SSA or in Russian the "Goosebumps" method - page 7

[orb]

guys, everyone who understood me from the heart! thank you! many adults are drawn to ) I have already bought this. On the nose for practice selected topics, something taken from the forum, modify and proceed to study. I will write an article, it is clear that all this is just for show, I will put it in the discussion thread. Peace to all!

[TVA_11]

And how are you getting on with the Dll? )

[horse]

Gentlemen, tell me how to make a 1-step forecast using SSA.

[Mihail Marchukajtes]

There's probably no way... Unless you try the net!!!!

[solar]

horse:
Gentlemen, tell me how to make a 1-step forecast using SSA.

huuuuuu... yeah... this is going to be fun ... be sure to report back

[horse]

Well, theoretically, it's written here http://www.gistatgroup.com/gus/ssa_for.pdf

The question is how to solve it programmatically?

[Alexey Subbotin]

Why bother, guys, the caterpillar is the same linear least-squares regression, only written in abstruse matrix language and spiced up with a couple of far-fetched assumptions. For those who don't know, when we calculate the coefficients of an ANC, we use a singular decomposition.

[[Deleted]]

Here is a working caterpillar system, see http://ruforum.mt5.com/threads/49689-prognozi-osnovnih-valyut-po-volnam-i-tsiklam/page46 for more details