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PureBytes Links
Trading Reference Links
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Journal of Computational Intelligence in Finance
http://ourworld.compuserve.com/homepages/ftpub/dd.htm
TimeStat version 1.20
A freeware program with features for decorrelation/dimension reduction
(principal components analysis), adaptive moving averages, wavelets, lagged
autocorrelations and statistical computations, take a look at TimeStat.
We are proud to represent the premiere Web site promoting the availability
of TimeStat, a freeware program which provides for quick statistical study
of time series and pre-processing functions useful to neural network
development within a spreadsheet environment.
Applications using many of the features of TimeStat described below have
been published in the Journal. These include applications in time series
prediction and financial forecasting, data pre-processing and decorrelation,
data filtering and analysis. The newest version adds several useful tools.
The current 16-bit version requires Windows 3.1. A 32-bit version is under
development.
Features in Version 1.20:
spreadsheet functionalities
Excel 4.0 formula compatibility
charting features
wavelets
principal components analysis (dimension reduction/decorrelation)
adaptive moving averages
fractional differencing
BDS statistics
lagged autocorrelations
partial autocorrelation function
Fast Fourier Transform and inverse
power spectrum
Fast Hartley Transform and inverse
Z-scores
Chi-square statistics
histograms
Download TimeStat- version 1.20 (approx. 680K Bytes -- in PKZip format) by
anonymous ftp transfer by clicking.here . If you are unable to download this
file from your browser, you can download by ftp directly from:
ftp site: sunsite.unc.edu
directory: /pub/archives/misc.invest/programs/
filename: tstat120.zip
===================================
Walter,
Thanks for your kind words. I never did get around to the 32-bit version
due to many reasons. There are many better tools on the market now. Here
are some suggestions:
- for VERY extensive statistics toolbox within Excel try XLStat
http://www.xlstat.com (***** excellent), shareware
- KyPlot, similar to TimeStat, 32-bit and on steroids (******* incredible
and free), long list of features
http://www.qualest.co.jp/Download/KyPlot/kyplot_e.htm
---------------------------------------------
Ken Lin
kylin@xxxxxxxxxxxxxx
============================
Ken Lin is the developer / owner of TimeStat
KyPlot is just a monster program ... lots of example to think about and work
through ... fully compatible with Excel 97 .. and it's free
Best regards
Walter
----------------------------------------------------------------------------
----
----- Original Message -----
From: Zarifis Dimitroulis <zarifis@xxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, April 23, 1999 11:17 AM
Subject: Re: beyond TimeStat
> Walter Lake wrote:
>
> > KyPlot, similar to TimeStat, 32-bit and on steroids (incredible
> > and free), long list of features
> > http://www.qualest.co.jp/Download/KyPlot/kyplot_e.htm
> >
>
> Walt
>
> Could you please refer us to the web site for TimeStat?
>
> Thanks
> Zarifis Dimitroulis
> zarifis@xxxxxxxxx
>
>
>
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