Signal Filtering

Reference

• John F. Ehlers, "Cycle Analytics for Traders: Advanced Technical Trading Concepts."

• Wikipedia, "Alpha beta filter."

• D. Prichard, and J. Theiler, "Generating surrogate data for time series with several simultaneously measured variables."

• H. Vinod, and J. Lopez-de-Lacalle, "Maximum entropy bootstrap for time series: the meboot R package."

Characteristics

Parameters

Examples