TSrepr (version 1.0.4)

trending: Creates bit-level (trending) representation from a vector

Description

The trending Computes bit-level (trending) representation from a vector.

Usage

trending(x)

Arguments

x

the numeric vector (time series)

Value

the integer vector of zeros and ones

Details

Trending transforms time series to bit-level representation.

It is defined as follows: $$repr_t = {1 if x_t - x_{t+1} < 0 , 0 otherwise,}$$ where \(x_t\) is a value of a time series.

See Also

clipping

Examples

# NOT RUN {
trending(rnorm(50))

# }