On Wed, May 12, 2010 at 01:19:45AM +0200, Fons Adriaensen wrote: > On Tue, May 11, 2010 at 03:36:08PM -0700, Mark Knecht wrote: > > > Actually though, as a test of an idea I had and just because I've got > > the data here, I'm using stock market data, decomposing the data into > > bands of energy if you will, and then summing the bands back together > > to see how close I come to the original data. It works fairly well > > most of the time, but stock data can have big directional moves at > > times which appears as a big transient event. When those events > > complete then the slower filter bands ring and cause large > > displacements in the output. > > So you want a set of filters with the following properties: > > 1. each filter has a frequency response with a shape that allows > an intuitive interpretation as a 'bandpass', i.e. a range of > frequencies, and > > 2. the sum of the filter outputs equals the original input. > > This is a *hard* problem. Basically none of the classical filter > types have these properties. There are filter sets that can do > this but they are quite esoteric. > > 'Ringing' is not really a problem here, each of the individual > filters may ring, as long as this is cancelled by the others > when you add the outputs. > > An FFT will provide a set of filters having property (2), but > each filter has a sin(x)/x shape, which is not really a bandpass. > You can 'improve' the shape by windowing, but that destroys (2). > And anyway using an FFT like this is a 'block' operation - how > a sample is treated depends on its position within the block. > Windowing requires overlapping blocks, and they won't add up > to the original input. > > > I was thinking about tearing into the code for > > something like Jamin to look at what's done there. Maybe there are > > better examples for me to use though? > > Jamin's FFT based filter is not really a filter, it's a vocoder > being used as a filter and it has side effects. Wha??? Um, yuck. I just mastered a CD using Jamin. Was that a mistake? I mastered a CD through a vocoder? Is there a better GPL tool I should have used? > > Now if the purpose of the filtering is to extract 'features' of > the data, you really don't need property (2). And given the > nature of stock market data, I suspect that classic audio filters > are not the right way to extract such features. I'd have a look > at wavelet filters for example. > > Ciao, > > -- > FA > > O tu, che porte, correndo si ? > E guerra e morte ! > _______________________________________________ > Linux-audio-user mailing list > Linux-audio-user@xxxxxxxxxxxxxxxxxxxx > http://lists.linuxaudio.org/listinfo/linux-audio-user _______________________________________________ Linux-audio-user mailing list Linux-audio-user@xxxxxxxxxxxxxxxxxxxx http://lists.linuxaudio.org/listinfo/linux-audio-user
