Research method
Finite Impulse Response Filter
Finite Impulse Response 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 graph2
How the method is built, and where it has been read
Depends on
Often reviewed together
Moving average5 readings
Often reviewed together
Exponential smoothing5 readings
Read in the archive14 readings
1982An odd-length smoother from a cycle cutoff1989Smoothing filters, cutoff, poles, and sample delay1992Constructing a cycle-aware finite impulse response detrender2002Timing market cycles with finite impulse response filters and FFT2002Constructing zero-lag finite-impulse-response and exponential smoothers2002Rebuild a smoother by writing the lag into the coefficients2002Constructing the relative strength index with an even-order finite-impulse-response prefilter2003Recursive and cascaded moving-average construction2006One second-order transfer function, a family of trend filters2006Constructing lowpass, highpass, and finite impulse response filters from one recurrence2018Constructing a Finite Impulse Response Filter compared with Exponential smoothing2019Constructing the Voss line from a bandpass and a short FIR sum2020Truncated bandpass construction as a finite-length trend filter2020Finite-memory truncation for cycle filters
This registry entry describes a research method. It is not investment advice and does not make a performance claim.