Re: [LAU] [Sort of OT] Ringing in filters

From: Chris Cannam <cannam@email-addr-hidden-day-breakfast.com>
Date: Thu May 13 2010 - 10:47:36 EEST

On Wed, May 12, 2010 at 10:09 AM, Chris Cannam
<cannam@email-addr-hidden-day-breakfast.com> wrote:
> I have a vague recollection that Thomas Cavicchi's DSP book opens with
> a treatment of stock market data.

Checked the book -- I'm not sure why I remembered that it "opened"
with that -- it doesn't at all, maybe it was just the first bit I
read.

Stock market data are used in two places: as an illustration of time
aliasing resulting from decimation in the frequency domain (take an
8192-point DFT of 27 years of Dow closings, take only every 8th point,
inverse DFT: observe to general amazement that the result is nothing
like the original), and in a separate exercise in stochastic
modelling.

Chris
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Received on Thu May 13 12:15:01 2010

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