signalextraction: Real-Time Signal Extraction (Direct Filter Approach)
The Direct Filter Approach (DFA) provides efficient
estimates of signals at the current boundary of time series in
real-time. For that purpose, one-sided ARMA-filters are
computed by minimizing customized error criteria. The DFA can
be used for estimating either the level or turning-points of a
series, knowing that both criteria are incongruent. In the
context of real-time turning- point detection, various
risk-profiles can be operationalized, which account for the
speed and/or the reliability of the one- sided filter.
| Version: |
2.0.3 |
| Suggests: |
tcltk |
| Published: |
2007-11-20 |
| Author: |
Marc Wildi & Marcel Dettling |
| Maintainer: |
Marcel Dettling <dtli at zhaw.ch> |
| License: |
GPL (≥ 2) |
| NeedsCompilation: |
no |
| In views: |
TimeSeries |
| CRAN checks: |
signalextraction results |
Downloads: