On Tue, May 11, 2010 at 4:19 PM, Fons Adriaensen wrote:
Yes, a specific (small) range of frequencies and some ability to see
if the energy meets some minimum level of interest.
> 2. the sum of the filter outputs equals the original input.
This is not really a requirement, but if they did then I'd have a more
visual demonstration that the process was working.
> This is a *hard* problem. Basically none of the classical filter
Not sure I totally agree with this as it assumes that in the end I
listen to the reconstituted sum of all the filters. On the other hand,
if I listen to only a few then without the other 'negative'
contributions I end up hearing the ringing in the few I'm listening
I think also that an FFT assumes some sort of longer-term steady state
repetitive nature which isn't in the stock data. I could take a
representative sample - the last 1000 bars, and then treat that as if
it was a repeating cycle and extract frequencies. I'm not sure what
that will do for me and the sample points are likely to introduce lots
of new artifacts. Still, worth thinking about.
Will do. Thanks.
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