Numerical series density - page 2

 
Dmitry Fedoseev:
The longest stretch is when the original series is below the mean.

Yes, if one of the numbers is significantly larger, then the result of the solution is only to exclude it - this is certainly not good.

Any ideas how to buy out this effect?

 
-Aleks-:

Yes, if one of the numbers is significantly larger, then the result of the solution is only to exclude it - this is certainly not good.

Any ideas how to buy out this effect?

Actually, I just laid out your algorithm, in short form without redundancy.

You could ignore short outputs above the average. For example, if data stays above average 1-3 bars, consider it below average.

 
-Aleks-:

Thank you for your attention. A theoretical excursus is useful if you can see how the knowledge works in practice - I gave the initial data, showed the result, and would be grateful if you could do the calculations with formulas and explanations in excel and show the results. Tasks with search for socks are not applicable here, because there is a search for a similar feature, and we are in advance this feature is not known. How to apply the module here I do not understand, but then again, if I understand correctly - you need to specify the range of getting into the group yourself, and it eliminates the solution.

Answering the question "There's another question: how many times to count the same level, if it occurs several times in the history", if I understand correctly, the question is how to be if in a numeric row the numbers are repeated - at first glance the delta between them will be zero, which is a sign of high density and should not destroy the above algorithm.

Bold font is mine.

Sorry, took seriously what you wrote earlier: "Waiting for critical comments and ideas." The main point, as I said, is that the task is not set. I don't know how to do calculations.

The main question is "What should be the result?", and the answer must be formulated in such a way that different, unfamiliar people, from the same input data, get the same results, using only this answer. This is the basis of work automation, whether in Excel or in anything else.

What is "density", "closeness" in a subset within a numerical sequence - who will say that instead of the author?

 
Dmitry Fedoseev:

Actually, I just laid out your algorithm, in short form without too much extra.

You can ignore short outputs above the average. For example, if data stays above average 1-3 bars, consider it below average.

I want to understand you, here are the numbers

NO.P./P.NumberDeltaNumerical mean valueMean delta value
1 1 150,9 111
2 4 3
3 5 1
4 20 15
5 21 1
6 28 7
7 30 2
8 100 70
9 300 200
10 1000 700


Obviously the numbers in order 8 - 10 are far from each other and from 7, how can these numbers be filtered out?
 
Vladimir:

The bold font is mine.

Sorry, took seriously what you wrote earlier: "I am waiting for critical comments and ideas." The main point, as I said, is that the task is not set. I don't know how to do calculations.

How is this task not set??? Then how did you manage to discuss it?

Once again - you need an algorithm to determine which group of numbers in a number series is closest to each other with respect to the entire number series.

 
-Aleks-:

How is this assignment not set??? Then how did you manage to discuss it?

Once again - you need an algorithm to determine the group of numbers in a number series closest to each other relative to the entire number series.

It is not difficult to discuss even "go there, I do not know where, bring it I do not know what", this topic is very well developed in fairy tales.

Please decipher what this is (what is in bold). Intimacy in the group relative to intimacy in the larger group. As I'm trying to guess, proximity is a number, and can be compared to another number (because of the word 'most'). Probably even non-negative? How is it calculated?

 
Vladimir:
Please decipher what it is (what is in bold). Proximity in the group relative to proximity in the larger group. As I'm trying to guess, it's a number, and it can be compared to another number (because of the word "most"). Probably even non-negative? How is it calculated?

The input data is a numerical series, and the group of numbers is a sequence in this numerical series, which meets the criterion "close together" and is limited to the limits of the numerical series. But there is no number to determine proximity, it has to be found. Numbers, so far, only take into account positive ones.

If I have not answered your question, specify it - honestly trying to understand what I have explained wrong.

 
One way of clustering comes to mind. Something like this: in a set, groups of elements (clusters) are allocated, such that the maximum distance between elements of one cluster is less than the minimum distance from any element of that cluster to an element not in that cluster. The distance can be an ordinary distance, a modulus of difference of real numbers. Of course, there will not necessarily be only one such cluster. Maybe you don't need exactly one cluster, maybe you should compare them with each other in other ways as well. For example, the average time of occurrence of a level in the group.
 
-Aleks-:

The input data is a numerical series, and the group of numbers is a sequence in this numerical series, which meets the criterion "close together" and is limited to the limits of the numerical series. But there is no number to determine proximity, it has to be found. Numbers, so far, only take into account positive ones.

If I haven't answered your question, then clarify it - I'm honestly trying to understand what I've explained wrong.

We all measure the distance between two points on the real axis as the modulus of their difference. In mathematics, this is commonly referred to as the metric. How do we measure the distance in the plane between points, pairs of numbers, each of which is real? Again we have the familiar ready solution - the Euclidean distance, the root of the square of the sum of the squares of the subordinate differences. And mathematicians have other metrics in the plane, e.g. the greatest modulus of two differences, the sum of moduli of differences(http://ad.cctpu.edu.ru/Math_method/math/45.htm). And this is only in the case of pairs of numbers. Only two numbers, and always two. And you need to introduce a proximity measure in a much more complex situation. There are not two numbers in a group, and there are different numbers in different groups.

There are metrics in mathematics that measure the distance between two functions. But again, always between two. Again it doesn't fit you, you have a group.

That's why it's important to understand it thoroughly yourself. Write, maybe you can formalise this into an algorithm for obtaining a numerical characteristic of proximity in a set.

However, consider giving up trying to create it as well. The link above says what requirements the metric must satisfy. They didn't just appear there out of the blue, without any of them strange effects will occur. In the post above I gave an example of how to abandon such comprehensive attempts - let the points in the group be closer in pairs to each other on the real axis than to elements outside the point. There would be no need to invent something very non-trivial.

 
-Aleks-:

I want to understand you, here are the numbers.

NO.P./P.NumberDeltaNumerical mean valueMean delta value
1 1 150,9 111
2 4 3
3 5 1
4 20 15
5 21 1
6 28 7
7 30 2
8 100 70
9 300 200
10 1000 700


Obviously the numbers in order 8 - 10 are far from each other and from 7, how do these numbers filter out?
I didn't write - count the differences first. Then everything else.