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PureBytes Links
Trading Reference Links
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Thanks for your email
The Dataplore demo and manual looks very "complete". I had never hear of it,
so I appreciate that you posted the site.
TISEAN, as you mentioned, appears to be a favourite, at least from the
emails that I get.
Best regards
Walter
----- Original Message -----
From: "rudolf stricker" <lists@xxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Sent: Friday, April 21, 2000 12:02 PM
Subject: Re: Lyapunov Exp
| On Thu, 29 Jun 2000 07:28:05 -0400, you wrote:
|
| >Sorry that I didn't get back to you about the Lyapunov stuff.
| >
| >Go here ... bottom 1/3 of web page. Let it load. This is a long but good
| >description as to what it is and why it is important.
| >
| >http://www.aci.net/kalliste/chaos1.htm
| >
| Unfortunately, I didn't find there any hints to handle non-stationary
| systems (, when responding to unknown external disturbations). So this
| is not of much help to look at financial time series, because these in
| most cases cannot be seen & handled as "closed system".
|
| >This site describes the "Nonlinear Dynamics Toolbox" program with screen
| >shots which is what some of the traders are using. Amazing program.
| >
| >http://www.physics.gatech.edu/chaos/research/NDTOnline/aboutndt/ndt.htm
| >
| >Attached is what the DJIA looks like in 3d with an embedding dim of 2 and
a
| >delay of 1750 using the NDT program.
|
| This one looks a little bit like a "show-program" to me. Imo a much
| more powerful WIN program "Dataplore" for non-linear time series
| analysis can be found (and downloaded) at http://www.datan.de ,
| including also several general statistical and other techniques (e.g.
| AR(I)MA(X), wavelets, Fourier, etc.). Even the demo-version can be
| used for serious work on real-world problems.
|
| A more batch-oriented public domain program packet for non-linear time
| series analysis can be found at
| http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/index.html , which
| also contains a rather good documentation of the techniques, at least
| to some details.
|
| mfg rudolf stricker
| | Disclaimer: The views of this user are strictly his own.
|
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