Fourier connoisseurs... - page 4
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Why?
Shock tends to be counter-directed to outrage. It's statistically reliable.
But there are exceptions... when a disturbance passes through, the shock is counter-directional to the directional stress accumulation...
I observed such perturbations last September...
Of course they do, but it's usually the exception rather than the rule.
I have, in my time, tried to influence the price range with a notch filter. This is when the bandwidth of the bandpass filter tends to zero compared to the passband frequency. This is where the results were interesting. I scanned with this filter at a given bandwidth and built a set of sine waves with such amplitude and phase that when added together they would give me the initial BP. Then, I built this set of harmonic functions into the future and obtained a forecast for the price series.
this is the principle on which compression in communication systems is built... to transmit not a digitized signal but signal spectra which are obtained as a result of TF in a window time interval... in this case we have a time interval which is constantly shifting and we have a variable frequency conversion. When frequency deviates insignificantly these changes can be ignored...but with a sharp jump, it requires a new recalculation...and it is also important for the continuation of the signal curve that the wave should be at the beginning of its phase i.e. during its rise i.e. at its maximum or minimum values...the optimal level in my opinion is 0.15 from the wave reversal point...
The use of PF is huge and it is used successfully in many areas. And there is mathematics how to determine the level, not just 0.15, but it can be calculated and set according to the optimal criterion of let's say an ideal observer or Neumann-Pearson... but you need to know (or be able to calculate) the signal to noise ratio.
Of course they can, but they are usually the exception rather than the rule.
Let's not get hung up on terminology. Shock or momentum, it doesn't matter what you call the price movement that generates the fading wave. What I wanted to say is that the price movement includes these patterns:
The direction of the impulse (up or down) cannot be predicted, but the fading oscillations can.
That's not what it's called.
Once again, I'll give you a definition. Any function with a finite spectrum can be represented as a Fourier series (not necessarily periodic by the way http://www.nsu.ru/education/funcan/node35.html#SECTION00330000000000000000 )
You simply choose the whole given range of values as the period of the function.
You can interpolate very nicely. However, there is a problem: It is not suitable for extrapolation. And the presence of a "marginal effect" is not an accident - it is a consequence of the model applied.
>> Good luck with that.
.....Furthermore, build into the future this set of harmonic functions and obtain a forecast for the price series.
Why are you talking about it in the past tense?
You simply choose a given range of values as the period of the function. entire a given range of values.
It is possible to interpolate quite nicely. However, there is a but: It is not suitable for extrapolation. And the presence of a "marginal effect" is not an accident - it is a consequence of the model applied.
Good luck.
The appearance of the "marginal effect" has nothing to do with the model.
For Pf it doesn't matter what's there (what model), the main thing is the limited spectrum and the right choice of sampling rate. If chosen correctly, then yes interpolation is very nice and good.
And the model is really important for prediction, you can't do without it.
Good luck to you too.
Let's not get hung up on terminology. Shock or momentum, it doesn't matter what you call the price movement that generates the fading wave. What I wanted to say is that the price movement includes these patterns:
fluctuations of emissions... are considered parasitic in impulse technique and are suppressed by damping i.e. reduction of the quality factor of the oscillating system (if memory serves me correctly)
You simply choose as the period of the function entire a given range of values.
It is possible to interpolate quite nicely. However, there is a but: It is not suitable for extrapolation. And the presence of a "marginal effect" is not an accident - it is a consequence of the model applied.
Good luck.
Then what model should be applied so that there is no "marginal deviation"...
sab1uk
It doesn't change what you've drawn here - it's the response of an oscillating circuit to a random event. We do laboratory work with cadets on this subject.