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Not to get into semantics ... But yes and this is because one
usually uses MESA with shorter data samples where the shorter term
cycles are not overwhelmed by the longer cycles which typically have
larger amplitudes. While interesting for some things FFT's don't
really have particularly good granularity as cycle length approaches
half the size of the data being examined. MESA doesn't suffer from
this.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> Yes, that's right - handle is the wrong word and should be find,
reveal, uncover, etc. This ability is of particular interest to
short-term traders.
>
> Bill
>
> ----- Original Message -----
> From: "Fred" <ftonetti@xxx>
> To: <amibroker@xxxxxxxxxxxxxxx>
> Sent: Tuesday, March 27, 2007 2:04 PM
> Subject: [amibroker] Re: FFT
>
>
> > MESA doesn't really have the ability to handle shorter cycles
per
> > se ...
> >
> > What it does have is the ability to pull cyclical information
out of
> > shorter samples of data.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@> wrote:
> >>
> >> No, I'm not saying that MESA will give better results than
> > a "better" FFT (is MESA a "better" FFT?). That judgment cannot
be
> > made until you leave the hypothetical and have a "better" FFT to
> > talk about. Until then statistics help identify valid cycles
and
> > MESA offers some advantages, including noise filtering and
ability
> > to handle shorter cycles. Good luck in your search.
> >>
> >> Bill
> >>
> >> ----- Original Message -----
> >> From: Ton Sieverding
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Tuesday, March 27, 2007 3:24 AM
> >> Subject: Re: [amibroker] FFT
> >>
> >>
> >> So what you are saying is - 'Beyond that one can go to MESA' -
> > that even after I should have found whatever modified version of
> > FFT, MESA will give me better results. In other words, why
playing
> > with FFT if MESA is the right way to go. Is that your opinion or
am
> > I missing something ?
> >>
> >> Ton
> >>
> >>
> >> ----- Original Message -----
> >> From: wavemechanic
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> Sent: Monday, March 26, 2007 2:42 PM
> >> Subject: Re: [amibroker] FFT
> >>
> >>
> >>
> >> 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 -----
> >> From: Ton Sieverding
> >> To: amibroker@xxxxxxxxxxxxxxx
> >> 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 -----
> >> From: wavemechanic
> >> To: AmiBroker, User
> >> 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:
> >>
> >> http://www.mesasoftware.com/fftcomparison.htm
> >>
> >> Bill
> >>
> >> ----- Original Message -----
> >> From: Ara Kaloustian
> >> To: AB-Main
> >> 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
> >>
> >>
> >> ----------------------------------------------------------------
---
> > ---
> >>
> >>
> >> No virus found in this incoming message.
> >> Checked by AVG Free Edition.
> >> Version: 7.5.446 / Virus Database: 268.18.17/732 -
> > Release Date: 3/24/2007 4:36 PM
> >>
> >>
> >>
> >>
> >> ----------------------------------------------------------------
---
> > -------
> >>
> >>
> >> No virus found in this incoming message.
> >> Checked by AVG Free Edition.
> >> Version: 7.5.446 / Virus Database: 268.18.18/733 -
Release
> > Date: 3/25/2007 11:07 AM
> >>
> >>
> >>
> >>
> >>
> >> ----------------------------------------------------------------
---
> > -----------
> >>
> >>
> >> No virus found in this incoming message.
> >> Checked by AVG Free Edition.
> >> Version: 7.5.446 / Virus Database: 268.18.18/734 - Release
Date:
> > 3/26/2007 2:31 PM
> >>
> >
> >
> >
> >
> > 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.amibroker.com/devlog/
> >
> > For other support material please check also:
> > http://www.amibroker.com/support.html
> >
> > Yahoo! Groups Links
> >
> >
> >
> >
> >
> >
> > --
> > No virus found in this incoming message.
> > Checked by AVG Free Edition.
> > Version: 7.5.446 / Virus Database: 268.18.18/734 - Release Date:
3/26/2007 2:31 PM
> >
> >
>
Please note that this group is for discussion between users only.
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SUPPORT {at} amibroker.com
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