|
PureBytes Links
Trading Reference Links
|
What is non-linear Fourier analysis? Can you suggest some reference material
for this?
Lionel
-----Original Message-----
From: rudolf stricker <rst@xxxxxxxxxxx>
To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
Date: Tuesday, December 08, 1998 8:48 AM
Subject: Re: Fast Fourier Transform and FFT
>On Tue, 3 Nov 1998 16:19:00 -0600, you wrote:
>
>>Since the movements in the stockmarket are not truely periodic, is there
any
>>evidence that linear or non-linear Fourier analysis can be applied to the
>>stockmarket?
>
>Imo, FA can answer this question: If we do some appropriate kind of
>windowing, we get as a result the "amount of periodic content" vs
>time, including information about the accompanying frequencies. And if
>periodic content is high, FA can do some kind of meaningful
>extrapolation.
>
>mfg rudolf stricker
>PS: what is non-linear vs linear FA?
>| Disclaimer: The views of this user are strictly his own.
|