58 lines
2.2 KiB
Markdown
58 lines
2.2 KiB
Markdown
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# ARIMA_SAX_Hybrid_Forecaster
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> **This repository is a research framework for testing ARIMA and SAX hybrid forecasting.**
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> It does **not** claim profitable trading performance and must **not** be interpreted as a
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> validated trading strategy unless explicitly demonstrated by reproducible out-of-sample evidence.
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Owner: `chiki2bum2`
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Platform: `https://forge.mql5.io/chiki2bum2`
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---
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## Purpose
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This is a **research project first, not a trading-product project**. It builds a
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reproducible research harness to answer one central scientific question:
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> Does a hybrid **ARIMA + SAX** forecasting architecture provide statistically and
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> economically meaningful **incremental predictive information** compared with
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> appropriate baselines and with each component individually?
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The two conceptual references are:
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| Method | Reference |
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| ------ | -------------------------------------------------- |
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| ARIMA | `https://www.mql5.com/en/articles/18247` |
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| SAX | `https://www.mql5.com/en/code/75543` |
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These are methodology and implementation references **only**. They are **not**
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evidence that either method (or their combination) has trading edge.
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## Research posture
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* No assumption that either model has predictive edge.
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* No assumption that combining two models improves performance.
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* No live trading / execution in this harness.
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* No lookahead is permitted. A failing no-lookahead test is a **hard stop**.
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* `No Edge` and insufficient analog conditions are **legitimate outputs**,
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not implementation failures.
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## Project structure
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```
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docs/ Design and research notes
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configs/ Freezed experiment / model configurations
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src/ Source code (python statistical/runtime engine)
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tests/ Unit, integration and no-lookahead research tests
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experiments/Experiment run definitions
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results/ Reproducible output artifacts (git-ignored)
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scripts/ Runner / report entry points
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```
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All user-visible research claims must separate **OBSERVED vs INFERRED vs UNKNOWN vs DECISION**.
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See `RESEARCH_PROTOCOL.md` for the governance rules.
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## Status
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This repository is in **first-phase research bootstrap**. See `CHANGELOG.md`.
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