From theory to practice - page 353
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So do it.)
Is it possible to do that at all?)
stationary - oscillating around the mean value. sb is not stationary.
http://sernam.ru/book_tp.php?id=95
Here is a quote from your article:
"As opposed to stationaryrandom processes, one can specify other, clearly non-stationary, random processes, for example: the oscillation of an aircraft in dive mode; the process of damped oscillations in an electric circuit; the process of burning of a powder charge in a jet chamber, etc. An unsteady process is characterised by the fact that it has a definite tendency to develop over time; the characteristics of such a process depend on the origin, depend on time.
For example, process of aiming of reticle on target is obviously non-stationary, if the target passes field of view of the sightduring short time with high and sharply changingangular velocity. In this case the oscillation of the reticle axis relative to the target does not have time to reach a steady state and the process starts and finishes before it has reached a steady state. In contrast, aiming of the reticle on a stationary target or on a target moving at a constant angle of speed takes on a stationary character after some time after tracking starts.
How is this not a comparison to VR? Constantly varying process speed in time, for Erlang flows at k-> to infinity, the path travelled in the same time will be non-stationary (exponential) as the process speed is inhomogeneous.
stationary - oscillating around a mean value. sb is not stationary.
http://sernam.ru/book_tp.php?id=95
yes? and if you put a randomly wandering drunk gin in a bottle and give it a kick towards the neck, its random beating against the walls would also be non-stationary, if you consider it as a time series?
yeah? and if you put a randomly wandering drunk gin in a bottle and give it a kick towards the neck, would its random beating against the walls be unsteady too, if you consider it as a time series?
+100000000000000000000000000000000000000000000000000000000000000000))))))))))))))))))))))))))))
yeah? and if you put a randomly wandering drunken genieRenat Akhtyamov in a bottle and kick it towards the neck, its random beating against the walls would also be unsteady, if you consider it as a time series
Hey, take it easy!
Do the experiments on yourself.
What are you smoking?
Atach has two files in the archive for the experiments. Both contain values in normal distribution, histograms are the same and almost symmetric with respect to zero.
But these files have one very big difference - Markovness.
One file has memory (non-markovian process), you can try to predict "next value greater than or less than zero" relying on past values. You can apply neuronics and other machine learning to predict.
The other file has no memory (Markov process), any prediction will fail. Machine learning is powerless, but maybe Alexander can predict something with physics.
Whoever will learn to determine which file has memory and which does not, will do well, and applying the same method to forex will finally prove that the price formation process is indeed Markovian.
Also it is worth checking if the normal distribution is a sufficient condition for profitability of the model. Make a cumulative cum() random walk graph and try to trade on it.
It is also worth checking whether a normal distribution is a sufficient condition for the profitability of the model.
It has already been shown that it is not sufficient. At the same Kolmogorov, 1940th edition, it is also a requirement for the BP spectrum. Actually, it may turn out to be insufficient.
ZZ already cited an example with random walks. At the level of increments there is a normal distribution. And where's the prediction there? except, the best prediction is the current value.
the sweetestNovaja.
Atach has two files in the archive for the experiments. Both contain values in the normal distribution, the histograms are the same and almost symmetrical about zero.
But these files have one very big difference - Markovism.
I've already suggested this to Alexander, about 200 pages ago))) he silently ignored, or rather was afraid that he can not tell the difference, because of his ignorance in time series analysis)
About the SB tests, too, I've said many times. I've been signed up as a preschooler for this. And so will you).
right? and if you put a randomly wandering drunk gin in a bottle and give it a kick towards the neck, would its random beating against the walls be unsteady too, if you consider it as a time series?