rpatrec (version 1.0.1)

rpatrec: rpatrec: A package to recognise Patterns in (financial) time series Data

Description

Generating visual charting patterns and noise, smoothing to find a signal in noisy time series and enabling users to apply their findings to real life data.

A - Data generation and Input

• generator Generate your own Patterns
• noise Generate artificial Noise
• sample.pre Prepare real sample data for use with the package

B - Smoothing and Signal Processing

• mav Moving Average/Median
• kernel Kernel Regression
• savgolay Savitzky-Golay Filter
• splines Smoothing Splines
• loess.rpatrec LOESS

C - Recognising Patterns & Testing

• interpret Recognise different Patterns in time series data
• slicer Recognise multiple Patterns in time series data
• test.smoother Test smoothing algorithms with generated data

Annexe - Data

• data Stock Market Indices - Daily Closing Prices