SlidingWindows (version 0.2.0)

SlidingWindows: Sliding Windows.

Description

This function generates sliding windows approach of a time series.

Usage

SlidingWindows(y, w = 99)

Arguments

y

A vector containing univariate time series.

w

An integer value indicating the window size \(w < length(y)\). If \(w = length(y)\), will be computed the function will not slide.

Value

A list containing "w", "SlidingWindows".

Details

This function return the matrix with time series sliding windows.

References

Guedes, E.F. Modelo computacional para an<U+00E1>lise de movimentos e co-movimentos de mercados financeiros, Ph.D. thesis, Programa de P<U+00F3>s-gradua<U+00E7><U+00E3>o em Modelagem Computacional e Tecnologia Industrial. Centro Universit<U+00E1>rio Senai Cimatec, 2019.

Examples

# NOT RUN {
y <- rnorm(100)
SlidingWindows(y,w=99)

# }