Forecasting - page 3

 
dimozg:

The prediction algorithms developed by me are based on the analysis of both real and complex time processes, quaternions, wavelets and scale-time representations.

The MathCad15! package was used as a development environment.
 
Uladzimir Izerski:
To begin with, tell us about your method of analysis. What do you base a prediction on?


Not only that, but it would be good to point out right away that a prediction is only possible if there is a RELIABILITY (!).

And before you start expressing your thoughts, it would be very, very desirable to explain which dependency you are going to exploit.


 
dimozg:

MathCad15 was used as the development environment!

A serious package. What's not to like?

 
prikolnyjkent:


Not only that, but it would be helpful to point out right away that a prediction is only possible if there is an INDEPENDENCE (!).

And before you start to express your thoughts, it would be oh-so-desirable to state what kind of dependency you are going to exploit?



The prediction procedure is based on an algorithm, developed by Berg, which calculates the coefficients showing the dependence and gives the prediction itself. This option is not new and has been in use for a long time.
 
dimozg:

... coefficients showing their dependence, ...

Sorry, dependence on the direction of future price movement on WHAT?
 
prikolnyjkent:


Not only that, but it would be helpful to point out right away that a prediction is only possible if there is a DEEPness (!).

And before you start to express your thoughts, it would be oh-so-desirable to state what kind of dependency you are going to exploit?



There are an infinite number of dependencies. But by eliminating the unnecessary ones (filtering and other manipulations), you can significantly narrow down the search direction.
 
dimozg:

The prediction procedure is based on the algorithm developed by Berg, which calculates the coefficients to show their dependence, and by substituting them we get the prediction itself. This option is not new and has been used for a long time.

Matkad is a powerful, flexible and intuitive product, it's very convenient to program there, it's easy to use, it's visually clear what is what. But this product has a disadvantage, namely, that all programs are not compiled as in any other programming language, but are saved as a file, it leads to a re-recreation of processing algorithms in languages where these algorithms are needed, such as the language mql!
 
Uladzimir Izerski:

The dependencies are endless. But by cutting out the unnecessary ones(filtering and other manipulation), you can narrow down the search direction considerably.


I disagree...

If there were as many dependencies as you say there are, you wouldn't be able to spit to avoid being hit by a billionaire trader.

And so - alas...


 
dimozg:

Matkad is a powerful, flexible, intuitive product, it is very easy to program in it, and it is visually clear what is what. But this product has a disadvantage, namely, that all programs are not compiled as any other programming languages, and are saved as a file, which leads to a re-selection of algorithms processing in languages where these algorithms are required, such as mql language!


Filtering doesn't help here. You can filter out low-frequency or high-frequency components of the signal spectrum, which is noise itself. After filtering you get a pure set of harmonics, which will in any case lead to a wrong prediction, except - if the process itself is those very harmonics

 
prikolnyjkent:


I disagree...

If there were as many addictions as you say there are, you couldn't spit to avoid being hit by a billionaire trader.

As it is, alas...



And about dependencies, there is no need to look for them, the main thing is to link all price indicators to each other, the stronger the links the better the forecast.