Stochastic resonance - page 35
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Victor(Vinin), why did you delete your topic ("Market Phase Analysis")? It was a good topic, there was no swearing either...
I re-read it and deleted it. The topic will appear again under the same name in due course. Working. One of the posts, I don't remember whose, helped me.Working that way.
Reread it again and deleted it. In due course the topic under the same name will appear again. Working. One of the posts, I don't remember whose, helped me.
Good luck, let's wait. It was an interesting topic
Maybe a bit off-topic and philosophical, but a very interesting article, especially recommended for NS fans (I think the noise has not revealed all its "secrets"):
http://www.membrana.ru/articles/inventions/2004/01/26/212000.html
PS: To administrators: if you activate the link, browsers start to glitch when clicked (IE6 and FireFox), blink and then freeze
http://www.membrana.ru/articles/inventions/2004/01/26/212000.html
PS: Administrators: if you activate the link, browsers start to glitch when clicked (IE6 and FireFox), blink and then freeze
What do you mean activate?
Make a hyperlink like this - http://www.membrana.ru/articles/inventions/2004/01/26/212000.html?
What does it mean to activate?
Make it a hyperlink like this - http://www.membrana.ru/articles/inventions/2004/01/26/212000.html?
Exactly, on the XP home, some glitch appeared as described above (the page started reloading repeatedly, and then everything hung up). But if it's just me, it's no big deal.
Funny thing: it only happens if I'm registered (logged in with my user name and password), but if I'm not, then everything's fine.
It's funny: this only happens if I'm logged in (logged in with my username and password), but if I'm not, it's fine
Try resetting the browser cache - Ctrl+F5.
Funny thing: this only happens if I'm logged in (logged in with my username and password), and if I'm not, it's fine
Try resetting the browser cache - Ctrl+F5.
Thanks, seems to have helped
Dear Sirs, please see attached file, it seems to be on topic...
The paper proposes a dynamic model including a noise component that allows generating quasi-chaotic time series simulating a phenomenon called the "stirring layer", i.e. the "chaotic behaviour - bistable mode (jumps between two significantly different states) - selection of one stable state" scenario. This scenario is typical of many processes in economics, medicine, etc. A method for analysis of generated series has also been proposed, based on investigation of some statistical characteristics. It is shown that the analysis (with preliminary creation of a training set) allows to define "the moment of truth", i.e. that moment in time, at which it is possible, with the set probability, to predict, which stationary state the given system will choose. http://ellphi.lebedev.ru/12/pdf19.pdf
Good luck.
thanks
grasn wrote:
Omitting all sorts of intricate trading schemes that I came up with, I will tell you about the phenomenological dependencies for which I collected statistics on numerous parameters of channels with the aim of finding some connection between the parameters of the current wave and the most interesting, important for trading: the length and the spread of the future wave. So, I have not found any correlation. I also paid attention to the classic zigzag - all in vain, there were no clues. But just recently, working on my model, I decided to try another very simple index "X", which does not belong to any wave, but nevertheless serves as a connecting element. The diagram shows the objects and connections for some specification of the LPF (the rest of the parameter heap has been removed as not meaningful for a particular consideration):
The number indicates the correlation between the objects. It can be seen that there is no direct relationship between the wave/channel parameters, but there is a significant relationship with this parameter "X" - the correlation value is 0.7 for the whole data set. If we carry out classification, the correlation rises to 0.9(which is actually a law). In other words, if we know a certain class of the current wave (trend/correction), we can determine the parameters of the expected wave - the spread and the RMS according to the found correlation (formula with the confidence interval estimation) very accurately. The same conclusions were confirmed by the Data Mining analysis. The calculation path is actually shown in the diagram. It is also possible to duplicate/verify the results obtained by different routes.
I wanted to ask if this development was declassified in 2007 or if it is still a promising topic.
What is this parameter "X" and how is it calculated, I would like to run it through the NS.