RE: [amibroker] Re: Does AmiBroker do Fourier transforms?

["Bob Jagow" <bjagow@xxxxxxxxxxxxx>]

Bill,
Re your FFT subroutine ref "fast free one here http://www.fftw.org/)", if
you plan to implement them under Windows, did you read their disclaimer?
----------------------------------------------
Visual C++ Problems
Visual C++ is buggy. Get a real compiler and do not complain to us.

Stephane Ruel was unable to get the SIMD (SSE) code to produce correct
results with Visual C++ 6.0; we suspect a compiler bug (the same code works
fine with gcc and Intel icc). We have an unconfirmed report of similar
problems with version 7.0. If you have a more recent version of VC++, please
let us know whether it works.
-----------------------------------

Bob


-----Original Message-----
From: bilbo0211 [mailto:bilbod@xxxxxxxxxx]
Sent: Saturday, March 26, 2005 8:03 AM
To: amibroker@xxxxxxxxxxxxxxx
Subject: [amibroker] Re: Does AmiBroker do Fourier transforms?




>> 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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