Description Usage Arguments Details Value References Examples
View source: R/SlidingWindows.R
This function generates sliding windows approach of a time series.
1 | SlidingWindows(y, w = 99)
|
y |
A vector containing univariate time series. |
w |
An integer value indicating the window size w < length(y). If w = length(y), will be computed the function will not slide. |
This function return the matrix with time series sliding windows.
A list containing "w", "SlidingWindows".
Guedes, E.F. Modelo computacional para análise de movimentos e co-movimentos de mercados financeiros, Ph.D. thesis, Programa de Pós-graduação em Modelagem Computacional e Tecnologia Industrial. Centro Universitário Senai Cimatec, 2019.
1 2 | y <- rnorm(100)
SlidingWindows(y,w=99)
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