Help with Fourier - page 16

 
trol222:

and the slices are like this - not vertical


I'm embarrassed to ask... do these slices make sense physically or otherwise?
 
AlexeyFX:

I'm embarrassed to ask... do these slices make any sense physically or otherwise?

I wanted to try maybe extramolation of crossing points of slices will give something... in the picture it is one of the special cases...

For the signal, the crossings of some 2 ma, which is the best, you can't tell from looking at the fan of the mashers... something about the level of importance of ma at the moment.

 
AlexeyFX:


When analysing Ma on a vertical slice, we add the changes that have already occurred which have influenced this slice, but we don't take into account the dynamics of these past changes... and with a slice like the above picture, the deeper it is, the more the impact of the latest price increase and the less the impact of past changes .....

For the higher the period of ma, the more it lags behind the price.... the lag occurs due to the fact that more and more price readings are taken into account and the more the sum is divided by the number of these readings.

 

on x - 0,1,2,......12 on y - n0,n1,.....,n12

black curve- price (n0=0,n1,n2,n3,n4...,n12)- drawing comes from the origin

green line = (n0+n1)/2, (n1+n2)/2,...(n11+n12)/2 - MA 2 period - the drawing is passed from the second division of the y axis

blue line = ((n0+n1)/2+n2)/2, ((n1+n2)/2+n3)/2,.......((n10+n11)/2+n12)/2 - the drawing comes from the third division of the y axis

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then connect the reference points of each line in order with each other

... and compare the dynamics of lines change

Next, we do the same for Ma3, Ma4, Ma5, ..........

and compare the total trend of all Ma

and then apply the Fourier function to the results...

 
trol222:

blue line = ((n0+n1)/2+n2)/2, ((n1+n2)/2+n3)/2,.......((n10+n11)/2+n12)/2 drawing comes from the third division of the y axis

((n0+n1)/2+n2)/2=(n0+n1+2*n2)/4, верно?

I drew amplitude-frequency response and frequency response of this thing as a filter.

Very strange thing... don't even know what to make of it...

 
AlexeyFX:

((n0+n1)/2+n2)/2=(n0+n1+2*n2)/4, верно?

I drew the AFC and FFC of this thing as a filter

Very strange stuff... I don't even know what to make of it...

It's not like it's supposed to do anything useful.... maybe it would be useful to apply a Fourier decomposition to the dynamics of the cut of these lines

for different ma... and so if there is some non-stationary cyclicity there, perhaps the Fourier decomposition will be useful...

 
trol222:

So it's not like there's anything useful to be gained from it.... perhaps it would be useful to apply a Fourier decomposition to the slice dynamics of these lines

for different ma... and here if there is some sort of non-stationary cyclicity there, perhaps the Fourier decomposition will be a premium...


But what if it isn't? In fact, I think the cyclicality is sometimes there and sometimes not. And if you can't predict when it will start and end, you can't tell if a Fourier is applicable.

Actually, there are enough problems here without Fourier, so I started from afar. I wanted to understand why the formula (n0+n1+2*n2)/4 is used instead of usual (n0+n1+n2)/3. The result is much worse in my opinion.

 
AlexeyFX:


But what if it isn't? In fact, I think the cyclicality is there sometimes and sometimes not. And if you can't predict when it will start and end, you can't tell if the Fourier is applicable.

Generally, there are enough problems here without Fourier, so I started from afar. I wanted to understand why the formula (n0+n1+2*n2)/4 is used instead of usual (n0+n1+n2)/3. The result is much worse in my opinion.

It might be possible to predict the phase change already something...
 
AlexeyFX:

((n0+n1)/2+n2)/2=(n0+n1+2*n2)/4, верно?

I drew the AFC and FFC of this thing as a filter

Very strange stuff... I don't even know what to make of it...

We should know how a MA fan will behave in the future (approximately), but it lags behind if its dynamics is not taken into account, so for every Ma we can say what influence will have, say, +20 points per hour, and know its character of behaviour - the trajectory after this excitation to a certain depth in subsequent readings - than a known future for a small interval ......

I think such a classification as above will help to determine in each sample the character of changes of high ma knowing the character of changes of low ma and at one of the samples it may be visible the importance of high ma before low ma or vice versa, i.e. the impulse of low ma will be more important than the impulse of high ma - that is important for constructing the general envelope line ....

In this context the formula should be corrected.

 
I'll make the picture easier to read.