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hajixde
2023年1月11日午前8時19分

Kalman Filter [by Hajixde] 

Euro / Canadian DollarFOREX.com

詳細

A simple form of recursive filtering using an adjustable gain and a memory length.
The filter predicts the next sample based on the previous values and the calculated error.

リリースノート

Regression fitter updated.
Error estimator updated.

リリースノート

A secondary filter is added.
Slope and intercept calculations are done by calling a function.
コメント
dpanday
How to use this?
hajixde
@dpanday, like any other filter such as EMA, MA, etc.
詳細