Predicting the future with Fourier transforms - page 41

 
Trololo:

I, on the contrary, am in favour of Fourier, and I'm told it doesn't work.

I have people here who participated in this thread back then, and they've long since decided on Fourier, what else can you expect from them.


So, if it's proved that Fourier is not suitable for forecasting under any conditions, you'll still be for Fourier and against the author of the post with a proof?
 

AlexeyFX:



So if it's proven that Fourier is not good for prediction under any conditions, you're still for Fourier and against the affair with a proof post?


I'm not trying to make predictions, I'm trying to use it to do a decomposition to see the current state of the market (i.e. to judge how the price change process is progressing now based on the past).

Moreover, in Fourier it ' s not the sinusoidal values themselves that are interesting, but the coefficients under the sinusoid that change as the intervals change, but it's not really that simple.

But it's easier for me to understand it all in a different way. It may be the same with your filters, but I am too far along in this, so I can't judge. https://forum.mql4.com/ru/12030/page39#edit_form

 
Trololo:


I'm not trying to make predictions, it can be used to do a decomposition to see the state of the market at a given moment (i.e. to judge how the price change process is progressing now based on the past).


Fourier is not good for that either, for the same reason.
 
Trololo: I'm all for Fourier, and they tell me it doesn't work.

Where you just studied, people were already teaching )))
 
LeoV:

Where you just studied, people were already teaching ))))
And judging by your posts, they were taught exclusively in philology.
 
AlexeyFX:

Fourier is no good for this either, for the same reason.

Why not? What is the same reason?
 

Trololo: И преподавали судя по вашим постам, исключительно филологию.


It depends on how you look at ))))
 
Rorschach:
If these experts joined their efforts, they could ruin Golden Saki and other banksters.


First of all, to be able to compete with them, the skilled traders need to first acquire such funds that it would be a pain in the neck, but then their influence will have weight and the system will need to be changed, the game is different at the top.

But they will not allow them to develop their capital to such levels without "ties", and many people do not need it.

I personally would not give a shit about millions, I do not need a lot, with the potential to earn millions, it is enough for me to take away many times less, to maintain a standard of living not by luxury yachts and other stuff, but so that not to be poor and not rich. to travel there, to see the world was possible, no no no and to bring friends sometimes. pathos and trumping is not my thing. but this is purely my opinion, I do not know about others.

 
Integer:

Why is it useless? For what reason?


Here correctly wrote that the Fourier transform applies only to periodic functions. But still there are those who want to pull it on forex. They think that they can analyse, predict and get their money before the spectrum changes. So, it's not the changeability of the spectrum that matters, but the fact that the Fourier decomposition is wrong in non-periodic functions .Take a section of a sine wave that is exactly 1 period long and decompose it by Fourier. You get a single harmonic, as it should be. Take a section of the same sine wave not a multiple of a period and you get a bunch of harmonics that are not in the original signal. That's the whole explanation of the 1st Fourier problem on your fingers.

Trololo:


I also do not understand the reason (I understand that it only shows the state of the segment).


It's much worse than that. It only shows the state on a segment correctly in 1 case if the signal is periodic and the conversion is applied to a segment multiple of the period. So it works like a standing clock, it also shows the correct time 2 times a day.

I understand that the inverse transformation will give the original signal on the segment, so the decomposition is supposedly correct anyway. I believe that it is not. Since an unnatural result is obtained, there are obviously no harmonics in the original signal.

 
AlexeyFX:

Fourier is no good for that either, for the same reason.


I don't understand the reason either (I understand that it only shows the state of the segment). That's why I wrote that it's not that simple.

You're saying that if someone proves that Fourier can't be applied here, are you sure that this person has tried and tried absolutely every possible Fourier application?

I'm not talking about primitive things, like trying everything, and you don't know for sure if you've tried everything.

Reason: