Skip to content

add reversed LPPL model #98

@GXY2017

Description

@GXY2017

The normal LPPL model fits and predicts future market trends by capturing the cyclicity and acceleration in price trends.
A reversed LPPL model may be also useful in describing the cyclicity and deceleration in price trends.
it could be achieved by changing m to -m and allowing a negative value of -m, and change (tc-t) to (t - tc).

y_2 = a + np.power(t - tc, -m) * (b + ((c1 * np.cos(w * np.log(t - tc))) + (c2 * np.sin(w * np.log(t - tc)))))

Metadata

Metadata

Assignees

No one assigned

    Labels

    No labels
    No labels

    Type

    No type

    Projects

    No projects

    Milestone

    No milestone

    Relationships

    None yet

    Development

    No branches or pull requests

    Issue actions