kopia lustrzana https://github.com/gabrielegilardi/SignalFilters
613 B
613 B
Signal Smoothing / Filtering and Generation of Synthetic Time-Series
Reference
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John F. Ehlers, "Cycle Analytics for Traders: Advanced Technical Trading Concepts".
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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".