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A Fast Initial Response Approach to Real-Time Financial Surveillance
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mpokojovy/TS.FIR.finsurv
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % A Fast Initial Response Approach to Real-Time Financial Surveillance % % (C) Michael Pokojovy and Andrews T. Anum (2022) % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% This Matlab package implements the fast initial response approach to real-time financial surveillance proposed by Michael Pokojovy and Andrews T. Anum (2022) based on the original SPC methodology developed by by Michael Pokojovy and J. Marcus Jobe (2021). See their recent publication: Michael Pokojovy & J. Marcus Jobe (2021). Univariate fast initial response statistical process control with taut strings, Journal of Applied Statistics, DOI: 10.1080/02664763.2021.1900798 https://www.tandfonline.com/doi/abs/10.1080/02664763.2021.1900798 Data source: https://www.marketwatch.com/investing/stock/fb/download-data Instructions: A) Create a folder and download the TS FIR package from https://github.com/mpokojovy/TS.chart.1D B) Copy the content of the present package to the same folder. (All Matlab filed and CSV tables from this package will be contained in FS.stock.example subfolder.) C) Run main.m from FS.stock.example folder. Adjust settings if necessary. Copyright: Michael Pokojovy and Andrews T. Anum (2022) See license for license conditions
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