This formula was in the recent issue for TASC.. It is a cycle indicator but
I think better reactive than the Schaff.
warning the PREV function makes it
very slow hope you have a fast processor... Was wondering if anyone had a
clever way to program without the PREV function here?
{TASC March 2010
- Ehlers}
Empirical Mode Decomposition
======================================
prd:=Input("number
of
periods",5,200,20);
dlta:=Input("Delta",0.01,5,0.1);
fra:=Input("fraction",0.01,0.5,0.1);
plot:=MP();
beta:=Cos(360/prd);
gam:=1/Cos((720*dlta)/prd);
alpha:=gam-Sqrt(gam*gam-1);
bp:=.5*(1-alpha)*(plot-Ref(plot,-2))+beta*(1+alpha)*PREV-alpha*Ref(PREV,-1);
pk:=If(Ref(bp,-1)>Max(bp,Ref(bp,-2)),Ref(bp,-1),PREV);
va:=If(Ref(bp,-1)<Min(bp,Ref(bp,-2)),Ref(bp,-1),PREV);
abp:=Mov(bp,2*prd,S);
apk:=Mov(pk,50,S);
ava:=Mov(va,50,S);
abp;
fra*apk;
fra*ava;
{End}