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Showing posts with label Cycle Period. Show all posts
Showing posts with label Cycle Period. Show all posts
Tuesday, 9 April 2024

A "New" Use for Kalman Filter on Price Time Series?

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During the course of writing this blog I have visited the idea of using Kalman filters several times, most recently in this February 2023 p...
Tuesday, 28 February 2023

Kalman Filter and Sensor Fusion.

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In the Spring of 2012 and again in the Spring of 2019 I posted a series of posts about the  Kalman Filter , which readers can access via the...
Friday, 29 November 2019

RVFL Network Results

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Having let the tests outlined in my previous post run, I can say that the results are inconclusive as the optimised number of neurons in th...
Tuesday, 1 October 2019

Ideal Cyclic Tau Embedding as Times Series Features

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Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function based on these ideas to produce feat...
Thursday, 5 September 2019

Preliminary Test Results of Time Series Embedding

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Following on from my post yesterday , this post presents some preliminary results from the test I was running while writing yesterday's ...
Friday, 2 March 2018

Hidden Markov Modelling of Synthetic Periodic Time Series Data

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I am currently working on a method of predicting/projecting cyclic price action, based upon John Ehlers' sinewave indicator code , and t...
Thursday, 27 October 2016

Currency Strength Indicator

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Over the last few weeks I have been looking into creating a currency strength indicator as input to a Nonlinear autoregressive exogenous mo...
3 comments:
Monday, 16 May 2016

Giving Up on Recursive Sine Formula for Period Calculation

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I have spent the last few weeks trying to get my recursive sine wave formula for period calculations to work, but try as I might I can only...
Monday, 25 April 2016

Recursive Sine Wave Formula for Period Calculation

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Since my last post I have successfully managed to incorporate the deepmat toolbox into my code, so now my RBM pre-training uses Parallel ...
Tuesday, 23 September 2014

High Resolution Tools for Spectral Analysis - Update

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Following on from my initial enthusiasm for the code on the High Resolution Tools for Spectral Analysis page , I have say that I have been u...
4 comments:
Friday, 19 September 2014

Inputs For Zero Crossing Function

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Continuing with the work on the zero crossing function, for now I have decided to use a "roofing filter" to detrend and smooth th...
Wednesday, 17 September 2014

Zero Crossing Frequency/Period Measuring Function

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Following on from my last post I have now finished coding the first two versions of this function, which are shown in the code boxes below. ...
Thursday, 4 September 2014

Update on Zero Crossing Frequency Measurement

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Having now returned from a long summer hiatus I've got back to work on the subject matter of my last post and I think I've made some...
Monday, 16 June 2014

A New Method to Measure Instantaneous Frequency/Periods?

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A few posts ago I stated that I was reassessing my dominant cycle code and to that end I have been doing a fair bit of research on the web...
1 comment: