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
Examples
trending(rnorm(50))
[Package TSrepr version 1.1.0 Index]