From theory to practice - page 284
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What's the non-Markovian? Are the observations somehow dependent on the past?
All right, the process is non-Markovian, that's what I had to prove !!!
That's it - look at the map and say. Just like Zhukov.)
Just like that - looked at the map and said. Just like Zhukov.)
Oh, that's me, you got that right.
)
Yuriy Asaulenko:
...
The real dimension might be smaller, but to get rid of the noise you can't get less. i.e., you need at least 15 points of history to determine the current state.
Two points have always been enough. (And there is no "noise" in the markets. Even on ticks)
I'll do that tomorrow.
What to do?
what to do?
keep reading the literature
something from the turkey will come in handy
and build a system.keep reading the literature.
something from turkey will come in handy
and a system to build a systemYou should first find out what a Gaussian Markov process is, for example, so you don't write such bloopers about non-markovianity.)
You should first find out what a Gaussian Markov process is, for example, so that you don't write such bloopers about non-markovianity again.)
If you were a Markovian, you would have gone the other way.
God, you're so shallow after all. I could say that a hundred times over.
Mikhail showed Maxim who is the boss in the MoD thread, and now he's moved from there to here ))))
That's it, the thread has been torn down, there will only be trolling here from now on.