From theory to practice - page 32
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Where do you get such hopeless answers? Is it simply from the fact that there are no variational methods in Wissim? What, now fit the data to existing solution methods, or discard them as unsuitable for the method?
Yes, the time grid will have a non-permanent step, which is death for difference methods. And it's no good or bad for variational methods. Here is the link http://www.mathnet.ru/php/archive.phtml?wshow=paper&jrnid=rm&paperid=8488&option_lang=rus, where you can find and download the book of 1950 "S. G. Mikhlin, Variational methods for solving problems in mathematical physics, UMN, 1950, vol. 5, issue 6(40), 3-51". Already the first two methods in the table of contents, Ritz and orthogonal projections, show that variational methods do not need finite differences and uniformity of the grid, but use the apparatus of scalar products, otherwise called integral sums. You wrote about a cat in Hilbert space, and this is the space (of functions) in which scalar multiplication operations are defined.
What is the problem, why do we need difference schemes?
Vladimir, you, as always, have the most marvellous posts. I can't even imagine what your profession is - your field of interest is too large.
But it's precisely because these schemes have a clear physical and mathematical meaning. That's how it is! :)))
That's why I stand by my opinion - it is IMPOSSIBLE to work with every tick. It's necessary to work with definite sampling times t. Yes, but where to get the archive values?Yuriy Asaulenko suggested me one method - I'll look and study it now.
Thank you. I wanted to look at that picture too. But I'm too lazy for that myself.))
SMA is of course a frankly bad option, if not the worst.))
I wonder if you'll be able to match this one? Till the owner of the branch has not come.) Then I'll delete it to get out of the way.
HZY Yes, I'll give you a hint, the function is analytic - smooth up to and including the 4th derivative.
Hull ma (hma_color_russia) (~2006)
Forum on trading, automated trading systems and strategy testing
From theory to practice
Yuriy Asaulenko, 2017.12.08 17:17
Thank you. I too would like to see this picture. But I'm too lazy for that myself)).
SMA is of course a frankly bad option at all, if not the worst.)
I wonder if you'll be able to match this one? Till the owner of the branch has not come.) Then I'll delete it to get out of the way.
SZY Yes, I'll tell you, the function is analytic - smooth up to and including the 4th derivative.
Trace of right end of approximation will lag behind of course, but I mean the approximation line itself - it does not lag behind anything throughout the window.
No, the lag is the same everywhere. The group delay, in this case, is 2=3 min. But, since the function is almost analytical, the delay is easily corrected by e.g. a Taylor series with negligible error. Say, for a period > 10.
Hull ma (hma_color_russia)
Wrote the indie by myself. If I understand it correctly, here it is
5th order:
50th
12th.
Wrote the indyuk myself. If I understand it correctly, here it is.
5th order:
50th
Wrong, it's all very complicated for high orders.(
Stop flooding, the host is here.(
Wrong, it's all very complicated for high orders.(
Cut the crap, the master's here.
there's nothing complicated about it.
I've been doing it for 10 minutes at the most, and you can do any order, even a million.
finished...
Clearly not rolling.
under the 4th derivative or usability method?))
under the 4th derivation or usability method?))
Wrong, it's all very complicated for high orders.(
Stop the flubbing, the master's here.(