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Хотелось бы опровергнуть это...
Можно рынок привести к квазистационарному виду с помощью ПФ или подобных ему разложений.
Вот, чем не стационарность?
Is the yellow line on the graph a prediction?
аттеч не прикрепился?
I looked it up, of course. Nothing new. So what's it for? How to apply it?
А желтая линия на графике - прогноз?
The reconstructed series is this. It's not all harmonics. Only half. From zero to 22nd. Therefore, it is not fully reconstructed.
Here's a discussion on wavelets http://forex.kbpauk.ru/showflat.php?Cat=&Board=matlab&Number=33843&page=1&view=collapsed&sb=5&o=&fpart=all
Here's some sort of sync wavelet extrapolation https://www.mql5.com/ru/code/8938
And here's some wavelet-based project http://www.exoticwavespro.narod.ru/
What arrogance - I wrote to you - I gave you an example of an interlocutor. :)
And you're talking about hubris. :)
Pride is the worst kind of sin.
Your answer clears up a lot - I just do not understand one thing, why time after time someone agitates on the forum? :) You already have it all - it's you !!! :)
There are reasons of a personal nature, but there are more important reasons - the dimension and complexity of the work. An example, Kravchuk, who quit (publicly) the job as I think in the very beginning.
In addition to your bragging about your competence, I want to disappoint you. Judging by the year of your birth you fall in the generation of the EM generation. But it was the time when in our country such a speciality as "data processing" was destroyed. Teams of workers of 10-15 thousand people were disbanded. But there were such teams in every sector (there were 63 sectors in all in the country). We do not know how many such teams there were in the closed industries.
Programs were not being implemented anymore and there was no place for you and many other highly capable people who had graduated from universities after 1987.
You do not know what a "big program" is, how to organize development of a program that takes more than 500 man-years (1000 - 3000 man-years), how to organize a teamwork of mathematicians, algorithmists, applied programmers, sysadmins, technicians, data processing system operators numbering more than 200 people. And if there are 1000 or 1500 of them. How to organize collective work of users, who do not understand anything in computer science?
But most of all the content of programming is affected. One of the modern programming peaks is 1C. But it is an accounting programme, and an accounting one at that. These problems were solved in all industries in the USSR in the early 70s. Is this programme worth more than 10,000 workers in enterprises. And where are the forecasting, planning programmes?
I have explained this many times in the relevant specialties. As our academicians of sciences say - there has been a primitivisation of the country's scientific and technical potential. It is impossible to explain to a person who has lived all his life in a small village what a city is, not even a big one.
Sorry, just repeating myself, too many coryphaei on this forum.
Here's a discussion on wavelets http://forex.kbpauk.ru/showflat.php?Cat=&Board=matlab&Number=33843&page=1&view=collapsed&sb=5&o=&fpart=all
Here's some sort of sync wavelet extrapolation https://www.mql5.com/ru/code/8938
And here's some project based on wavelets http://www.exoticwavespro.narod.ru/
Thank you very much for the first link. But this is2004 and the matlab is already different. I'd like to repeat the discussion, but in a more systematic way:
Make a proper transition from MQL to matlab and back.
Obtain and test different types of wavelets
include intermediate inversion of wavelets.
And most importantly, do it for a certain type of TS: a wavelet should give the entry into a position, the time of staying in the position and the lot size.
Есть причины личного характера, но есть более важные причина - это размерность и сложность работы. Пример, Кравчук, который бросил (публично) работу как мне кажется в самом начале.
В дополнение к Вашей похвальбе о своей компетенции, хочу Вас разочаровать. Судя по году рождения Вы попали на смену поколения ЭВМ. Но это же время уничтожения в нашей стране такой специальности как "обработка данных". Коллективы раработчиков 10-15 тысяч человек были разогнаны. А такие коллективы были в каждой отрасли (всего 63 отрасли было в стране). Сколько было таких коллективов в закрытых отраслях - се не известно.
Соответствующие программы больше не производились и Вам просто негде было учиться, как и многим другим очень способным ребятам, окончившим ВУЗы после 1987 года.
Вы не знаете, что такое "большая программа", как организовать разработку программы, трудоемкостью свыше 500 человеко-лет (1000 - 3000 человеко-лет). как организовать совместную работу математиков, алгоритмистов, прикладных программистов, сисадминов, технарей, специалистов по эксплуатации систем обработки данных численностью свыше 200 человек. А если их 1000 или 1500 человек. Как организовать коллективную работу пользователей, ничего не понимающих в вычислительной технике?
Но больше всего пострадало содержание программирования. Одной из современных писков программирования - это 1С. Но это программа учета, причем бухгалтерского. Эти проблемы были решены во всех отраслях в СССР в начале 70-годов. Стоит ли эта программа на предприятиях свыше 10 000 трудящихся. А где программы прогноза, планирования?
Я много раз на соответствующих спецальностях это объяснял. Как говорят наши академики наук - произошла примитивизация научно-техническкого потенциала страны. Невозможно объяснить человеку, всю жизнь прожившему в небольшой деревне, что такое город, даже не большой.
Извини, просто повторился, слишком много на этом форуме корифеев.
Is windows like a big programme suitable for you? :)
You seem to have a bit of a detached idea of what programming is now in russia.... what's wrong with it, this industry has long been above the national level.
Korifeev ... Hmm.
I advise you to visit this forum http://www.rsdn.ru/ and write the same. About "there is no one to learn from" and "they don't understand anything", etc. You don't even have to write there. You don't even have to write this text there :), just go and read it.
Again, I wasn't bragging. :) There's no need. :) absolutely.
Is windows like a big programme suitable for you? :)
You seem to have a bit of a detached idea of what programming is now in russia.... what's wrong with it, this industry has long been above the national level.
Korifeev ... Hmm.
I advise you to visit this forum http://www.rsdn.ru/ and write the same. About "there is no one to learn from" and "they don't understand anything", etc. You don't even have to write there. You don't even have to write this text there :), just go and read it.
Again, I wasn't bragging. :) There's no need. :) absolutely.
I'm writing about production management software, not dubious windows shells which have given nothing but beauty and a basis for games. Don't you see that over the last 20 years (since DOS) software has been catching up with iron and then vice versa, but what about us? What gave us for the road record software for the Moscow railway, which employs 300 000 workers? We are talking about different things. You're talking about the toys that need it all for, I'm talking about the production programs that you can't see from your village but can do without Windows at all - it's colourful packaging and there's nothing inside. Since the advent of XP Microsoft have been pouring from nothing to nothing just to maintain sales. Most of it has just been foisted on us. Open your eyes - it broadens the mind.
In this post it was said, "matlab is very complicated". But that was all back in the 80's in the form of Fortran and PL/1 packages. Instead of your Oracle, there was the Codasil system - so what's the progress?
Alas, if you say so, it only means that you have stopped developing. Progress is being made and very noticeable. The DOS is :) well, there are no words.
Read the current state of the art https://ru.wikipedia.org/wiki/ERP
Here's a discussion on wavelets http://forex.kbpauk.ru/showflat.php?Cat=&Board=matlab&Number=33843&page=1&view=collapsed&sb=5&o=&fpart=all
Here's some sort of sync wavelet extrapolation https://www.mql5.com/ru/code/8938
And here's some project based on wavelets http://www.exoticwavespro.narod.ru/
Thanks again for the first link, didn't know. Had a look, maybe not carefully. Yes they applied wavelets. But why? What ripple characteristic are they trying to reveal and what is it for? The main advantage is non-stationarity analysis. Is it available there? There are a lot of questions, especially if you consider the unusual nature of the tool.