**Snowski:**

Here's something interesting that I saw on the Wave59 website.

I realize that when it looks to good to be true...it probably is...but wanted to get input on this from others.

Description from Lomb Periodogram

The interesting thing here mentioned is:

- uneven sampled series

- no interpolation

See also interesting article attached.

Is this something we should look into and perhaps build?what are the indicators in the image?

or aree you asking someone to make those indicators?

Here's something interesting that I saw on the Wave59 website.

Modified Lomb Periodogram. The red oscillator reveals the relationship to the dominant market cycle. Wave59’s proprietary version is intelligent enough to know when it's confused. The green histogram indicates the level of error so you can trade with confidence.

I realize that when it looks to good to be true...it probably is...but wanted to get input on this from others.

Description from Lomb Periodogram

Method of spectral analysis for unevenly sampled series, such as the beat-to-beat series of cardiovascular signals.Traditional spectral estimators need irregularly sampled series, like the tachogram, to be interpolated and re-sampled evenly. The Lomb periodogram does not require interpolation and for this feature it has been proposed for the analysis of HRV signals (Laguna 1998). It also allows to examine frequencies higher than the mean Nyquist frequency, i.e., the Nyquist frequency one would obtain if the same number of data points were evenly sampled at the average sampling rate.

The method is based on the definition of the Discrete-time Fourier Transform, DFT, for unevenly sampled signals x(tn) (n=1, 2, ...N).

...and...

The Lomb Periodogram weights the data on a "per point" basis instead of on a "per time interval" basis. We assume that our data are the result of a deterministic component of an independent white Gaussian noise process.The interesting thing here mentioned is:

- uneven sampled series

- no interpolation

See also interesting article attached.

Is this something we should look into and perhaps build?

Files: