Let me describe what the attached pictures
show.
1. We allow X number of data points to be
input and when
that number is reached we
do a Maximum Entropy calculation
to determine what spectral
lines exist in the data at that point.
2. Using the information from 1 we then
calculate what is the estimated
price based on then
performing a Fourier analysis on each point in
time to obtain the
spectral amplitude and phase for whatever the
selected period out of the
group of periods calculated in 1.
3. When we hit the end of the data we
continue to calculate projections.
The actual periods used are shown on the chart
as =xx-yy-zz..............
The attached is of daily DOW with several different
initial lengths included
in the initial spectral estimates.
Clyde
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