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jslade


Total Posts: 1188
Joined: Feb 2007
 
Posted: 2019-10-19 18:24
Does anyone have a better periodicity finder than Lomb-Scargle? It's always worked for me, but I feel like with the advent of wavelets and sparse/compressive sensing techniques, there should be something better by now.

This leads to the larger question; are there any references out there for "econometric" or signal processing techniques which incorporate proven "newer" ideas? I mean, the classics work, but I'm assuming there is newish stuff worth knowing, which can be found in handy book-like references rather than collections of papers. Generally speaking I pick up Stephen Taylor's ancient book when I want to think along these lines ... seems weird using a book written in 1986.

"Learning, n. The kind of ignorance distinguishing the studious."

nikol


Total Posts: 830
Joined: Jun 2005
 
Posted: 2019-10-19 19:27
google: signal processing ai

for example
https://medium.com/@alexrachnog/deep-learning-the-final-frontier-for-signal-processing-and-time-series-analysis-734307167ad6

Jurassic


Total Posts: 269
Joined: Mar 2018
 
Posted: 2019-10-20 11:21
@nikol thanks for sharing, the article was a good read

Maggette


Total Posts: 1163
Joined: Jun 2007
 
Posted: 2019-10-21 08:24
Not sure if a wild medium blog posts with a lot of ANN buzzword bingo is what jslade was looking for;)...though I have to say that I share similiar experiences wregarding the suprisingly good performance of CNNs.

As a note: the most I have learned (and I am still learning) about deep learning in time series data was while using data that I generated myself. It is extremly instructive if you know the underlying data generating proccess....and than see what can go wrong:)


@jslade: recently I played around with Empirical Mode Decomposition (EMD) a lot lately and have something in production running with it. Running EMD and fitting something stupid on EMDs worked fine for me.

Ich kam hierher und sah dich und deine Leute lächeln, und sagte mir: Maggette, scheiss auf den small talk, lass lieber deine Fäuste sprechen...

nikol


Total Posts: 830
Joined: Jun 2005
 
Posted: 2019-10-21 18:22
What is a "classic" method? It is a "wildly" acceptable method.

Nah. Giving medium mediocrity grade is pride and vanity. I guess one need just a "newer" idea, while the rest can be elaborated by skilled professional and being made as complex as he/she pleases. People in medium share nice ideas, that's what it is for.

jslade


Total Posts: 1188
Joined: Feb 2007
 
Posted: 2019-10-25 22:14
That article was shit Nikol; not even in the ballpark of econometric technique, and a poor exposition of neural doohickeys to boot. Piss

Thanks M for reminding me about EMD/Hilberty things; I've been meaning to screw around with them again, and indeed might be a good thing to use in place of Lomb periodograms.

Really: there must be a classic econometrics or signal processing book written in the 21st century. Maybe everyone too busy fiddling with Yann's white elephants to notice.

"Learning, n. The kind of ignorance distinguishing the studious."

nikol


Total Posts: 830
Joined: Jun 2005
 
Posted: 2019-10-26 15:43
> That article was shit Nikol

@jslade

EDIT: removed bravado response. stupid display of my own pride and vanity [go to confession corner]
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