Here the result of work of First demo version CPS for a prediction of exchange rates on a basis
Markoff’s transitive probabilities is submitted.
In the First Variant 3 step procedure of calculation is realized. Time of calculation small. In the first variant it is impossible to estimate dynamism of a prediction an error. |
In column Real the data of quotations russian.mgforex.com are submitted.
The Software (the server CGI-application on Perl) works as follows.
After start of the CGI-application, the program addresses to local text database (DB) of exchange rates.
Simultaneously, the CGI-application fills up this local DB. Updating is made by reading last data from server
russian.mgforex.com.
Then values DB "are sweeped" to Markoff's a circuit i,j on the basis of which values the matrix
of transitive probabilities pi,j is formed.
Using property of memory Markoff's circuits Pt(i,j), the software estimates size of forthcoming
event - rate USD/EURO on 15-minutes forward, i.e. for a moment t+1 and estimates probability of this event
pi, where t - 15-minutes period.
The probability pi, a condition expected after 15-minutes i, is the maximal probability for all transitions
j=>i, j=0..M-1, where M - value of the greatest transition.