The kernalMinMax function uses Gaussian Kernel to smooth the time series values in the given window size, and then determine the maxima and minima of that set of values.
Input parameters
| Parameter | Required/Optional | Description |
|---|
| Variable | Required | The time series value to be considered for minima maxima detection. |
| bandwidth | Required | The bandwidth of the Gaussian Kernel calculation. |
| window size | Required | The number of values to be considered for smoothing and determining the extremes. |
| Extrema type | Required | This can be min, max or minmax. |
Output parameters
| Parameter | Name | Description |
|---|
| min or max value | The variable name specified in the input parameter. | The value of the min or max point. |
| extremaType | extrema Type | Indicates whether the returned value is a min value or a max value. |
Examples
Minimum values
The following returns the maximum values for a set of price values.
| Code Block |
|---|
|
from inputStream#timeseries:kernelMinMax(price, 3, 7, ‘min’)
select *
insert into outputStream; |
Maximum values
The following returns the minimum values for a set of price values.
| Code Block |
|---|
|
from inputStream#timeseries:kernelMinMax(price, 3, 7, 'max')
select *
insert into outputStream; |
Minimum and maximum values
The following returns both the minimum values and the maximum values for a set of price values.
| Code Block |
|---|
|
from inputStream#timeseries:kernelMinMax(price, 3, 7, ‘minmax’)
select *
insert into outputStream; |