Can the SB chart be distinguished from the price chart? - page 2

[secret]

Novaja:

It is visually possible to do this or not provided the graphs are plotted over 27,000 values, and where normal and abnormal is clear).

Visually possible if the correlation of increments is VERY different. And at the price it is close to SB, so visually in this case there is no way.

[Violetta Novak]

Yes, by the way, the correct clarification has to be given, one graph is SB with a normal distribution, the other is BP.

[secret]

Novaja:

Tell me how, I'm looking for a formula in Excel for this kind of generation.

Google "generating a series with a given distribution law".

[secret]

Novaja:
Yes, by the way, the correct clarification should be given, one graph is SB with a normal distribution, the other is BP.

On the contrary, we should give SB with a distribution like the price.

[Violetta Novak]

secret:
Visually it is possible if the correlation of increments is VERY different. And the price is close to SB, so visually in this case it is not.

You yourself have made it clear that SB can be with different distribution law, if the price is close to SB, then it will not necessarily be a normal distribution, right?

[Violetta Novak]

secret:
On the contrary - you should give a SB with an allocation like the price.

Yes, it would be even more interesting.

[secret]

Novaja:

You yourself have made it clear that SB can be with different distribution law, if the price is close to SB, then it will not necessarily be a normal distribution, right?

If the price is close to SB, it will have a correlation of adjacent increments close to 0.

If you want knowledge, it is much more useful to read at least one textbook on series analysis instead of questions on the forum.

Or at least the definitions from the wiki.

The definition of SB is a process with independent increments. No conditions are imposed on the type of distribution.

Because on the forum you mostly get answers from people who know nothing but love to brag.

[Unicornis]

Novaja:

Actually the question on the subject.

Two graphs, which is the SB, which is the price graph?

And on what basis is the SB chart given a minimum and maximum value? Or for example 8-00 - 19-00 on 11 September 2018, the EURUSD chart can be considered a SB chart, and the GBPUSD chart can be considered a real price chart.

[Yuriy Asaulenko]

secret:
It is easy to generate a SB with the same distribution as the price.

Easily, you could, but it would not be SB, because SB refers to a very specific physical process.

[[Deleted]]

Yuriy Asaulenko:

Easily, you can, but it won't be SB, because SB refers to a very specific physical process.

SB is a mathematical model of Brownian motion. A physical process called Brownian motion may occur under different physical conditions (temperature, pressure, viscosity, etc.), and accordingly, its course will be different. A mathematical model of SB can take such conditions into account. In this case, SB remains SB, just as a particular physical process remains Brownian motion.