Spectral 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 graph4

How the method is built, and where it has been read

Depends on

Often reviewed together

Fast Fourier Transform6 readings

Often reviewed together

Maximum entropy spectrum analysis10 readings

Often reviewed together

Fourier analysis16 readings

Often reviewed together

Dominant cycle detection31 readings

Read in the archive24 of 63 readings

1982Building FFT spectra to size cycle filtersCycles and spectral analysis 1982Spectrum-first construction of moving-average trend filtersIndicators and filters 1984How to construct a maximum-entropy cycle modelCycles and spectral analysis 1984Building moving-window spectral cycle forecastsCycles and spectral analysis 1987Evaluating angular cycle overlays on independent stock swingsCycles and spectral analysis 1987Assembling short-lookback maximum-entropy cycle forecastsCycles and spectral analysis 1989Evaluating commodity cycle personalities with spectral histogramsCycles and spectral analysis 1989Constructing analog cycle signatures from price lowsCycles and spectral analysis 1990Year-over-year dominant cycle personality auditCycles and spectral analysis 1990Crowd questions that switch cycle regimesCycles and spectral analysis 1991Auditing moving-average length with Fourier spectraCycles and spectral analysis 1991Closed-form phase for dominant-cycle spectraCycles and spectral analysis 1992Stationarity states on synchronized futures spectral contoursCycles and spectral analysis 1992Constructing a cycle-aware finite impulse response detrenderCycles and spectral analysis 1993Evaluating windowed spectral forecasts of index turning pointsCycles and spectral analysis 1993Antithetic twins to cancel origin-linked forecast biasTime series and forecasting 1994Window length for moving-window spectral forecastsCycles and spectral analysis 1994Bench-testing smoothers with cycle phase and powerCycles and spectral analysis 1994Building dominant-cycle spectra with FFT preprocessingCycles and spectral analysis 1994Constructing a spreadsheet FFT power spectrum from daily pricesCycles and spectral analysis 1994Constructing frequency response from a three-stage filter cascadeCycles and spectral analysis 1994Cycle-tuned momentum with spectral peaksIndicators and filters 1994Constructing WAMI power and phase spectraCycles and spectral analysis 1994Constructing labeled cycle lengths from FFT spectraCycles and spectral analysis

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