Art&Blue-Liberalism: May 2024

Sunday, May 26, 2024

Council of Five Elders, Touhou Project

Illustrated the Council of Five Elders in Gensokyo 幻想郷の東方五大老

My pixiv page: https://www.pixiv.net/en/artworks/119080533

Painting Tool and Background-Image: CLIP STUDIO PAINT

Thursday, May 23, 2024

ARCH, GARCH, and ARIMA

Auto-Regressive Conditional Heteroscedasticity (ARCH)

ARCH was developed by an economist Robert F. Engle III having won the 2003 Nobel Memorial Prize in Economic Sciences for its achievement.

Dependent variable: the variance error terms of the first regression:

The explanatory variable X can be the lagged dependent variables and/or the other variables:

Then, it find the coefficient γ of the lagged squared error terms with reference to the log-likelihood:

Generalised Auto-Regressive Conditional Heteroscedasticity (GARCH)

GARCH assumes the variance of the error term symmetrically varies depending the average size of the error terms in pervious time steps. It adds the lagged variance on the explanatory variable of the second regression with reference to the log-likelihood for finding the coefficients γ and δ:

Auto-Regressive Integrated Moving-Average (ARIMA)

Another popular auto-regressive method (AR) + Integrated differences (I) + moving-averaging (MA).

Ref.: https://people.duke.edu/~rnau/411arim.htm

Integrated (I): Using the differentiating a non-stationary time series to attempt to transform it to a stationary series.

Moving-Average (MR) model: Using the past forecasted error terms instead of the lags of the dependent variable.

Limitation of these AR methods

Ref. Modeling daily realized futures volatility with singular spectrum analysis Dimitrios D. Thomakosa, Tao Wanga, Luc T. Willeb; ∗ Received 29 November 2001 https://doi.org/10.1016/S0378-4371(02)00845-2

Limited as the forecasting model: Whereas it provides the magnitude of the fluctuations e.g., volatility, their distribution is assumed to be symmetric. The error of the estimation expands for the future estimate

The coefficients of the lagged variable contain non-periodic noise terms, which disrupt the estimation of the important periodicities represented by these coefficients.

SSA and Prony-like methods can extract the cyclical physical components that contain important information about the periodicity and its magnitude by distinguishing them from the noise components.

SSA performs better than various auto-regressive methods and Hodrick-Prescott filter (Noise-filtering method) introduced in "Singular spectrum analysis for real-time financial cycles
measurement Maximilien Coussin 1 https://doi.org/10.1016/j.jimonfin.2021.102532"

Sunday, May 19, 2024

Posted on my pixiv page:

https://www.pixiv.net/en/artworks/118883923

The epic battle scene of Sanae Kochiya (Shrine Maiden) Vs Byakuren Hijiri (Bhikkhuni) in 東方星蓮船: Touhou 12

The scene 33:55 of

https://www.youtube.com/watch?v=SW9u-JF19-A&t=2036s

Byakuren Hijiri saying "付和雷同" to Sanae in Touhou 12: This is the moment that a well-determined Bhikkhuni preaching a zealous Shinto shrine maiden blindly following her master (Kanako in her case). lol

さなぱい対ひじぱい: La bataile epique des seins epiques.

Byakuren is condemn for Sanae's attitude and philosophy of blindly following Kanako: I am trying to depict Sanae's peril of facing Byakuren's attack by means of both physical and mental aspects.

Friday, May 17, 2024

At my business trip to Lille, France.

My sketching of Place du Général-de-Gaulle, Lille, France.

Videos and photos of Lille in May, 2024.

- foie gras -

Drew Aya Shameimaru and Megumu Iizunamaru with only the stationery set brought in my business trip..

Drew Aya Shameimaru and Megumu Iizunamaru with only the stationery set brought in my business trip.

My pixiv page: https://www.pixiv.net/en/artworks/118739193

Monday, May 13, 2024

Koishi Komeiji and her modified version "Blossoming Eyes of Love" in LostWord.

Illustrated Koishi Komeiji (古明地こいし) and her modified version "Blossoming Eyes of Love" in LostWord.

My pixiv page:

https://www.pixiv.net/en/artworks/118686045

Tool & Background: CLIP STUDIO PAINT

Background: Touhou LostWord

Saturday, May 11, 2024

Myonchan (Youmu) with Sarashi-bandling

Myonchan (Youmu) with Sarashi-bandling. .... here is getting so hot. 😉

Posted on my pixiv page: https://www.pixiv.net/en/artworks/118650494

Tool & Background: CLIP STUDIO PAINT

Background: Nameless公式 on X: "【お家でがんばる皆さんへ】 DeepOne在宅用背景、第２弾お外編ご用意しました! (Google Search "clip studio paint 日本庭園")

Thursday, May 09, 2024

Soren Kierkegaard

(Originally published on 26 May 2017)

Soren Kierkegaard: My favourite existentialist philosopher. Although I disagree with majority of existentialists generally speaking, I strongly agree with and am sympathetic to Soren Kierkegaard.

He explicitly criticised schools of the modern idealism and their influences in the modern world. The disease of modernity is a blunt dogmatic determinism without an emotional passion. Also, he mentioned that the modern idealism merely attracts people with their abstract principle which is extremely complex to explicitly explain in a plain language. These modern idealists including both fascists and socialists over-estimate the future while depreciating the simple happinesses in both the past and the pressent.

Either/Or is our ever lasting challenge in our life and makes us strong, passionate, and then wise. (The following sentences were added on 09 May 2024) We are living with our best effort to live off our life. Every choice of our life is derived from our optimum decision making process as well as the inevitable external influences. Therefore, even with a rational way of explaining which choice is right or wrong, there is utterly unproductive and miserable to regret what has been chosen to do. We may just need to repent our choice in our life to make ourselves more emotionally and spiritually satisfied with it.