From theory to practice - page 338

 
Alexander_K2 hold the literature
Have you read it yourself? Stationarity does not mean that you can predict the next value, you dull physicist)
 
Alexander_K2:

This should produce a stationary series in which any neural network, in general any one input, will predict the next value after the current one with a very high probability.

So, it turns out that with any random number generator gener ating stationary BP, we can always use a simple neural network to predict the next value of BP, for example, with an accuracy of more than 80-90%?

Is that what the official science of physics says?

 
Alexander_K2:

Not any random number generator.

Then let's simplify the question - in any random number generator, can you predict the next value with more than 80% probability?

 
Andrei:

Then let's simplify the question - at least some random number generator, can you predict the next value with more than 80% probability?

If he graduates from a telepathic course, he can).

 
khorosh:

If he finishes the telepath course, he can).

K2 is so brilliant that he can do it without a course)
 

Computer programmes usually use a pseudorandom number generator. These numbers are generated using a formula from past numbers and hidden variables, resulting in the desired distribution, and generally all is well. However, if the formula is known, then having a series of random numbers can be calculated using the formula and this series can be continued by itself, and the result will be identical. It's not even a prediction, it's a true 100% accurate prediction.

Here is a book on the subject, section 7.7https://yurichev.com/writings/SAT_SMT_draft-RU.pdf

 
Dr. Trader:

But since the formula is known, if you have a series of random numbers, you can use the formula to calculate and continue the series yourself, and you will get an identical result. It's not even a prediction, it's a true 100% accurate prediction.

Where did you say you know the formula? Of course, we are talking about the case when there is only a stationary BP at the output of the generator, which is what you want to predict with great accuracy...

Can you do it, as Alexander suggests? Otherwise, all this fiddling with distributions immediately loses its sensible sense...

By the way, there are random number generators based on physical effects, not on formulas...

 

Without the formula, the code in the link above won't work.

But still Kolmogorov is clever, if he said that prediction is possible - then it is possible :)
I haven't finished the book, I stopped somewhere on the Hilbert space, I don't understand further.

 
Dr. Trader:

Still, Kolmogorov is clever, if he says the prediction is possible, then it is possible :)

Of course it is possible to predict, but only as an average temperature in a hospital for the past 10 years))

 
Dr. Trader:

But still, Kolmogorov is smart, if he said that prediction is possible, then it is possible :)

It is possible to predict the next value if it depends on something, e.g. time, or previous values (which is what Kolmogorov says), or another value. The RNG does not have such a dependence, and the market sometimes has one. For RNG (a stationary value), it is possible to predict the mean and variance, for which distributions are studied. For the market it is necessary to study the dependencies. A_K2 may be aware of this, but he always expresses himself as if he is working with price as with RNG.

Reason: