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John,
MEM is a method of calculating the spectral elements of a series
using much shorter data sets than must be used for the equivalent
resolution (and you will never make it) using Fourier techniques.
This method has absolutely NOTHING to do with the entropy of
the data which is probably what you are looking for in terms or a
negative entropy model.
Two different worlds.
Clyde
----- Original Message -----
From: "John Cappello" <jvc689@xxxxxxx>
To: "Clyde Lee" <clydelee@xxxxxxxxxx>; <realtraders@xxxxxxxxxxxxxxx>
Sent: Wednesday, October 23, 2002 4:43 PM
Subject: [RT] A MEM-Fourier combination for automatic prediction
> Dear Clyde,
>
> Looks interesting. One Question:
>
> If you can produce an Entropy Model, is it possible to produce a Neg-
> Entropy Model.
>
> John
>
>
>
> ------------------ Reply Separator --------------------
> Originally From: Clyde Lee <clydelee@xxxxxxxxxx>
> Subject: [RT] A MEM-Fourier combination for automatic prediction
> Date: 10/23/2002 03:20pm
>
>
> [Attachment]
>
>
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