Art&Blue-Liberalism
Monday, June 19, 2023
Python: Hankel Matrices H0, H1, Generalised Eigenvalue of H0 and H1, and Singular Value Decomposition (SVD) used for the Matrix Pencil Method (MPM) and Singular Spectrum Analysis (SSA)
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This process is the part of the Python code for Prony method introduced in the last post . The process of finding Hankel matrices, General...
Saturday, May 13, 2023
Edinburgh, 20230513
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My YouTube channel updated! Busy Edinburgh with a lot of tourists where Scottish kids play bagpipe and the other musical instruments!
Tuesday, May 09, 2023
Novel econometric method for non-linear and relatively non-stationary variables: Prony method (signal processing) with Python
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The following data analysis is estimating the daily return (natural log difference) of the foreign exchange rate (FX) of Euro (EUR) based on...
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