trending {TSrepr}R Documentation

Creates bit-level (trending) representation from a vector

Description

The trending Computes bit-level (trending) representation from a vector.

Usage

trending(x)

Arguments

x

the numeric vector (time series)

Details

Trending transforms time series to bit-level representation.

It is defined as follows:

repr_t = {1 if x_t - x_{t+1} < 0 , 0 otherwise,}

where x_t is a value of a time series.

Value

the integer vector of zeros and ones

Author(s)

Peter Laurinec, <tsreprpackage@gmail.com>

See Also

clipping

Examples

trending(rnorm(50))


[Package TSrepr version 1.1.0 Index]