Cycle Period

A "New" Use for Kalman Filter on Price Time Series?

2 years ago 0 110

A "New" Use for Kalman Filter on Price Time Series?

During the course of writing this blog I have visited the idea of using Kalman filters several times, ...

Cycle Period intraday forex Kalman Octave Synthetic Data

3 years ago 0 113

Kalman Filter and Sensor Fusion.

In the Spring of 2012 and again in the Spring of 2019 I posted a series of posts ...

6 years ago 0 106

Bayesian Optimisation Cycle Period Monte Carlo Octave

RVFL Network Results

Having let the tests outlined in my previous post run, I can say that the results are inconclusive ...

6 years ago 0 120

Currency Strength Cycle Period Delay Embedding Feature extraction Machine Learning Octave R

Ideal Cyclic Tau Embedding as Times Series Features

Continuing on from my Ideal Tau for Time Series Embedding post, I have now written an Octave function ...

6 years ago 0 107

Currency Strength Cycle Period Monte Carlo Octave Synthetic Data

Preliminary Test Results of Time Series Embedding

Following on from my post yesterday, this post presents some preliminary results from the test I was running ...

8 years ago 0 118

Cycle Period Octave Synthetic Data

Hidden Markov Modelling of Synthetic Periodic Time Series Data

I am currently working on a method of predicting/projecting cyclic price action, based upon John Ehlers' sinewave indicator ...

9 years ago 0 109

Currency Strength Cycle Period

Currency Strength Indicator

Over the last few weeks I have been looking into creating a currency strength indicator as input to ...

10 years ago 0 114

C++ Cycle Period Octave

Giving Up on Recursive Sine Formula for Period Calculation

I have spent the last few weeks trying to get my recursive sine wave formula for period calculations ...

10 years ago 0 111

Cycle Period Octave

Recursive Sine Wave Formula for Period Calculation

Since my last post I have successfully managed to incorporate the deepmat toolbox into my code, so now ...

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