SlidingWindows {SlidingWindows} | R Documentation |
This function generates sliding windows approach of a time series.
SlidingWindows(y, w = 99)
y |
A vector containing univariate time series. |
w |
An integer value indicating the window size |
This function return the matrix with time series sliding windows.
A list containing "w", "SlidingWindows".
Guedes, E.F. Modelo computacional para análise de movimentos e co-movimentos de mercados financeiros, Ph.D. thesis, Programa de Pós-graduação em Modelagem Computacional e Tecnologia Industrial. Centro Universitário Senai Cimatec, 2019.
y <- rnorm(100)
SlidingWindows(y,w=99)