DiffFilter: Difference Filter of 1. Order

In Mthrun/TSAT: Time Series Analysis Tools (TSAT)

Difference Filter of 1. Order

Description

Detrending through the computation of differences.

Usage

DiffFilter(x,BackTransformation=FALSE)

Arguments

x	[1:n] numerical vector
BackTransformation	Transforms the difference between values back to the original state given the first element as initial value, see example

Details

Trend correction is often proposed in order to avoid false regressions. The first value of differences is the first value of the numerical vector x in order to enable a transformation back, see example.

Value

dx(1:n) = x(i)-x(lag(1)), mit x(-1) = x(1)

Author(s)

Michael Thrun

References

temporal data mining, Prof. Dr. Ultsch

Examples

DiffFilter(c(4,5,2.87,5.2))

Mthrun/TSAT documentation built on Feb. 5, 2024, 11:15 p.m.