Research method
Bandpass filter
Bandpass filter is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Conditional forecast or research filter
- Input
- Ordered price, volume or breadth observations
- Horizon
- A defined sampling interval and lookback
- Best use
- Compare an explicit quantitative baseline with an out-of-sample result.
- Input: Ordered price, volume or breadth observations.
- Output: forecast.
- Use boundary: Compare an explicit quantitative baseline with an out-of-sample result.
The graph1
How the method is built, and where it has been read
Depends on
Often reviewed together
Dominant cycle detection4 readings
Read in the archive15 readings
1994Centering a dual lowpass bandpass on a counted cycle1994Constructing a cycle-aligned bandpass from paired lowpass filters1997Zero-lag cycle filters can fail on a price series2008A bandpass filter bank for dominant cycle construction2010Construct a bandpass, cycle, and trend mode detector2010Constructing cycle versus trend mode filters2015Constructing a one-parameter bandpass oscillator from two-bar momentum2015Bandpass cycle models cannot promise certainty2015Constructing decycler oscillators from highpass and bandpass filters2016Dual exponential Super Passband filter construction2017A three-flag swing window with a bandpass midpoint2019Building a three-harmonic Fourier series cycle wave2019Lock a band, take a short lead, then gate empty readings2019Constructing the Voss line from a bandpass and a short FIR sum2020Truncated bandpass construction as a finite-length trend filter
This registry entry describes a research method. It is not investment advice and does not make a performance claim.