e****d 发帖数: 333 | 1 a variable/predictor, x_t, indexed by t.
it can be flat for a period of time, then up, then down, up, down, etc.
is there a way to transform this x_t to a y_t, so that in a downtrend, y_t
is much lower, but when in a flat/up trend, y_t is roughly the same as x_t?
Thanks. |
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