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don't confuse us please.
A random process by definition is a sequence of random variables. When defining a random process we always talk about variance and variance-matrix and everything else.
And a deterministic process is a process that at any given time you can clearly say what the next state the system will move to.
For standard pseudo-random number generators you only need to know the number at which it starts to predict the series unambiguously. So the series in your picture is theoretically fully predictable.
1. Do you know this number?
2. with an accuracy of 16 digits it cannot generate a sequence of more than (65536) elements.
Candid, it's not that simple. I thought so too, until komposter and I checked MathRand() function. Here's a branch: 'Beginner's question: two curves in different windows'.
Code:
P.S. I guess you're right. But the period of this sequence is obviously very large. The grain defines the whole sequence, but the segments of it starting from the same number are different.Moreover, there are systems whose operation is fully described *e.g.
y(n+1)=a*y(n)*(1-y(n);
which is almost impossible to predict. at a->4.
Such processes are called deterministic chaos.
close all;
N=1000;
r=NORMRND(0,0.0077,1,N);
r1=r;
% shuffle
for i=1:1:10000
i1 = fix(rand*N)+1;
i2 = fix(rand*N)+1;
c=r(i1);
r(i1)=r(i2);
r(i2)=c;
end;
figure;
%r=r-0.5;
for i=2:1:length(r)
r(i)=r(i)+r(i-1);
r1(i)=r1(i)+r1(i-1);
end
grid on;
plot(r);
figure;
plot(r1);
result
mixed
There. got rid of the periods. so what's the use?
Moreover, there are systems whose operation is fully described *for example
y(n+1)=a*y(n)*(1-y(n);
which is almost impossible to predict. at a->4.
Such processes are called deterministic chaos.
Exactly that practically, in reality we will simply never know the value of a parameter with sufficient accuracy. Nevertheless, chaotic processes are much more predictable than random ones. But we cannot distinguish between them statistically. It follows that statistical arguments are irrelevant to the question of market predictability.
with sufficient precision. which is it?
All theories concerning d.h. analyse either the equations of models or history (extracting statistical regularities).
And what do you mean by statistical characteristics? mo and std? and who says it's a measure of the equivalence of two sequences?
No, Candid. I thought so too until komposter and I checked MathRand() function. Here's a branch: https://forum.mql4.com/ru/6187 .
The trick is, with enough precision, which one is it?
P.S. The "probability density" is also a statistical characteristic. Nor does it guarantee reproducibility of all process characteristics with the RNG.
The trick is, with enough precision, which one is it?
The question can only have an answer for a specific problem.
P.S. The "probability density" is also a statistical characteristic. And neither does it guarantee the reproduction of all the characteristics of the process with the RNG.
so computers are not really appropriate for analyzing such processes. (from a fundamental point of view). Only their probabilistic and descriptive modelling is possible.
lna01> P.S. The "probability density" is also a statistical characteristic. Nor does it guarantee the reproduction of all the characteristics of a process by a RNG.
how do you imagine it??? how to reconstruct something by the distribution law of a random variable??? such a task cannot exist at all.
If I cited a histogram it was only to show that the distribution of a random variable is the same as that of eurusd 1D.
The trick is, with enough precision, which one is it?
The question can only have an answer for a specific task.
so computers are not really appropriate for analyzing such processes. (from a fundamental point of view). Only their probabilistic and descriptive modelling is possible.
The trick is, with enough precision, which one is it?
The question can only have an answer for a specific task.
that's why computers are not quite appropriate for analyzing such processes. (from a fundamental point of view). Only their probabilistic and descriptive modelling is possible.
Well, if for example for some ranges of parameter values attractors can be identified, that would imply partial predictability. In that case, the limits of those ranges will determine the "adequacy" of the parameter definitions. About insufficiency of computers for analysis of such processes I completely agree with you - the main thing in this business is the head :)
Right. And I asked: "So what?" :) I repeat: the series, which you position as random, is not random. It's just that for tasks for which only statistical characteristics matter, it can be used as a random one. That is, it would be more correct to write in the title of the topic "RNG Matlab and FOREX" :) . Actually, the main idea of my posts is that there is no reason to consider Matlab's RPM as "absolutely random process".
If you look above, I gave an example where the entire sequence is mixed several times. and displayed both one and the other sequence.
This is an attempt to downgrade the determinism of the GSF. the character of the movements is the same.