Recent content by caperover

Now I have implemented causal SSA, causal HHT, Polynomial filters, band pass filter, enhanced MESA, structrual model, and it turns out that all these prodcue similar results, which is kind of expected. I will try them in the context of a mean reverting strategy. One problem is that they are not...

Hi, arryex, Thanks a lot for your figure. Indeed, they are quite similar, although the original version is a little bit smoother. For stationary inputs, the trick does work well. I like it. Thanks, Caperover

Hi, arryex, CSSA looks more like a bandpass filter while SSA does not. I am wondering how different SSA and CSSA are. Do you have some comparison between SSA and CSSA with the same parameters? I am also interesting in how ESN acts like a filter since the otherput is so smooth. Thanks, CR