On Wed, May 12, 2010 at 10:09 AM, Chris Cannam <cannam@xxxxxxxxxxxxxxxxxxxxx> 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 _______________________________________________ Linux-audio-user mailing list Linux-audio-user@xxxxxxxxxxxxxxxxxxxx http://lists.linuxaudio.org/listinfo/linux-audio-user
