Timeline for Estimating the derivative of a noisy, non-uniformly sampled function
Current License: CC BY-SA 2.5
8 events
| when toggle format | what | by | license | comment | |
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| Sep 12, 2013 at 16:03 | history | edited | Ricardo Andrade |
removed tag 'tag-removed'
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| Apr 13, 2012 at 3:37 | answer | added | Greg Stanley | timeline score: 0 | |
| Mar 15, 2011 at 23:20 | answer | added | Rod Carvalho | timeline score: 0 | |
| Feb 18, 2011 at 21:26 | vote | accept | Grönwall | ||
| Feb 14, 2011 at 4:06 | answer | added | Igor Rivin | timeline score: 1 | |
| Feb 13, 2011 at 17:18 | comment | added | Brian Borchers | What makes you think that the underlying signal is differentiable? If it isn't, then why are you trying to find its derivative? it might be more appropriate to look at the average rate of change of the exchange rate over some fixed period of time. If that period is reasonably long compared to time between samples, then it should be relatively easy to get a smoothed average rate of change of the exchange rate. Another question you should probably be asking yourself is what significance the volume numbers have. | |
| Feb 13, 2011 at 17:14 | comment | added | Andrey Rekalo | I think this question would be more suitable for the quantitative finance community: quant.stackexchange.com | |
| Feb 13, 2011 at 17:10 | history | asked | Grönwall | CC BY-SA 2.5 |