PINE LIBRARY
TimeSeriesGrammianAngularField

Library "TimeSeriesGrammianAngularField"
provides Grammian angular field and associated utility functions.
___
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
researchgate.net/figure/IMU-sensor-data-imaging-via-Gramian-Angular-Field-in-MMTSA_fig1_364439514
method normalize(data, a, b)
Normalize the series to a optional range, usualy within `(-1, 1)` or `(0, 1)`.
Namespace types: array<float>
Parameters:
data (array<float>): Sample data to normalize.
a (float): Minimum target range value, `default=-1.0`.
b (float): Minimum target range value, `default= 1.0`.
Returns: Normalized array within new range.
___
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
normalize_series(source, length, a, b)
Normalize the series to a optional range, usualy within `(-1, 1)` or `(0, 1)`.\
*Note that this may provide a different result than the array version due to rolling range*.
Parameters:
source (float): Series to normalize.
length (int): Number of bars to sample the range.
a (float): Minimum target range value, `default=-1.0`.
b (float): Minimum target range value, `default= 1.0`.
Returns: Normalized series within new range.
method polar(data)
Turns a normalized sample array into polar coordinates.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Converted array into polar coordinates.
polar_series(source)
Turns a normalized series into polar coordinates.
Parameters:
source (float): Source series.
Returns: Converted series into polar coordinates.
method gasf(data)
Gramian Angular Summation Field *`GASF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GASF`* values.
method gasf_id(data)
Trig. identity of Gramian Angular Summation Field *`GASF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GASF`* values.
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
method gadf(data)
Gramian Angular Difference Field *`GADF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GADF`* values.
method gadf_id(data)
Trig. identity of Gramian Angular Difference Field *`GADF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GADF`* values.
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
provides Grammian angular field and associated utility functions.
___
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
researchgate.net/figure/IMU-sensor-data-imaging-via-Gramian-Angular-Field-in-MMTSA_fig1_364439514
method normalize(data, a, b)
Normalize the series to a optional range, usualy within `(-1, 1)` or `(0, 1)`.
Namespace types: array<float>
Parameters:
data (array<float>): Sample data to normalize.
a (float): Minimum target range value, `default=-1.0`.
b (float): Minimum target range value, `default= 1.0`.
Returns: Normalized array within new range.
___
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
normalize_series(source, length, a, b)
Normalize the series to a optional range, usualy within `(-1, 1)` or `(0, 1)`.\
*Note that this may provide a different result than the array version due to rolling range*.
Parameters:
source (float): Series to normalize.
length (int): Number of bars to sample the range.
a (float): Minimum target range value, `default=-1.0`.
b (float): Minimum target range value, `default= 1.0`.
Returns: Normalized series within new range.
method polar(data)
Turns a normalized sample array into polar coordinates.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Converted array into polar coordinates.
polar_series(source)
Turns a normalized series into polar coordinates.
Parameters:
source (float): Source series.
Returns: Converted series into polar coordinates.
method gasf(data)
Gramian Angular Summation Field *`GASF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GASF`* values.
method gasf_id(data)
Trig. identity of Gramian Angular Summation Field *`GASF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GASF`* values.
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
method gadf(data)
Gramian Angular Difference Field *`GADF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GADF`* values.
method gadf_id(data)
Trig. identity of Gramian Angular Difference Field *`GADF`*.
Namespace types: array<float>
Parameters:
data (array<float>): Sampled data values.
Returns: Matrix with *`GADF`* values.
Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
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Pine脚本库
秉承TradingView的精神,作者已将此Pine代码作为开源库发布,以便我们社区的其他Pine程序员可以重用它。向作者致敬!您可以私下或在其他开源出版物中使用此库,但在出版物中重用此代码须遵守网站规则。
免责声明
这些信息和出版物并非旨在提供,也不构成TradingView提供或认可的任何形式的财务、投资、交易或其他类型的建议或推荐。请阅读使用条款了解更多信息。