There is a discussion of FFT use and problems on
Ehlers MESA website:
Bill
----- Original Message -----
Sent: Sunday, March 25, 2007 3:16
PM
Subject: [amibroker] FFT
I was playing with AB's FFT code that TJ
provided...
The cycles seem to shift relative to the data,
based on how many data points are analyzed. This is of course
expected.
Question:
Has anyone found a way to determine optimum
number of data points to analyze, and then determine the relevance of the
dominant cycle, or find any relevant cycles?
Most of the time the dominant cycle seems to be
the largest one available.
Has anyone been able to use these cycles
succesfully?
Ara
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