I have illustrated it to commemorate a release of the latest Touhou
Project series, Touhou 20 ~Fossilized Wonders~ ! ... pity that Myonchan
(Youmu Konpaku) is not in this title as a playable character which I
have expected. At the same time, I reckon that the title design of this
game rather suits for that, and then I decided to draw it with her. The
ZUN style design refers to the latest of hers in Touhou 17 ~ Wily Beast
and Weakest Creature~ This is the fusion of ZUN's style and my own.
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.
This simplified simulation demonstrates motion prediction for intercepting incoming flying projectiles with erratic movements, resembling the fluctuations of a stock price.
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 ~
