Signal Smoothing / Filtering and Generation of Synthetic Time-Series

Reference

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

• 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