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Sun Dec 23 21:40:01 PST 2018

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Fri May 31 21:40:15 PDT 2019

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Fri_Mar__1_08:01:54_PST_2019

Fourier Transform is one of the most important tools in the modern signal processing world ï¿‚ï¾  It is widely used in communications, geology, acoustic and engineering field.ï¿‚ï¾  However, its capability to decompose time series data into frequency domain has extended its usage to other fields such as finance and business (Read more here). In finance, moving average is a common indicator to track the movement of the stock market.ï¿‚ï¾  However, the period of the moving average indicator is normally selected at the discretion of the users, which sometimes may not be appropriate.ï¿‚ï¾  Fourier Transform is a good tool to determine the period for the moving average.ï¿‚ï¾  The following graph shows the significant period of the KLCI daily closing price determined by Fourier Transform. From the graph, short term significant periods are 8 and 17 days while medium term significant periods are 28, 43, and 61 days.ï¿‚ï¾  Fourier Transform computations could be found in popula...
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0000000000000000000c815ac8cb6b5ed3b540b16830b19eabc1f2f1bdd8e975.html

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