Seiga & Cirno - Touhou Project

 

Posted on my pixiv page: https://www.pixiv.net/en/artworks/129150012
My original story both Kaku Seiga and Cirno meet together

 Used in this video:

NicoNico: https://www.nicovideo.jp/watch/sm44870852
 

 

Financial time series analysis with Matrix Pencil, the modern Prony's method - Python, Future prediction, Yahoo finance

 Originally Saturday, November 30, 2024

 The misprints of the elements in unitary-matrices in the recipe corrected on Tuesday 8th April 2025

The misprints  the elements in unitary-matrices in the recipe corrected on Tuesday 8th April 2025

 

 

 

A standing picture of Daiyousei for my own Yukkuri kaisetsu!

 

Posted on my pixi page: https://www.pixiv.net/en/artworks/129007784
I have created the standing picture of Daiyousei for my own Yukkuri kaisetsu!

 

 

 

Engle's ARCH motion prediction model with the simulation data with Python

 This is introduced in my cartoon video of Yukkuri Kaisetsu (Touhou Project fan-art):

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:

 

 Simulation Data with Python

The following exhibits display the simulation data evaluated using ARCH to illustrate how ARCH functions.

To facilitate the visual representation of this simulation, the most basic form of Engle's ARCH, as introduced in the Wikipedia entry below, has been implemented.

Ref: https://en.wikipedia.org/wiki/Autoregressive_conditional_heteroskedasticity

This simplified simulation demonstrates motion prediction for intercepting incoming flying projectiles with erratic movements, resembling the fluctuations of a stock price.

Following is my Python codes: 

Yuyu&Myon: Yuyuko Saigyouji blocking Youmu Konpaku saying "... how irrational!" in Stage 1, Touhou 13 ~ Ten Desires ~

 

Posted on my pixiv page: https://www.pixiv.net/en/artworks/128516181
Yuyu&Myon: Yuyuko Saigyouji blocking Youmu Konpaku saying "... how irrational!" in Stage 1, Touhou 13 ~ Ten Desires ~

Background: https://www.youtube.com/watch?v=hzQbD1qOqlM

 

 

Myonchan (Youmu) of Touhou 13 version for my own Yukkuri kaisetsu!

 

Posted on my pixiv page: https://www.pixiv.net/en/artworks/128369666
自家用ゆっくり解説用の自作みょんちゃん（東方神霊廟 Ver.）の立ち絵（振袖着物姿）を作りました！
I have created the standing picture of Myonchan (Youmu) of Touhou 13 version for my own Yukkuri kaisetsu!
YouTube: https://www.youtube.com/shorts/Z0LKM9nw5XU
NicoNico: https://www.nicovideo.jp/watch/sm44779416