Charting Pattern Support for analyze module

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Joined: Mon Mar 28, 2016 2:56 pm

Charting Pattern

by kagoh » Tue Mar 29, 2016 10:34 am


I have read the article on how you normalized, taking average and aligning pattern to spread article. I would like to understand more on the assumptions made on deriving the pattern.
For the 5 year chart pattern etc at a particular date, how do you derived the pattern for the particular date when some days at different years are at weekend or during irregular holiday date?

For example we just take 3 years:

For ZCZ12-ZCU12 Jul 20 is Friday, Jul 21 is Sat
For ZCZ13-ZCU13 Jul 20 and 21 is Sat and Sun,
For ZCZ14-ZCU14 JUl 20 is Sun, Jul 21 is Mon

So how do you get the value(or average normalized value) for Pattern 3y at Jul 21 (since for 2012 and 2013 it does not have the corresponding value or do you substitute both missing value with some other value)?


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Joined: Tue May 14, 2013 12:59 pm

Re: Charting Pattern

by Roman » Fri Apr 01, 2016 7:16 am

Hi, there is more ways how to align data. Originally we used simpler method, you just take X last days (250 to have one year of data) and then you just simply overlay data for average calculation (you don't care about weekends and holidays). Now we use little bit more complicated method. Weekdays and holidays are filled with the nearest neighbor value. Both methods gives very similar results, the second one produces nicer and smoother pattern.

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