Excellent, thanks Igor.
I wish to point out a "small" issue with the accumulation method as Dr Ehlers codes it -
case 1: if(MathAbs(Real[0]) > 0) Phase[0] =...
Type: Posts; User: Lloyd
Excellent, thanks Igor.
I wish to point out a "small" issue with the accumulation method as Dr Ehlers codes it -
case 1: if(MathAbs(Real[0]) > 0) Phase[0] =...
There is a lot to be said in favour of EMD and IMF. This is known, and I welcome this analysis.
A couple downsides are what seems to be the computations required in real time - someone else...
Edit - editing not working without a duplicate post
The Hodrick Prescott filter is well known in economics. It is very good for those purposes.
It is very clunky. OK for long term economic time series, to eliminate the trend from the cycle. Very...
Hi.
This is something I would appreciate coding. Maybe this could go on the Ehlers thread if you decide to code it. I have not seen it elsewhere.
He mentions this, nearly as an...