Hi Bryan, The first step is to define a local minimum or maximum for this situation.
Plotting a 3-day rolling average would be pretty straight forward. Is three days sufficient? You could get a 5-day rolling average, then pick five day averages that are are greater than, or less than, their neighboring 5-day averages. You would not do this by comparing successive discreet 5-day periods, though. Instead, each 5-day period needs to overlap its neighbors by 4 days - does that make sense? Also, consider this. You could just look for peaks and valleys that are greater or less than all neighbors within 5 days, or within 10 days. Only the standout data points would show up in that circumstance. I would be wary of trying to approximate your data set with a simple formula, like a sine wave. If you can come up with a good fit, then maybe - but don't settle for a rough fit. On Sat, Dec 4, 2010 at 11:32 PM, Bryan McCormick <br...@deepfoo.com> wrote: > Jerry, > > Yes, that would be far too many hits and there has to be some scaling > applied as a filter for that reason. The criteria more precisely is > "significant" peak and trough values. With significant being the trick. For > example, is the peak or trough 3 percent or more away. > > There is a seasonal and/or trend component to the data. So I think step one > has to be detrending the series first. If you happen to have a good notion > of how to write a least-squares fit that would be a great. I'll then be able > to isolate the peaks and troughs by differencing from that line. > > > _______________________________________________ > use-livecode mailing list > use-livecode@lists.runrev.com > Please visit this url to subscribe, unsubscribe and manage your > subscription preferences: > http://lists.runrev.com/mailman/listinfo/use-livecode > -- Do all things with love _______________________________________________ use-livecode mailing list use-livecode@lists.runrev.com Please visit this url to subscribe, unsubscribe and manage your subscription preferences: http://lists.runrev.com/mailman/listinfo/use-livecode
