[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Time Cycle Extraction Software



PureBytes Links

Trading Reference Links

Hi!

Does anyone know of a piece of software that will let you take say, 30 years
of  commodity data and derive one or two dominant cycles and amplitudes
that 'fit' the data best?  I am not looking for a 'system', just basic
analytical software that can try many different time cycle combinations
until it finds the best fits to approximate the data curve - then REPORT (if
available)  the phase, amplitude and length of these cycles...

I asked a friend of mine who said:

"I remember downloading from some web site software that would extract the
top N cycles from a time series and then superimpose that result over the
original series.  Can't recall where I found it.  Try Google on the
keywords..."   He said it used a text data file and was Windows based.

I tried a search and found nothing.  I use TS 4.0 and Dial Data EOD data -
would be nice if it were compatible with TS 4.0 OR even a stand alone
Windows based  or DOS version would be fine!

I realize this is a form of optimization, (gag) but I wanted to speed up
some new cycle grunt work I'm doing by hand...

Thanks!

Tom Cathey