classificadorPico: Cria labels de pico, vale e nivel

In forecasters18/sinais: Features de sinais para time series.

Description

Essa funcao classifica a serie temporal em pico, vale e nivel.

Usage

classificadorPico(y, lag, threshold, influence)

Arguments

y	Vector. Serie temporal.
lag	Numeric. Tamanho da janela desejada para media movel
threshold	Numeric. Numero de desvios padroes.
influence	Numeric. Influence = 0 recalcula o valor do threshold.

Value

list com os seguintes objetos: signals, avgFilter and stdFilter.

References

https://stackoverflow.com/questions/22583391/peak-signal-detection-in-realtime-timeseries-data

Examples

set.seed(412)
df = tibble(serie = rnorm(100, 10, 1))
plot(df$serie, type = 'l')
df$sinal <- timeSeries::classificadorPico(df$serie, lag = 6, threshold = 2, influence = 0.1)$signals
head(df)

forecasters18/sinais documentation built on May 25, 2019, 5:22 p.m.