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Identify a point in a time series?

Posted 5 years ago

Suppose I have a collection data that corresponds to the trough (not minima) of a time series.

If I want to get its depth, relative to some time after its occurrence, what would be the best way to do this? I'm not really familiar with signal processing techniques and handling noise.

POSTED BY: T P
Posted 5 years ago

MovingAverage: https://reference.wolfram.com/language/ref/MovingAverage.html or

KalmanFilter: https://reference.wolfram.com/language/ref/KalmanFilter.html

I don't know statistics to justify either one. But which one would you recommend to do what I ask for?

POSTED BY: T P
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