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Tagged with online-processing time-domain
2 questions
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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
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1
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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?