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[RT] Re: Gen: FFT Phase Space



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Hi Ron,

I always look forward to your posts as you look at things in an inovative
way.

I usually can see what you are trying (may not understand it mind you)
but I am afraid this ones graphic just went whoosh over my head. Perhaps
you could give a simple interpretation of what the graphic is showing and
why it may be cyclical. I can see the diamond shapes ranging from large
to small and the color changes within but am not sure of the
significance. What is a "strange Attractor"? Perhaps there is a way to
plot the results in an isometric view to give it some depth which would
make the graphic more descriptive on its own. 

Just curious.

Jack



On Sun, 2 Jul 2000 00:29:43 -0400 Ronald McEwan <rmac@xxxxxxxx> writes:
> I ran an FFT analysis of the NYSE AD data. I took the resulting
> recombined sine wave and created a "Phase Space" plot using an 
> embedding
> dimension of 1 and a delay of 30. I was quite surprised at the 
> results.
> From the attached gif you can see that this is almost a text book 
> example
> of a "Strange Attractor".  I am still learning about using Non 
> Linear
> Dynamics and interpreting the results. I can only speculate that if 
> there
> is deterministic chaos in the NYSE AD line (which I now belive their 
> is),
> that the "Strange Attractor" may be cyclical in its dynamic. 
> 
> Ron McEwan