Abstract:
We describe the method of technical analysis of highly volatile markets in the framework of signal processing theory, which uses Chebyshev filter. Berg method is used to estimate spectral density of the signal power. The algorithm of optimal AR-model order calculation is given. The method for profit rate estimation based on artificial noise generation, preserving its structure, is developed.
Keywords:linear filter, median filter, Chebyshev filter, spectral estimation, Berg method.