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👑 Конец режима: Как идентифицировать переход из одного режима экономики в другой в реальном времени?

Алгоритмов сегментации временных рядов много, но сейчас нас устраивает следующий подход из двух шагов:

1. Сегменитируем временной ряд на кусочки "стационарных" распределений показателя по рецепту из Heuristic Segmentation of a Nonstationary Time Series Bernaola-Galv´an et al. [Phys. Rev. Lett. 87, 168105 (2001)]

2. Собираем нарезанные "отрезки" ряда в режимы на основе KNN кластеризации распределений показателя

Поделитесь своими рецептами идентификации перехода экономики между режимами - напишите, если интересно посмотреть на код

@c0ldenss
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👑 Конец режима: Как идентифицировать переход из одного режима экономики в другой в реальном времени?

Алгоритмов сегментации временных рядов много, но сейчас нас устраивает следующий подход из двух шагов:

1. Сегменитируем временной ряд на кусочки "стационарных" распределений показателя по рецепту из Heuristic Segmentation of a Nonstationary Time Series Bernaola-Galv´an et al. [Phys. Rev. Lett. 87, 168105 (2001)]

2. Собираем нарезанные "отрезки" ряда в режимы на основе KNN кластеризации распределений показателя

Поделитесь своими рецептами идентификации перехода экономики между режимами - напишите, если интересно посмотреть на код

@c0ldenss

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The picture was mixed overseas. Hong Kong’s Hang Seng Index fell 1.6%, under pressure from U.S. regulatory scrutiny on New York-listed Chinese companies. Stocks were more buoyant in Europe, where Frankfurt’s DAX surged 1.4%. Either way, Durov says that he withdrew his resignation but that he was ousted from his company anyway. Subsequently, control of the company was reportedly handed to oligarchs Alisher Usmanov and Igor Sechin, both allegedly close associates of Russian leader Vladimir Putin. Official government accounts have also spread fake fact checks. An official Twitter account for the Russia diplomatic mission in Geneva shared a fake debunking video claiming without evidence that "Western and Ukrainian media are creating thousands of fake news on Russia every day." The video, which has amassed almost 30,000 views, offered a "how-to" spot misinformation. The Dow Jones Industrial Average fell 230 points, or 0.7%. Meanwhile, the S&P 500 and the Nasdaq Composite dropped 1.3% and 2.2%, respectively. All three indexes began the day with gains before selling off. Telegram has become more interventionist over time, and has steadily increased its efforts to shut down these accounts. But this has also meant that the company has also engaged with lawmakers more generally, although it maintains that it doesn’t do so willingly. For instance, in September 2021, Telegram reportedly blocked a chat bot in support of (Putin critic) Alexei Navalny during Russia’s most recent parliamentary elections. Pavel Durov was quoted at the time saying that the company was obliged to follow a “legitimate” law of the land. He added that as Apple and Google both follow the law, to violate it would give both platforms a reason to boot the messenger from its stores.
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