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2 votes
3 answers
223 views

Algorithm to detect down-up-down pattern in time series

I'm trying to write an online algorithm in Python to detect this below Down-Up-Down pattern in time-series. It's not hard to do roughly if I calculate 3 contiguous non-overlapping moving averages, and ...
1 vote
1 answer
137 views

Are there any recursive online max/min filters for time-series

Are there any online recursive filters that can approximate local, time-varying minimum and maximum values of a time series?