Hi. If you have access to the actual data, try to transfer the time domain diagram to frequency domain. Identify frequencies patterns. Search for possible IF components. They are there (Use TRIZ, or intuition. Your name suggests that you may have hear about TRIZ already). Demodulate by the aid of the 1st and 2nd possible harmonics. Extract the modulator-pattern. Look for phase-shifts of it. If there, that’s a complex system.
This is a dense comment which I would love to see unpacked with a concrete example in a top level post. Do you have an example of working through this process on some other data?
Hi. If you have access to the actual data, try to transfer the time domain diagram to frequency domain. Identify frequencies patterns. Search for possible IF components. They are there (Use TRIZ, or intuition. Your name suggests that you may have hear about TRIZ already). Demodulate by the aid of the 1st and 2nd possible harmonics. Extract the modulator-pattern. Look for phase-shifts of it. If there, that’s a complex system.
That’s also just the tip of the iceberg. This book is a good guide to identifying and predicting complex time series behavior: https://www.amazon.com/gp/product/0521529026/ref=oh_aui_search_detailpage?ie=UTF8&psc=1
So I guess this is along the lines of: try prediction techniques that are designed to work on complex systems and see how it goes.
This doesn’t work when you don’t have enough data to do so, of course.
This is a dense comment which I would love to see unpacked with a concrete example in a top level post. Do you have an example of working through this process on some other data?
Hi Guy. Before that, you would enjoy very much studying -not reading- the “The Physics of Wall Street: A Brief History of Predicting the Unpredictable” for some $ from any bookstore, and also some core info related to High Frequency Trading. Start here: http://www.politico.com/agenda/story/2016/09/algorithmic-high-frequency-stock-market-trading-000208 and http://www.businessinsider.com/the-real-problem-with-high-frequency-trading-2016-1 and also google the: High Frequency Trading MIT report and read some of the first links.