|
PureBytes Links
Trading Reference Links
|
Hi,
Joe. Please move to amibroker-ts for question about forecasting time series
and ar prediciton : amibroker-ts@xxxxxxxxxxxxxxx
I don't know wich article you need. Some are basic if your begin with the
subject, another go deeper in the theory and put matematic equations...
google can give you many articles given the good keyword.
after just choose the ones with your knowledge on the subject.
Here you got explained basic concept of polynomial fitting and Fourier
Transformation applied on tradind purpose :
http://www.meyersanalytics.com/articles.php
When you got the concept of FFT, spectral analysis, curve fiiting, trend...
you can go to the next step : forecasting times series with small data
available.
Parametric modeling : it includes linear model (AR, ARMA,....) and non
linear (Neural network, Kalman...) for time series :
http://facweb.furman.edu/~dstanford/forecast/h5.htm (you can try h1.htm to
h8.htm, very good information, and start from the begining)
http://documents.wolfram.co.jp/applications/timeseries/index2.html (go more
deeper, very good too !)
http://www.ltrr.arizona.edu/~dmeko/geos585a.html (small article condensed)
.... and google will deliver you many other links good links.
Cheers,
Mich.
----- Original Message -----
From: Joe Landry
To: amibroker@xxxxxxxxxxxxxxx
Sent: Sunday, November 19, 2006 1:18 PM
Subject: Re: [amibroker] AR Prediction AFL
Hello Mich
I'm impressed by the shear length of the program and it's functions. Only
I'm not
well qualified to talk about the functions.
You note in the documentation that there are many articles about this
approach on the web.
I've used Ehlers functions before but was wondering if there is "the"
definitive article on how to
use these predictive AR plots
Thanks for sharing all this work.
Joe
----- Original Message -----
From: "Tom Tom" <michel_b_g@xxxxxxxxxxx>
To: <amibroker@xxxxxxxxxxxxxxx>
Sent: Saturday, November 18, 2006 7:28 PM
Subject: [amibroker] AR Prediction AFL
>Hello,
>
>Last post on this forum about AR model, Spectral analysis, Burg, MEM..
>(will continue on amibroker-ts).
>
>For those interrested by this topic i just post my work.
>Keywords: Prediction future datas, Spectrum plotting, Dominant Cycles
>Extractor
>
>There is no dll needed so you can test it (AR_Prediction.afl).
>http://www.amibroker.com/library/detail.php?id=764
>
>Thanks a lot Fred, i included your PolyFit function. I hope there is no
pbl
>(in case of i can cut it from the code as you like).
>
>Many parameters, so now i have to play a little with it : ))
>
>Cheers,
>Mich
>
>__________________________________________________________
>Découvrez Windows Live Messenger : le futur de MSN Messenger !
>www.windowslivemessenger.fr
>
>
>
>Please note that this group is for discussion between users only.
>
>To get support from AmiBroker please send an e-mail directly to
>SUPPORT {at} amibroker.com
>
>For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
>http://www.amibrokercom/devlog/
>
>For other support material please check also:
>http://www.amibroker.com/support.html
>
>Yahoo! Groups Links
>
>
>
>
>
_________________________________________________________________
Retrouvez tout en un clin d'?il avec Windows Desktop Search !
http://desktop.msn.fr/
Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.1.409 / Virus Database: 268.14.11/542 - Release Date: 11/20/2006
|