How to retrend data, after detrending it?

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Rizwan Khan
Rizwan Khan 2021 年 6 月 7 日
コメント済み: Star Strider 2021 年 6 月 9 日
I have some data (inputClosePrice)
i log it, detrend it, and then normalise it.
How can i now get back to the intial set of data for a given point?
detrend function:
https://au.mathworks.com/help/ident/ref/iddata.detrend.html
I've had a look at the retrend function,however, in the example they talk abotu iddata, linear ARX model, simulate model, and i do none of that, as part of my detrending process, so i'm unsure what to send the retrend function.
--- sample of my code given below:
sdata_log = log10(inputClosePrice); %log the data
detrend_LogPrice = detrend(sdata_log, inputPolyDegree); %detrended log price
normalised_detrendedData = detrend_LogPrice;

回答 (1 件)

Star Strider
Star Strider 2021 年 6 月 7 日
There are three different ddetrend funcitons. The one you want is: detrend however it does not return the function it used to detrend the data. If you want to retain that function, use polyfit and polyval instead to create and evaluate the detrending polynomial, then subtract it from the data, do whatever analysis you want, then add that polynomial back to the processed data.
  6 件のコメント
Star Strider
Star Strider 2021 年 6 月 9 日
Please share the data used to produce that plot, and a detailed description of what you want to do with it.

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