Overview
The ARIMA (AutoRegressive Integrated Moving Average) Indicator is a powerful tool used to forecast future price movements by combining differencing, autoregressive, and moving average components. This indicator is designed to help traders identify trends and potential reversal points by analyzing the historical price data.
Key Features
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Library "TimeSeriesRecurrencePlot"
In descriptive statistics and chaos theory, a recurrence plot (RP) is a plot showing, for each moment i i in time, the times at which the state of a dynamical system returns to the previous state at `i`, i.e., when the phase space trajectory visits roughly the same area in the phase space as at time `j`.
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A recurrence plot...
Library "TimeSeriesGrammianAngularField"
provides Grammian angular field and associated utility functions.
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Reference:
*Time Series Classification: A review of Algorithms and Implementations*.
www.researchgate.net
method normalize(data, a, b)
Normalize the series to a optional range, usualy within `(-1, 1)` or `(0, 1)`.
Namespace types:...
An indicator that is a parametric lag power filter.
I'm starting Time Series Analysis by Hamilton James Douglas, to try to find some fun ideas to test and upgrade my skills on that subject and share them when it produce something that can be useful.
The idea behind that indicator, it's to only get the shape of the biggest movement in percent.
To solve that...
A tool to plot auto correlation of time series, this is useful in identifying periodicity in a time series or signal.
Due to the limits of Pine Script you'll need to add it multiple times if you want autocorrelation beyond 55 periods. I have added it 4 times here for 220 periods.
For more information on Autocorrelation see: en.wikipedia.org
Note: There are 1...
TimeSync by Kingthies
Written in Pine v4
Applies one function that was published in the Tradingview Pinescript Manual
The Motivation behind this script - Time is 50% of your chart. Many ignore it entirely. This should help give an idea on how to read it and incorporate it in their analysis.
TimeSync by KingThies takes a simple concept and turns it...
![ETHUSDTPERP: [Max] Power lag analysis](https://s3.tradingview.com/g/gKflGvA6_mid.png "[Max] Power lag analysis")
