Figure 5. The overshooting in the pass-band of the frequency response function multivariate filter. The spikes above one in the pass-band indicate this and will most-likely produce overshooting in the signal out-of-sample.
Overshooting Amplitudes
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading
Combining Computational Methodologies for Real-Time Learning and Signal Extraction
Hybrid Signal Extraction, Machine Learning, and Algorithmic Financial Trading 
