Fourier connoisseurs... - page 7

 
Prival писал(а) >>

Sergey please explain how it is possible to use Neumann-Pearson rule for likelihood of two functions which have different amplitudes or it does not fit this rule...

 
Mathemat писал(а) >>

What do you mean you don't believe me, Sergei? I still think of you as a nerve-racking enthusiast.

P.S. I decided to refresh an unfinished project from a year and a half ago. Fibs. And I'm afraid my code will resemble AIS's one in style of naming functions (only them, though)...

Hi Alexey!

The sphere of a human's perception of this World and his/her interaction with it may be divided into three conditional and non-overlapping sectors - Knowledge, Belief and Love. One cannot say that something is better or worse than another - everything is of equal value and leads to Truth.

So, by saying that I do not believe in anything, I meant only my way of perception - through knowledge.

P.S. I am currently reading Vince. >> Cool!

 
forte928 писал(а) >>

Sergey please explain how it is possible to use Neumann-Pearson rule for likelihood of two functions which have different amplitudes or it does not fit to this rule...

It's more or less correctly explained here. http://de.ifmo.ru/bk_netra/page.php?dir=4&tutindex=24&index=9&layer=1

 

Let's continue the topic from a slightly different perspective...

The task is to select node points (albeit with the same sampling period) and transform the resulting signal to an inverse curve with inter-node points...

 
forte928 >> :

Let's continue the topic from a slightly different perspective...

The task is to select node points (albeit with the same sampling period) and transform the resulting signal to an inverse curve but with inter-node points...

Explain please, that I did not get sense.

 
you must take the signal function to select the node points on this curve for the transformation, i.e. those points that are involved in the calculations and then extend the node points to perform the inverse transformation with the function that will display the smoothed signal...
 

Spectrum analysts are encouraged to dump their depot and not bother with this analysis, wasting their time.

 

Answer please (there seems to be a gap in my knowledge on this subject)


When we divide the data series y(x) in PF by the series Sin(2*Pi*k*x), we get a series of coefficients "a".


How do we find from this series of coefficients the one that
then assigns to a given harmonic?


 

I've been doing this for a long time. I made an indicator based on Fourier series. It turned out to be a good substitute for the moving average line.

I tried to run it through the Expert Advisor, but I didn't get much noticeable results.

The main problem is determining the period of oscillations.

In this example I just took 100 and 200 bars.

 

If you don't mind, you can see the code that forms the sequel...you can drop it in the mail...