kopia lustrzana https://github.com/gabrielegilardi/SignalFilters
649 B
649 B
Signal Filtering
Reference
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John F. Ehlers, "Cycle Analytics for Traders: Advanced Technical Trading Concepts."
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Wikipedia, "Alpha beta filter."
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D. Prichard, and J. Theiler, "Generating surrogate data for time series with several simultaneously measured variables."
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H. Vinod, and J. Lopez-de-Lacalle, "Maximum entropy bootstrap for time series: the meboot R package."