The market is a controlled dynamic system. - page 8

 
avtomat:

I put the question differently: "Determine the X-cause leading to the Y-effect"

Is there any fundamental difference? You are essentially predicting backwards. This is a good method of model identification, but only for stationary processes, for others it is undesirable, to say the least.
 
Vizard:


We can see it in regression analysis, for example, in the form of a regression coefficient...or in another way (we get the answer as a function, for example)...that is, as a teacher we put in what we want to end up working on, and the input - what we look for dependence on...then we look...

You can't say anything in advance. Maybe it will and maybe it won't... For comparisons you need results from different models. There are no such results yet...
 
Farnsworth:
Is there any difference in principle? You are essentially predicting backwards. This is a good method of model identification, but only for stationary processes, for others it is undesirable to say the least.

there is certainly a difference ;) as between cause and effect

 
avtomat:

there is certainly a difference ;) as between cause and effect

Let me try again, you are predicting backwards, there is no point in that on forex quotes and any of their transformations. None at all. Such an approach is not something new, it is well described, and has narrow applicability. You won't get any new information about the series.

PS: But not interfering, have fun :o)

 

No. I don't predict backwards.

Oh, that's okay. I'll keep having fun ;)

 

whoever described it, I want to test my idea ;)

And this idea should produce something like this:

(left and right of Y are aperiodic links)

 

and I've just realised what the reason for this reluctance is...

You're looking for a "formula", I'm building my model as a tracking system.

.

and to be precise in definitions, the control signal of the model is the dotted line in the bottom window

 
avtomat:

and I've just realised what the reason for this reluctance is...

You are looking for a "formula", I am building my model as a tracking system.

.

and to be precise in definitions, the control signal of the model is the dotted line in the bottom window

And what prevents you from using the formula as well with adapting it depending on the current situation?

Tracking system == adaptation? Is there a fundamental difference?

The main thing in both systems is to find a "true" parameter for adaptation (read - some kind of misalignment signal in the tracking system).

However, a tracking system may be 'active' but an adaptive system is more likely to be passive...

 

Automatic...sorry, maybe I don't get it...just want to understand...haven't got it yet...
Here's an example along the lines of your last screenshot...
so I put the control (bottom line on the screen) in the top...
so what... what is the difference if I just take this control line and use it when crossing through 0 ... i.e. why complicate things...

 
Yeah, how can I put it... there is some dissatisfaction, a desire to improve... the search for ways to improve leads to some kind of improvement... and that, in turn, helps to see ways of further modification... it's an iterative process...
Reason: