GriffithsDominantCycle

Ehlers DSP cycle dominant-cycle ehlers dsp spectral

Dominant cycle estimation using Griffiths adaptive spectral analysis.

Usage

Use as a robust dominant cycle estimator less sensitive to amplitude changes than DFT-based methods, making it reliable across different market volatility regimes.

Background

The Griffiths method computes the dominant cycle by solving the real-roots of an autocorrelation polynomial. Adapted by Ehlers in Cycle Analytics for Traders, it remains stable even when market amplitude changes rapidly, unlike power-spectrum methods that can shift with volatility.

Parameters

• lower_bound (default: 18): Lower period bound
• upper_bound (default: 40): Upper period bound
• length (default: 40): LMS filter length

Formula

[ Pwr(Period) = \frac{0.1}{(1-Real)^2 + Imag^2} ] [ Real = \sum coef_i \cos(2\pi i / Period) ] [ Imag = \sum coef_i \sin(2\pi i / Period) ]

Source