Real-Time Signal Extraction (Direct Filter Approach) CRAN Task View: TimeSeries (http://CRAN.R-project.org/view=TimeSeries) The Direct Filter Approach (DFA) provides efficient estimates of signals at the current boundary of time series in real-time. For that purpose, one-sided ARMA-filters are computed by minimizing customized error criteria. The DFA can be used for estimating either the level or turning-points of a series, knowing that both criteria are incongruent. In the context of real-time turning- point detection, various risk-profiles can be operationalized, which account for the speed and/or the reliability of the one- sided filter. Software Suggests: tcltk Marcel Dettling <dtli@zhaw.ch> Marc Wildi & Marcel Dettling GPL (>= 2) 2007-11-20 application/tgz http://CRAN.R-project.org/package=signalextraction