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[RT] RE: [SM] A MEM-Fourier combination for automatic prediction



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This is way 
cool, and it would seem to confirm some of my own analysis. 

Question, 
how does one determine which day or days the cycle(s) 
begin?
<SPAN 
class=560151123-23102002> 
<SPAN 
class=560151123-23102002>B.

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: Clyde Lee 
  [mailto:clydelee@xxxxxxxxxx]Sent: Wednesday, October 23, 2002 1:20 
  PMTo: realtraders@xxxxxxxxxxxxxxxSubject: [SM] A 
  MEM-Fourier combination for automatic prediction
  The attached is a picture of a totally automatic 
  determination of
  future prices useing the MEM and Fourier 
  techniques.
   
  The MEM is used to calculate (up to 16) dominant 
  cycles in any
  dataset.  Then a conventional Fourier 
  analysis is done on a sliding
  basis and is used to estimate the probable range 
  of prices for each
  day.   At the end of the chart, 
  the phase and amplitude coefficients
  of the last n bars are used to estimate prices 
  into the future.
   
  How good is this, I really do not have the 
  foggiest idea but it is
  an interesting way to look at things and may have 
  real potential
  as an aid in trading.
   
  No I'm not selling this.  Some day I might 
  but right now I'm just trying
  to keep myself honest about it by publishing the 
  results from time
  to time.  Be critical if you want to.  
  All that can do is help to make
  it better if that is possible.
   
  Clyde
   
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