TJ, I have long since had FFT capability in AFL as the algorithms are very straight forward and relatively simple to do in AFL. However FFT's typically require LOTS of data relative to the cycle lengths one is attempting to identify and do not provide particularly good resolution at the lower frequencies. From this perspective tools like MESA ( The algortihm, NOT the black box product ) provide much greater resolution with much less data.
However, neither of these approaches is what I'm after at this juncture ... What I'm after is the ability to do trigonometric curve fitting in a similar way to what the PolyFit AFL I posted performs linear curve fitting i.e. via the solution of simultaneous equations. This involves some rather sophisticated ( at least from my perspective ) math which can be found for example in Appendix 6 of J.M. Hurst's book. Since the discussion there is only about 3 pages I'd be happy to post it or email it to anyone who has an interest and is so inclined if they'd like to read it and comment on how to implement it. Fred PS ... Some final thoughts about FFT's and their implementation in AB ... If you are going to provide this capability, please do so in a manner that one can take advantage of ALL the information that would be the product of performing an FFT i.e. both the real & imaginary arrays or a single array of complex numbers and the ability to deal with complex numbers in AFL. This is needed not only to get amplitudes at particular frequencies but also phase shift and power. PPS ... IMHO a DFT type implementation that does not require the data being anaylized to be a power of 2 in length would be superior to a Cooley-Tukey implementation even if run time is a little longer ... --- In [email protected], "Tomasz Janeczko" <[EMAIL PROTECTED]> wrote: > > For that you need Fourier transform and FFT is coming as a built in function in 4.86 > > Best regards, > Tomasz Janeczko > amibroker.com > ----- Original Message ----- > From: "Fred" <[EMAIL PROTECTED]> > To: <[email protected]> > Sent: Friday, October 06, 2006 3:48 AM > Subject: [amibroker] Re: Polynomial Trendlines > > > > Now if someone can take this method and/or AFL or at least provide a > > how to that takes us into Trigometric curve fitting and extrapolation > > i.e. the solution of simultaneous equations in the generalized format > > of a spectral model i.e. ... > > > > S ~ (a1 cos w1t + b1 sin w1t) + ... + (Am cos wm + bm sin wmt) > > > > Then we might have something fairly useful ... > > > > I suspect Gaussian Elimiation can be used for this as well, but I > > don't have the skill level to calculate the necessary matrix entries > > to get it down ... > > > > Any mathematicians out there ? > > > > > > --- In [email protected], "Fred" <ftonetti@> wrote: > >> > >> When stretch over enough data almost any order will become a pseudo > >> straight line ... > >> > >> By their nature a first order IS a straight line, 2nd U shape, 3rd > >> order sine wave etc ... > >> > >> Try highlighting a SMALLER segment of data by using the beginning > > and > >> ending range markers ... > >> > >> > >> --- In [email protected], "d_hanegan" <dhanegan@> wrote: > >> > > >> > Fred: > >> > > >> > Thanks for your posts and all of the information concerning the > >> > Polynomial Trendlines. When I run the code, I pretty much just > > get > >> > a straight green line; it does not fit my data. I thought I had > >> > read all of the posts. Am I missing something? > >> > > >> > Thanks. > >> > > >> > Dan > >> > --- In [email protected], "Fred" <ftonetti@> wrote: > >> > > > >> > > Be AWARE ... that was a hand picked image ... if you play with > >> > > PolyFit you will see that sometimes data fits the > > extrapolations, > >> > > sometimes it doesn't. > >> > > > >> > > The higher the order, the flakier the extrapolations are likely > >> to > >> > > become ... > >> > > > >> > > So ... Remember what it is ... a generator of an equation in > > the > >> > form > >> > > > >> > > Y = a + bx + cx^2 + ... + nx^(n-1) > >> > > > >> > > Where the coeeficients were pick to fit the data. > >> > > > >> > > IMHO what PolyFit is, epecially with very high orders is a very > >> > good > >> > > detrender of IN SAMPLE data, nothing more, nothing less ... > > That > >> > in > >> > > and of itself is a useful tool ... Gaussian Elimination can > > also > >> > be > >> > > the basis for some other things that are pretty decent when the > >> > order > >> > > is kept fairly low i.e. 3 or 4 ... > >> > > > >> > > --- In [email protected], "Ara Kaloustian" <ara1@> > > wrote: > >> > > > > >> > > > Polynomial TrendlinesFred, > >> > > > > >> > > > There have been a lot of posting on this subject. Your one > >> > image > >> > > however is a very powerful message of its potential. > >> > > > > >> > > > Now I have to go back and review all the post ... hoping to > >> find > >> > a > >> > > good reference to study. > >> > > > > >> > > > Anyone using it succesfully now? > >> > > > > >> > > > Ara > >> > > > ----- Original Message ----- > >> > > > From: Fred Tonetti > >> > > > To: [email protected] > >> > > > Sent: Tuesday, October 03, 2006 3:32 PM > >> > > > Subject: [amibroker] RE: Polynomial Trendlines > >> > > > > >> > > > > >> > > > Oops . > >> > > > > >> > > > > >> > > > > >> > > > Meant to include this visual . > >> > > > > >> > > > > >> > > > > >> > > > Green is calculated . White is extrapolated . > >> > > > > >> > > > > >> > > > > >> > > > > >> > > > > >> > > > > >> > > > > >> > > > ---------------------------------------------------------- ---- > > -- > >> - > >> > --- > >> > > ---------- > >> > > > I am using the free version of SPAMfighter for private > > users. > >> > > > It has removed 8588 spam emails to date. > >> > > > Paying users do not have this message in their emails. > >> > > > Try SPAMfighter for free now! > >> > > > > >> > > > >> > > >> > > > > > > > > > > > > > > Please note that this group is for discussion between users only. > > > > To get support from AmiBroker please send an e-mail directly to > > SUPPORT {at} amibroker.com > > > > For other support material please check also: > > http://www.amibroker.com/support.html > > > > > > Yahoo! Groups Links > > > > > > > > > > > > > > > > > > > > > > > Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For other support material please check also: http://www.amibroker.com/support.html Yahoo! Groups Links <*> To visit your group on the web, go to: http://groups.yahoo.com/group/amibroker/ <*> Your email settings: Individual Email | Traditional <*> To change settings online go to: http://groups.yahoo.com/group/amibroker/join (Yahoo! ID required) <*> To change settings via email: mailto:[EMAIL PROTECTED] mailto:[EMAIL PROTECTED] <*> To unsubscribe from this group, send an email to: [EMAIL PROTECTED] <*> Your use of Yahoo! Groups is subject to: http://docs.yahoo.com/info/terms/
