Research method
Highpass filter
Highpass 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 archive
Where the method has been read
Read in the archive7 readings
2006Constructing lowpass, highpass, and finite impulse response filters from one recurrence2006Constructing a trend filter from a cycle-length moving average and a highpass residual2014Constructing a roofed stochastic from highpass and lowpass stages2014The dual-K highpass roofing filter is unfinished until three choices are written together2015Constructing decycler oscillators from highpass and bandpass filters2015Constructing a decycler from high-pass cancellation2020Finite-memory truncation for cycle filters
This registry entry describes a research method. It is not investment advice and does not make a performance claim.