The basic principle driving fractal generation of time series is that data is generated iteratively based on increasing levels of resolution. The initial series is defined by a so-called initiator pattern and then generators are used to replace each segment of the initial pattern. Regular, repeatable patterns can be produced by using the same seed and generators. By using a set of generators, non-repeatable time series can be produced. This technique is the basis of the fractal time series process in this package.
|Author||Brian Lee Yung Rowe|
|Date of publication||2013-02-05 05:41:05|
|Maintainer||Brian Lee Yung Rowe <email@example.com>|
fractal: Create time series based on fractal generators
fractalrock-package: A package for generating time series data using fractals
getPortfolioPrices: Generate portfolio prices using the fractal process
plotReturns: Plot asset prices and returns for fractal analysis
process: Generate a time series based on stochastic processes
sampleGenerators: Sample patterns for fractal generation of time series
sampleInitiators: Sample seed for fractal generation of time series
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