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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