Technical Analysis of STOCKS & COMMODITIES
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Data Smoothing using a Kalman Filter by Vince Banes
ARTICLE SYNOPSIS...Data Smoothing using a Kalman Filter
by Vince Banes
""The analysis of continuous pricing information works well with
this form of filtering""
The concept of optimum estimation was introduced by Dr. R.E. Kalman in 1960. The first major
application of hi
ARTICLE SYNOPSIS...Least-Squares Data Smoothing by Harold A. Kreamer
Superimposed on and often indistinguishable from daily market data trends are seemingly random fluctuations, known as noise. An analyst wants to remove as much noise from data as possible without degradi