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Strategies & Market Trends : Neural Nets - A tool for the 90's -- Ignore unavailable to you. Want to Upgrade?


To: Optim who wrote (658)9/11/1999 2:14:00 AM
From: Bill Scoggin  Read Replies (1) | Respond to of 871
 
Hi Optim,
Been a while since I talked with you...I have a question about the FFT and Wavelets...

Is what you are experimenting with concerning Wavelets basically the same as how you analyze an electrical signal using Fourier methods...ie, you assume a certain time period's waveform is a period cycle and as such is composed of some combination of harmonic sine and cosine waves with a constant component added in...

If so, did you say that NS Trader has this feature built in?

Anyway, I'd been wondering lately if anyone had tried this and if it worked or not...isn't this a technique also used in Speech Recognition, etc. which is another pattern recognition problem?

Thanks,

Bill



To: Optim who wrote (658)9/13/1999 10:16:00 PM
From: Tim Krieg  Read Replies (1) | Respond to of 871
 
Music to my ears Optim, hearing you are diving
into Wavelets. The book you found sounds like
it gave you a good jumpstart. How many components
do you use vs. how many total components are you
building from the wavelets? It is great that you
have focused on the right filters, some of the
filters are far too choppy for our domain. As for
my software, it is all in-house.

Cheers,
Tim