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Repository aimed to gather my works on analyzing and processing a signal using frequency related tools over cryptos and stocks using several approaches

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BaptisteZloch/Frequency-transformation-and-analysis

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Frequency Transformation and Analysis

Repository aimed to gather my works on analyzing and processing a signal using frequency related tools over cryptos and stocks using several approaches. This repo contains several notebooks:

  • 01_Fourrier_smoothing.ipynb : Created a low pass filter using Fast Fourrier Transformation (FFT) in order to denoise a signal. The new signal could be used as input in an ML model or to generate signals.
  • 02_Fourrier_extrapolation.ipynb : Used Fast Fourrier Transformation in output some value as "predictions" using an extrapolation of the fitted fourrier curve.
  • 03_Trend_Decomposition.ipynb : Generated sub signals from a raw signal in order to generate insight or trading indicators.
  • 04_Wavelets_smoothing.ipynb : Created a low pass filter using Discrete Wavelet Transformation (DWT) in order to denoise a signal. The new signal could be used as input in an ML model or to generate signals.
  • 05_Wavelets_spectrum.ipynb : -
  • 06_EMD_smoothing.ipynb : Implemented a filter using Empirical Mode Decomposition (EMD) in order to extract components from a signal.
  • 07_Hurst_exponent_and_fractal.ipynb : Implemented several Hurst exponent calculation to generate a fractal index for a time serie. The second part in about Multifractal Detrended Fluctuation Analysis (MFDFA) to analyze the complexity of a time serie.

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Repository aimed to gather my works on analyzing and processing a signal using frequency related tools over cryptos and stocks using several approaches

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