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[amibroker] Re: Does AmiBroker do Fourier transforms?



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>> This code takes a little time to execute and also u need memory. If
you want a faster execution you can get a graph in exel also.Its much
faster.
        Exel--> Tools -- > AddIns ---> Install if not installed
                    Tools -- > Data Analysis -- > Fourier Series <<
                    
Thanks for posting the code but it is too slow to be very useful.
AmiBroker needs to implement it from a low level FFT library (like the
fast free one here http://www.fftw.org/).

I don't have Excel.

>> Fourier series sinusoids of time and frequency : Transforms to
wavelet domain and eliminates the time factor. Not very reliable in my
opinion.Teriffic lag.   Also see wavelet analysis (better) <<

Thanks for suggesting wavelets. I looked into them a little (here is
an elementary tutorial on wavelet transform, includes comparison to
Fourier transform
http://users.rowan.edu/~polikar/WAVELETS/WTtutorial.html).

If AmiBroker had the FFT library, it could also be used to compute the
wavelet transform. Here's a link that explains how and says it's
simpler (and probably faster) to do so.

http://paos.colorado.edu/research/wavelets/wavelet3.html

Bill





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