Here is a link to a summary of FFT/DFT that might be
useful (http://www.dataq.com/applicat/articles/an11.htm)
Bill
----- Original Message -----
From: "Fred" <[EMAIL PROTECTED]>
To: <[email protected]>
Sent: Friday, October 06, 2006 10:47
AM
Subject: [amibroker] Re: Polynomial
Trendlines
>
> 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/
>
>
>
>
>
>
>
> --
> No virus found in this incoming message.
> Checked by AVG Free Edition.
> Version: 7.1.407 / Virus Database: 268.13.0/464 - Release Date: 10/5/2006
>
> __._,_.___
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
SPONSORED LINKS
| Software support | Small business finance | Business finance online |
| Business finance training | Business finance course |
Your email settings: Individual Email|Traditional
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe
Change settings via the Web (Yahoo! ID required)
Change settings via email: Switch delivery to Daily Digest | Switch to Fully Featured
Visit Your Group | Yahoo! Groups Terms of Use | Unsubscribe
__,_._,___
