International Journal of Science, Engineering, and Sustainable Technology (IJSESTech)
Vol 1, No 1 (2014)

Linear Relation of Two Discrete Signals

Cahyono, Edi ( Jurusan Matematika, FMIPA Universitas Halu Oleo)
Saidi, La Ode (Unknown)
Raya, Rasas (Unknown)
., Idris (Unknown)

Article Info

Publish Date
21 Jan 2015

Abstract

We consider two discrete signals that are discrete functions over time. We introduce a method to approximate one signal in a linear form of the other. The coefficient of the linear expression are obtained by applying a least square method. We present an example by using daily data of exchange rates. If an exchange rate of a currency is in a linear form of the other and there is a time leg, then one may predict the dynamics of a currency based on the dynamics of the other. Investors are interested in predicting the dynamics of exchange rates, stocks and commodity prices, if such prediction exists.

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Journal Info
International Journal of Science, Engineering, and Sustainable Technology (IJSESTech)
Website

Abbrev

IJSESTech

Publisher

Universitas Halu Oleo

Subject

Engineering

Description

International Journal of Science, Engineering, and Sustainable Technology (IJSESTech) is an open international journal dedicated to the latest advancements in sciences, applied sciences and engineering, as well as relating sustainable technology. The goal of this journal is to provide a platform for ...