Bracho, prams, or whatever your name is, leave something permanent about how to contact you. In a pile of nicknames found only this address Usedddd@yandex.ru If it is him, at least answer in person, and if it is not him, say here that it is not the address, so there is no confusion.
Well, interesting in general. But even more interesting is to go deeper into the reduction of stochastic processes (or random, with certain constraints) to regularities. Or to select such sections on these series, which will have slowly changing characteristics when they are combined. And here the work is reversed from the end, first we set the condition of what we want to get, and then we reduce the series to these conditions by imposing hierarchies of coefficients.
When extrapolating, the series is decomposed into components, and these components are continued into the future separately and collected there.
For example, if we extrapolate the mash-ups, we build each mashup separately for a given period, discard the rest of it, and extrapolate the slow component.
And in the future we assemble everything, also with macdi, we extrapolate the band part (the band filter of macdi between 2 mashes) into the future without the remainder.
Has anyone tried (and how does this scientifically work) to extrapolate the components together with the remainder without discarding anything.
It's all bullshit, I think. I read somewhere that volatility is much more stationary than time... I can advise you to do some research on the decomposition of quotes on point-to-point numerical charts like Renko, where time is not taken into account.
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Also, please don't drop the thread, we are waiting for more interesting things, and then the weights in the multicurrency can be discussed later.
When extrapolating, the series is decomposed into components, and these components are continued into the future separately and collected there.
For example, if we extrapolate the mash-ups, we build each mashup separately for a given period, discard the rest of it, and extrapolate the slow component.
And in the future we assemble everything, also with macdi, we extrapolate the band part (the band filter of macdi between 2 mashes) into the future without the remainder.
Has anyone tried (and how does this scientifically work) to extrapolate the components together with the remainder without discarding anything.