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niseko snow depths 2004 (includes bonus boots talk )


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in the most scientific way possible (and showing the utmost respect for nonsensical optimism), i have come up with a prediction of hirafu snow depths that i think will please most. although it looks very snowy, i would like to point out that most snow will fall during the night time, leaving the days clear for snorkelling.

 

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and seeing as future snow may not warrant further discussion, allow me to tantalize u with this - i'm gonna buy new boots (2002/3 salomon dialogues) and gloves this week. that will surely freak the snow into falling with no delay. i note the boot makers have gone a bit soft this year, more freestyle focused.

 

anyone ride with softer (forward flex) boots? like it?

 

i tried the salomon f24 and they were awse - too spensive for me - but essentially felt like a pair of sneakers, and still plenty stiff... the future is looking comfy.

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 Quote:
Originally posted by low pressure lover:
& erm... just how did you arrive at this prediction?
Alphone, he used the ARIMA - GARCH methods of time series analysis.

Well done, Mr Zooki.

The Jelly fish are with you and your prediction.
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just dont get it. Was that snowpack data. Cms or inches cause if that was cms thats not a lot of snow. If that is snowpack data then fine its pretty good.

 

When I wake up in the morning and I can see my breath then Ill know its time to start thinking about getting out there.

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Auto-Regressive Integrated Moving Average (ARIMA) time series models form a general class of linear models that are widely used in modelling and forecasting.

 

GARCH stands for Generalized Autoregressive Conditional Heteroscedasticity. Loosely speaking, you can think of heteroscedasticity as time-varying variance (i.e., volatility). Conditional implies a dependence on the observations of the immediate past, and autoregressive describes a feedback mechanism that incorporates past observations into the present. GARCH then is a mechanism that includes past variances in the explanation of future variances. More specifically, GARCH is a time-series technique that allows users to model the serial dependence of volatility

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