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MESA doesn't really have the ability to handle shorter cycles per
se ...
What it does have is the ability to pull cyclical information out of
shorter samples of data.
--- In amibroker@xxxxxxxxxxxxxxx, "wavemechanic" <fimdot@xxx> wrote:
>
> No, I'm not saying that MESA will give better results than
a "better" FFT (is MESA a "better" FFT?). That judgment cannot be
made until you leave the hypothetical and have a "better" FFT to
talk about. Until then statistics help identify valid cycles and
MESA offers some advantages, including noise filtering and ability
to handle shorter cycles. Good luck in your search.
>
> Bill
>
> ----- Original Message -----
> From: Ton Sieverding
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Tuesday, March 27, 2007 3:24 AM
> Subject: Re: [amibroker] FFT
>
>
> So what you are saying is - 'Beyond that one can go to MESA' -
that even after I should have found whatever modified version of
FFT, MESA will give me better results. In other words, why playing
with FFT if MESA is the right way to go. Is that your opinion or am
I missing something ?
>
> Ton
>
>
> ----- Original Message -----
> From: wavemechanic
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, March 26, 2007 2:42 PM
> Subject: Re: [amibroker] FFT
>
>
>
> The restrictions associated with FFT that Ehlers mentions can
be found in any textbook. As for better results with FFT, the next
step is to evaluate the cycles statistically (e.g., Bartels, F-
ratio, chi-square, etc.). Beyond that one can go to MESA and such.
>
> Bill
> ----- Original Message -----
> From: Ton Sieverding
> To: amibroker@xxxxxxxxxxxxxxx
> Sent: Monday, March 26, 2007 2:58 AM
> Subject: Re: [amibroker] FFT
>
>
> Frankly for me these are John Ehlers typical arguments to
use his MESA model in stead of FFT and has nothing to do with a
discussion. The question for me still remains if there really is no
way to get better results with FFT than the ones we have got ? If
Fourier analysis is correct and it's possible to simulate whatever
continues timeseries with a bunch of sinewaves and if MESA can give
me the correct harmonics, it should also be possible to obtain the
same results with a modified version of FFT. Question is how ?
>
> Ton Sieverding.
>
> ----- Original Message -----
> From: wavemechanic
> To: AmiBroker, User
> Sent: Monday, March 26, 2007 1:27 AM
> Subject: Re: [amibroker] FFT
>
>
>
> There is a discussion of FFT use and problems on Ehlers
MESA website:
>
> http://www.mesasoftware.com/fftcomparison.htm
>
> Bill
>
> ----- Original Message -----
> From: Ara Kaloustian
> To: AB-Main
> Sent: Sunday, March 25, 2007 3:16 PM
> Subject: [amibroker] FFT
>
>
> I was playing with AB's FFT code that TJ provided...
>
> The cycles seem to shift relative to the data, based on
how many data points are analyzed. This is of course expected.
>
> Question:
>
> Has anyone found a way to determine optimum number of
data points to analyze, and then determine the relevance of the
dominant cycle, or find any relevant cycles?
>
> Most of the time the dominant cycle seems to be the
largest one available.
>
> Has anyone been able to use these cycles succesfully?
>
> Ara
>
>
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