rpatrec: rpatrec: A package to recognise Patterns in (financial) time...

In maiers94/rpatrec: Recognising Visual Charting Patterns in Time Series Data

Description

Generating visual charting patterns and noise, smoothing to find a signal in noisy time series and enabling users to apply their findings to real life data.

A - Data generation and Input

• generator Generate your own Patterns

• noise Generate artificial Noise

• sample.pre Prepare real sample data for use with the package

B - Smoothing and Signal Processing

• mav Moving Average/Median

• kernel Kernel Regression

• savgolay Savitzky-Golay Filter

• splines Smoothing Splines

• loess.rpatrec LOESS

C - Recognising Patterns & Testing

• interpret Recognise different Patterns in time series data

• slicer Recognise multiple Patterns in time series data

• test.smoother Test smoothing algorithms with generated data

Annexe - Data

• data Stock Market Indices - Daily Closing Prices

maiers94/rpatrec documentation built on May 21, 2019, 11:06 a.m.