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• Maximum Entropy Optimization by Anthony W. Warren, Ph.D. and Jack K. Hutson

  ARTICLE SYNOPSIS ...Maximum Entropy Optimization by Anthony W. Warren, Ph.D. and Jack K. Hutson The Maximum Entropy Method (MEM) is a promising new system for short-term Spectrum Analysis and trend forecasting. In this article we discuss the process of obtaining an optimal set of MEM coefficients using the author's code as adapted to the Compu-Trac system. The basic theory and terminology associated with the MEM method are discussed in a Technical Analysis article ""An Introduction to Maximum Entropy Method (MEM) Technical Analysis"", published January/February 1984. To review some of the major points, MEM is a...

AUTHOR: Anthony W. Warren, Ph.D. and Jack HutsonDATE: JUL 1984

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• Finite Impulse Response Filter by ANTHONY WARREN, Ph.D. with JACK K. HUTSON

  ARTICLE SYNOPSIS ...Finite Impulse Response Filter by ANTHONY WARREN, Ph.D. with JACK K. HUTSON Figure 1 and 2 show a comparison of computer output using Fourier analysis Power and then Amplitude plots. It can be seen that the Power Spectrum plot, which is Amplitude squared, makes it very easy to discern which cycles are significant and which are not. The Power Spectrum suggests that cycles with periods of less than 20 days may not be important, in the long move. Figure 3 is an example of computer output plotted from the following Finite Impulse Response (FIR) Filter subroutine using a Hanning weighted moving av...

AUTHOR: Anthony W. Warren, Ph.D. and Jack HutsonDATE: MAY 1983