The market is a controlled dynamic system. - page 57
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Guys, stop reinventing the bicycle.
I assume you are not inventing bicycles because you think all bicycles have been invented. And you have your own working bike, which you use and are quite happy with.
For once, a normal topic in a four-way forum that doesn't even see the floodlords.
Let them invent!
Maybe I'll add something of my own when I decide to. I'll just have to figure out how to make it into these blocks, arrows and OS...
Make up your mind. It is often the case that only a little roughness holds you back and makes it seem like an insurmountable barrier.
The system that corresponds perfectly to the input process is a block with gain =1.
Take a look here. с #93 ... #96 and beyond is also not uninteresting ;)
Take a look here. с #93 ... #96 and onwards is also not uninteresting ;)
Oleg, it was irony, I forgot to put a smiley at the end of the sentence.)
" here. с #93 ... #96" you are directly talking about signal and interference, while in the post to which I responded - not a word about it.
At the end of the day we are looking for exactly useful signal (it's also a forecast - the purpose and meaning of the whole work) and it would be logical to see "where it comes from" on the block diagram.
Without asking for a view and properties of what we are looking for we got a structural diagram of the model as a "thing in itself".
Alsu's scheme was more understandable.
Oleg, it was irony, I forgot to put a smiley at the end of the sentence.)
" here. с #93 ... #96" you directly talk about the signal and interference, while in the post to which I responded - not a word about it.
At the end of the day we are looking for exactly useful signal (it's also a forecast - the purpose and meaning of the whole work) and it would be logical to see "where it comes from" on the block diagram.
Not having set the view and properties of the searched thing, we got a structural scheme of the model as a "thing in itself".
Alsu's diagram was more understandable.
Once we have identified the parameters of the system, all we have to do is 'let it go' for a short time into the future, so to speak, in inertial mode, and see what happens. As a matter of fact, this is a prediction - but only on the assumption that there is nothing at the system input at the moment. As it was rightly noted above, we do not know the input signal and can only estimate it using past data, but we have nothing better to predict than to assume that the input is 0.
The input signal...
One, or many? :)
The input signal...
One, or many? :)
OK, let me clarify. In my models, the input is the information that enters the market. It can be news in the broadest sense of the word, i.e. what we used to call "information" (news proper, rumours, insider information, ...). It may also be an intervention, which can also be expressed in units of information. I explained above why I separate these varieties: they have different application points in the scheme, the first type of input is connected to traders and the second type is connected directly to quotes. But in a quasi-linear model (which I understand this thread is about) you can equivalently reduce everything to a single input. So by "consider entry equal to 0" is meant "to see how the system behaves in this model for some small time in case there is no meaningful information entering the market during this time".
Bloody hell! Oleg, during the existence of your branch my granddaughter became twice as old. I changed my life twice, and you:"S - observed (registered) signal which is an additive mix of a useful signal and an interference;" Antenno-feeder devices didn't finish to learn?
In kotier it is a little more complicated - the signal may or may not be present in the mix with the interference!
By suppressing the interference (noise), the search conditions for the signal can be improved, but the problem remains unsolved.
OK, let me explain. In my models the input signal is information coming into the market. It can be news in the broad sense, i.e. what we used to call "information" (news proper, rumors, insider information, ...). It may also be an intervention, which can also be expressed in units of information. I explained above why I separate these varieties: they have different application points in the scheme, the first type of input is connected to traders and the second type is connected directly to quotes. But in a quasi-linear model (which I understand this thread is about) you can equivalently reduce everything to a single input. So by "consider the input as 0" we mean "see how the system behaves in this model for some small time, in case there is no significant information in the market during this time".
That's right.
Zero on the input means no signals, no matter how many there are.
You have just substantiated one of the techniques of technical analysis - the construction of trend lines.