13 May
2010
13 May
'10
9:47 a.m.
On Wed, May 12, 2010 at 10:09 AM, Chris Cannam
<cannam(a)all-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