Predicting the future with Fourier transforms - page 14

 
sabluk >> :

>> drink more beer, rest, sleep

From a face like that, that's the kind of words you'd expect.

 
Sart_repair >> :

With a face like that, that's the kind of thing you'd expect.


This branch is one of the few correct ones in the useless heap of rubbish

>> this is where guys get their minds right, don't embarrass them.

 
sabluk >> :


This thread is one of the few correct ones amongst the useless pile of rubbish

>> these guys are thinking in the right direction. Don't embarrass them.

And I submit that the "guys" are wasting their time. How could it have occurred to them to make such a prediction.

You might as well decompose the price function into some other series and make similar predictions...

 
Sart_repair >> :

And I argue that the "guys" are wasting their time. How could it have occurred to them to make such a prediction.

You might as well decompose the price function into some other series and make similar predictions...

The market is a fluctuating system as energy (capital) cannot flow instantaneously (at least in our part of the universe)

 
Sart_repair писал(а) >>

And I argue that the "guys" are wasting their time. How could it have occurred to them to make such a prediction.

You might as well decompose the price function into some other series and make similar predictions...

And I say you are wrong. How could it occur to you to teach others if you are poorly versed in the subject area. After all, people read it and may take it for truth ((

 

If you read the thread carefully, you can see that it is primarily about testing a certain hypothesis using Fourier series decomposition, namely about trying to identify sufficiently stable periodic processes. Stable enough to catch a profit.

Any attempt to predict the future can only be based on the assumption that existing processes will continue to exist unchanged for some time or (if they are periodic) will return to some of their parameters that existed in the past. You can use Fourier series to analyse periodic processes, they are as good as any other ;)

 
sabluk >> :

the market is a fluctuating system because energy (capital) cannot flow instantaneously (at least in our part of the universe)

That turns out to be the point - "the market is a fluctuating system".

Now the adherence to Fourier decomposition is understandable - after all, trigonometric functions describe oscillatory movements" (at least in our part of the universe)".

 
For example, there is a parameter such as the machine averaging period. What are the considerations for selecting this period?
 
Prival >> :

And I submit that you are wrong. How could you do such a thing, teaching others with little knowledge of the subject area. After all, people read it and may take it for truth ((

We are all here - both teaching others and learning ourselves. I really don't understand - why would the price move by Fourier ?

Already asked questions here:

- >> do you have any theoretical proof?

- is there any empirical data?

 
diakin >> :
For example, there is such a parameter as the averaging period of a machine. What are the considerations for selecting the value of this period?

>> ask Fourier.