The restrictions associated with FFT that Ehlers
mentions can be found in any textbook. As for better results with
FFT, the next step is to evaluate the cycles statistically (e.g., Bartels,
F-ratio, chi-square, etc.). Beyond that one can go to MESA and
such.
Bill
----- Original Message -----
Sent: Monday, March 26, 2007 2:58
AM
Subject: Re: [amibroker] FFT
Frankly for me these are John
Ehlers typical arguments to use his MESA model in stead of FFT and has
nothing to do with a discussion. The question for me still remains if there
really is no way to get better results with FFT than the ones we have got ?
If Fourier analysis is correct and it's possible to simulate whatever
continues timeseries with a bunch of sinewaves and if MESA can give me the
correct harmonics, it should also be possible to obtain the same results
with a modified version of FFT. Question is how ?
Ton Sieverding.
----- Original Message -----
Sent: Monday, March 26, 2007 1:27
AM
Subject: Re: [amibroker] FFT
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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