Stochastic resonance - page 37

 
hrenfx:
Looks like a random one. A "control" line, R0-R(A), would be helpful. I used mean (R(A))-R(A) instead of expectation.
 

Closer:

 
hrenfx:

Closer:

Interesting picture. The very small step is alarming, it is impossible to build anything correctly with such a step on the minutes. But I do not know how it can be done on the tick zone yet.

To be honest, I have an idea that the data for the image are obtained not quite correctly.

 
Candid:

Interesting picture. The very small step is alarming, it is impossible to build anything correctly with such a step on the minutes. But I do not know how it can be done on tick ZZ as well.

If honestly, I have an idea that the data for the image were obtained not quite correctly.

It is based on the logarithm of prices at closing prices of M5 for the year.

I think if you approximate it, you will get something similar.

 
hrenfx:

Closer:

"I don't believe it!" (c) KCS
 
hrenfx:

ZZ was based on the logarithm of the price based on M5 closing prices for the year.

I think if you approximate it, you will also get something similar.

Yes, I didn't think of the price logarithm :)

I don't have any of that. That is, the observed "structure" is simply the result of mixing 4 and 5 digit data. What you have is that the difference in logarithms is quantized for some reason. I think this is purely a "computational" effect.


 
I'm not hiding anything.
Files:
zigzags.rar  48 kb
 
Candid:

What you have is that the difference in logarithms is quantised for some reason.

Think about it, the difference cannot be unquantised.
 
hrenfx:
I'm not hiding anything.
It's a matcad, I presume? I can't say anything, I don't have it.
 
hrenfx:
Think about it, the difference cannot be unquantised.
Exactly! And in your picture it is quantized. Look for the clamp.