Art&Blue-Liberalism
Wednesday, July 12, 2023
Novel econometric method: Short-Time Prony Transform 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...
Friday, July 07, 2023
Comparing the clusters with the different sampling rate following Shannon-Nyquist theorem
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This Python programming tests how important to set the sampling rate denoted by M. Shannon-Nyquist requirements claims that the sampling r...
Wednesday, June 28, 2023
Synthetic complex time series data: Python generator
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The following Python code generates the synthetic time series based on real numbers and complex numbers. This is useful to simulate the busi...
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...
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