From theory to practice - page 1484

 
Aleksey Nikolayev:

Well, yes, the question immediately arises as to how long is the sample? If it is too short, there is a large error, and if it is too long, it loses its meaning due to non-stationarity. Besides, entropies of high orders are interesting, and their error is too big.

Actually, this is just to keep the conversation going)

There with increasing window it decreases very slowly, almost linearly. That is, if you take the whole history, then the average entropy will be minimal for large windows. If we take non-binarized series, the error is very large at once and generally shows every possible result (i.e. shows randomness), to my taste.

If we take a smoothed line by MA, the noise is less. It shows perfectly on a zigzag if it is presented in a discrete binary form, but it is redrawn at the end.

Z.I. This is taking into account the fact that I was looking at the entropy maximum principle, which, as I understood, is only relevant for closed systems

 
Unicornis:

once a year you can throw in 5k$, beat everyone and get in line with GEL, and with 100% a month ...))

Are you talking about the world championship? I tried to register there once 2-3 years ago - they didn't let me. More precisely, the brokers who let me participate there did not open accounts for the citizens of the Republic of Belarus. :(

 
Maxim Dmitrievsky:

there it decreases very slowly as the window increases, almost linearly. I.e. if we take the whole history, the average entropy will be minimal for large windows. If we take non-binarized series, the error is very large at once and generally shows anything at all (i.e. shows randomness), to my taste

If we take a smoothed line by MA, the noise is less. It shows perfectly on a zigzag if it is presented in a discrete binary form, but it is redrawn at the end.

Z.I. This is taking into account that I was looking at the entropy maximum principle, which I understand is only relevant for closed systems

Entropy, as a selective quantity, seemed to me at once of little use - proceeding from general considerations and experience of long and useless fiddling with fractals. So I was too lazy to count it as defined) I have an unclear idea about the similarity of the permutation entropy withthe Mann-Whitney criterion. Perhaps they could be used to make some kind of non-parametric method for determining the discontinuity.

For some reason the term "closed systems" outside physics makes me a bit tense. It's quite ambiguous within physics as well - closed systems of theorems, for example, rather correspond to isolated systems of thermodynamics. Also, I don't really understand what is "matter", "energy" or "temperature" for forex) Although, they say about overheated markets, so it's probably OK and my misunderstanding is my problem)

 
Aleksey Nikolayev:

The entropy, as a sampling quantity, seemed to me at once inapplicable - based on general considerations and experience of long and useless fiddling with fractals. So I was too lazy to count it as defined) I have an unclear idea about the similarity of the permutation entropy with the Mann-Whitney criterion. Perhaps they could be used to make some kind of non-parametric method for determining the discontinuity.

For some reason the term "closed systems" outside physics makes me a bit tense. It's quite ambiguous within physics as well - closed systems of theorems, for example, rather correspond to isolated systems of thermodynamics. Also, I don't really understand what is "matter", "energy" or "temperature" for forex) Although, they say about overheated markets, so it's probably OK and my lack of understanding is my problem)

Hint : How do you determine the energy of a signal?

It's an engineering problem. And engineers, as you yourself have admitted, you don't pity engineers. Apparently it comes from your lack of understanding of engineering tasks?

 
Олег avtomat:

Hint : How do you determine the energy of a signal?

This is an engineering task. And as you yourself have admitted, you don't like engineers. Apparently it comes from your lack of understanding of engineering tasks?

It doesn't fit. You need something more general, like the Hamiltonian in mechanics - a function that completely describes the system. It is clear that even in physics beyond the theorem, it is almost impossible to write out this function in explicit form, but all science is based on its existence. I don't see anything similar in the marketplace.

Engineers successfully doing their job are worthy of respect, and unsuccessfully not theirs, not so much. However, this is not just true of engineers.

 
Aleksey Nikolayev:

It doesn't fit. We need something more general, like the Hamiltonian in mechanics - a function completely describing the system. It is clear that even in physics beyond the theorem, it is almost impossible to write out this function in explicit form, but all science is based on its existence. I don't see anything similar in the marketplace.

Engineers successfully doing their job are worthy of respect, and unsuccessfully not theirs, not so much. However, this does not only apply to engineers.

assuming the mass is constant,m = 1

coordinate q is known, momentum p is determined

and then it's a matter of technique.

The main goal at this stage is to get an idea.

And then you can refine the problem statement, change conditions, add filters, expand the space, etc., and do lots of things, just by shrewd engineering wit ;)

 
Олег avtomat:

take mass unchanged,m = 1

coordinate q is known, momentum p is determined

and then it's a matter of technique.

The main goal at this stage is to get an idea.

And then the problem statement can be updated, conditions changed, filters added, space broadened, etc., etc. -- all sorts of things can be done by shrewd engineering wit.

This is a serious application either for Nobel or for some engineers not to be poured more today)

 
Aleksey Nikolayev:

This is a serious bid for either a nobel or for some engineers not to get poured any more today)

yeah... like in the sand...

 
Олег avtomat:

Yeah... like sand...

If the brain absorbed ideas the way sand absorbs water...

 
khorosh:

If the brain absorbed ideas the way sand absorbs water...

Sand absorbs sand in the desert, but nothing grows on it...

Reason: