуги" (с). А про животноводство не надо.
timbo, it has already been said that you need to learn the basics. So you should, timbo, you should (about cattle breeding).
The evidence I have already given. If your donkey stubbornness still does not allow you to verify that all of the above has long been proven and substantiated before me, then you can try to refute it yourself.
The method of scientific reproduction is that whoever does not believe, if he so desires, can independently double-check.
So shove your numbers and pictures up there where your hemorrhoids are until you post a rebuttal.
Timbo, it has already been said that you need to learn the basics. That's why you should do it (about cattle breeding).
The evidence I have already given. If your donkey stubbornness still prevents you from ascertaining that the above has long since been proven and substantiated before me, then you can try to refute it yourself.