I Can the Fourier transform be applied to moving averages with Python?

Click For Summary
The discussion centers on applying the Fourier transform (FT) to signals derived from moving averages for analysis and backtesting. Participants question the effectiveness of using FT on lowpass filtered signals versus the original signals. The original poster clarifies their intent to analyze the Fourier transform of the original signal for better insights. There is a call for more specific details regarding the characteristics of the signals in question to facilitate more targeted assistance. Overall, the conversation emphasizes the importance of clarity in defining the signals and the analysis goals.
herchell
Messages
2
Reaction score
0
I would like to compare and backtest these signals by applying Fourier transform to the signals received from moving averages. I would be very pleased if you could share your opinions and suggestions on this issue.
 
Mathematics news on Phys.org
Welcome to PF.

Can you say more about "these signals"? What are their characteristics? And when you do a moving average on a signal, that is basically a lowpass digital filter that you are applying. Do you really want a FT (or FFT) of this lowpass filtered signal, or do you want to FT the original signal?
 
Reply
  • Like
Likes Vanadium 50
berkeman said:
Welcome to PF.

Can you say more about "these signals"? What are their characteristics? And when you do a moving average on a signal, that is basically a lowpass digital filter that you are applying. Do you really want a FT (or FFT) of this lowpass filtered signal, or do you want to FT the original signal?
I want the fourier transform of the original signal. Wouldn't that be more effective for analysis?
 
herchell said:
these signals
herchell said:
the original signal
herchell said:
the signals received from moving averages

:welcome:

Perhaps you could be a bit more specific about what exactly you have and what you want to do. Now we have to guess how to help you .

##\ ##
 
Reply
  • Like
Likes Vanadium 50 and berkeman

Thread 'Trigonometry problem of interest'

Seemingly by some mathematical coincidence, a hexagon of sides 2,2,7,7, 11, and 11 can be inscribed in a circle of radius 7. The other day I saw a math problem on line, which they said came from a Polish Olympiad, where you compute the length x of the 3rd side which is the same as the radius, so that the sides of length 2,x, and 11 are inscribed on the arc of a semi-circle. The law of cosines applied twice gives the answer for x of exactly 7, but the arithmetic is so complex that the...
View full post »

Similar threads

I The precise relationship between Fourier series and Fourier transform
Replies
12
Views
4K
B Time-evolving Fourier transform
Replies
2
Views
2K
A Memory issues in numerical integration of oscillatory function
Replies
3
Views
2K
B How to calculate the Fourier transform of sin(a*t)*exp(-t/b) ?
Replies
7
Views
2K
Fourier Transform: Nonperiodic vs Periodic Signals
Replies
5
Views
2K
I Why is the Signal from a Discrete Fourier Transform considered periodic?
Replies
5
Views
2K
I Truncated Fourier transform and power spectral density
Replies
3
Views
2K
I Please discuss discrete Fourier analysis
Replies
12
Views
2K
I Informational content in 2D discrete Fourier transform
Replies
5
Views
2K
Using fourier transform to find moving average
Replies
5
Views
6K