Maximum entropy spectrum analysis · TradersWeek

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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

Spectral analysis10 readings

Often reviewed together

Dominant cycle detection24 readings

Read in the archive24 of 32 readings

1984Constructing maximum-entropy spectra for dominant-cycle forecastsCycles and spectral analysis 1984How to construct a maximum-entropy cycle modelCycles and spectral analysis 1984Spectral window gates for index long putsOptions and volatility 1984Constructing a maximum-entropy forecast from a chosen lookbackTime series and forecasting 1985Constructing period-locked half-cycle and full-cycle averagesCycles and spectral analysis 1986Why Fourier windows limit dominant-cycle resolutionCycles and spectral analysis 1987Assembling short-lookback maximum-entropy cycle forecastsCycles and spectral analysis 1988Why a fitted dominant cycle is not a forecastCycles and spectral analysis 1989Evaluating commodity cycle personalities with spectral histogramsCycles and spectral analysis 1989Evaluating next-session cycle forecasts with stopsCycles and spectral analysis 1989Constructing cycle-aged volatility trailing stopsStops and loss limits 1990Constructing adaptive filters from equal-weight averagesTime series and forecasting 1990A channel signal-to-noise gate for dominant-cycle forecastsCycles and spectral analysis 1990Year-over-year dominant cycle personality auditCycles and spectral analysis 1991Cyclic entry from a locked dominant-cycle phaseCycles and spectral analysis 1992Stationarity states on synchronized futures spectral contoursCycles and spectral analysis 1993Physics analogies for building cycle and money flow indicatorsIndicators and filters 1994Constructing a cycle-aligned bandpass from paired lowpass filtersIndicators and filters 1997Hidden horizon assumptions in dominant-cycle readingsCycles and spectral analysis 1997When market cycles are absent more than presentCycles and spectral analysis 1997A spectral estimator that retunes indicators to the measured cycleCycles and spectral analysis 2000Constructing a Hilbert dominant cycle and a maximum-entropy refinementCycles and spectral analysis 2000Switch trend and cycle indicators after a half-cycle dwell testIndicators and filters 2000Constructing a dominant-cycle squelch trend filterCycles and spectral analysis

This registry entry describes a research method. It is not investment advice and does not make a performance claim.