signalextraction: Real-Time Signal Extraction (Direct Filter Approach)

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.

Version: 2.0.3
Suggests: tcltk
Published: 2007-11-20
Author: Marc Wildi & Marcel Dettling
Maintainer: Marcel Dettling <dtli at zhaw.ch>
License: GPL (≥ 2)
In views: TimeSeries
CRAN checks: signalextraction results

Downloads:

Package source: signalextraction_2.0.3.tar.gz
MacOS X binary: signalextraction_2.0.3.tgz
Windows binary: signalextraction_2.0.3.zip
Reference manual: signalextraction.pdf
Vignettes: signalextraction
News/ChangeLog:ChangeLog
Old sources: signalextraction archive