Spectrum derivative (or spectrum acceleration) - page 19
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The correlation is very simple.
On historical data, it is possible to obtain a spectrum, and from it, by optimising it, it is possible to find a harmonic, using which it is possible to make a profit on a given section of historical data. It is not difficult to do. As a result, you will have only one (or rather two) question - will this harmonic, which you found on the historical data and use to make a profit on the historical data, bring you this profit in the future, on the unknown data. And if it will not be profitable on future unknown data, how do you find that harmonic on historical data that will be profitable in the future, on unknown data.
The relationship is very simple.
On historical data, it is possible to get a spectrum, from it by optimising, it is possible to find a harmonic, using which it is possible to make a profit on a given segment of historical data. This is not difficult to do. And if it will not be profitable on future unknown data, how to find the harmonic on the historical data, which will be profitable in the future, on the unknown data.
If there is cyclicality, i.e. some harmonic with high amplitude has more or less stable period and the phase does not run randomly, but it is either stable or shifts over time with more or less stable circular speed, then such harmonic may already be exploited, i.e. it may give some advantage even though other unstable harmonics noise it out.
In the absence of the above conditions, this is not the case.
If there is cyclicity, i.e. some high amplitude harmonic has a more or less stable period and the phase does not run randomly, but is either stable or shifts over time at a more or less stable circular rate, then such a harmonic can already be operated, i.e. it can give some advantage, even though other unstable harmonics noise it up.
I've been meditating.
So there's a fan of mash-ups. I feel around something close to me.
You can reopen the wavelet analysis that way.
well, everything is based on simple arithmetic, it's only later that complex mathematical transformations come....
that's just me,
I don't think wavelets are relevant here, and that's not the point, the point is what I wrote in that post.
Just wrote down what close you are spinning around.
MA is a low pass filter, you can get HF out of it.
I just wrote about what is the closest thing to you.
MA is a low-pass filter, you can get high-pass from it.
not convinced)))
There is no difference in principle (quality yes, but not the main one). I just want to work out these moments with machetes, about which I wrote, and then the physics of it can be described with anything, while the machetes will do.
not convinced)))
there is no difference in principle (quality yes, but that's not the main thing) I just feel it's better to work out these moments with the mashups I wrote about, and then you can describe the physics of it with anything, as long as the mashups will do.
So it's good, there is no difference. You can pull methods from wavelet analysis.
Well, it's good that there's no difference. You can borrow methods from wavelet analysis.
Eh, dear man, if I was fluent in it (DSP) it would be easier, but now I have to derive formulas in my own way,
understanding of the process is fine, but describing it is a bit difficult,