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]ps.com,
"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]ps.com>
>
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]ps.com,
"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]ps.com,
"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]ps.com,
"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]ps.com,
"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]ps.com
> >> > > > 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 .
> >> > > >
> >> > > >
> >> > > >
>
>> > > >
> >> > > >
> >> >
> >
> >> > > >
> >> > > >
----------------------------------------------------------
----
>
> --
> >> -
> >> > ---
> >> > >
----------
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SPAMfighter for private
> > users.
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has removed 8588 spam emails to date.
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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
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