Forecasting - page 6

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Uladzimir Izerski:
You see, you've already derived one pattern. There's more.)

 
prikolnyjkent:


Well...

And what kind of prediction are you going to talk about in a random process? (randomness, in this case, is meant as "lack of pattern data"... stupid - ignorance of a mere mortal trader)


Are you saying that all the processes you deal with are not random? And all these processes are legitimate?
 
dimozg:

Are you saying that all the processes you deal with are not random? And all these processes are logical?

The stability of the world we see around us is a very strong evidence of that
 
prikolnyjkent:


Well...

And what kind of prediction are you going to talk about in a random process? (randomness, in this case, is meant as "lack of pattern data"... stupid - ignorance of a mere mortal trader)

The randomness of the process in no way prevents it from being predicted. Do you know what song will be playing on Rock FM in 5 minutes? The process is random to you. But the DJ knows it at least half an hour ago - the process is deterministic. Random and non-random are very blurred concepts.
 
prikolnyjkent:

The stability of the world we see around us is a very strong indication of that

I agree. Only one particle in a completely empty space can afford the luxury of freedom.
 
prikolnyjkent:

The stability of the world we see around us is a very strong indication of this

The world is fickle, random, unpredictable. No one knows what will happen next. But it is better to have something in its mathematical approximation than nothing.
 
dimozg:
If not mathanalysis, then what's standing there? )))
I've already written - religious teaching. Where do you see mathematical analysis in there? For those with 6th grades, it might be calculus.
 
Yuriy Asaulenko:
The randomness of the process in no way prevents its prediction...

Now, that's interesting
Now, now, how do you see it...?
 
Yuriy Asaulenko:
The randomness of the process in no way prevents it from being predicted. Do you know what song will be playing on Rock FM in five minutes? The process is random to you. But the DJ knows it at least half an hour ago - the process is deterministic. Random versus non-random is a very fuzzy concept.

There's a 1 in 100,000 chance of guessing a song, but what's the direction of the price?
 
prikolnyjkent:

Now, that's interesting
... how do you see it...?

It doesn't. It is solved by an organised relationship between prices in the time series. An example would be the use of a wavelet
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