Generating time series attributes

RMRRRMRR Member Posts: 12 Contributor II
edited December 2019 in Help

How does one generate custom time series attributes that uses past labels as inputs.  I understand there are Pre Built processes like Moving Average but for more complex attributes, like, for example an oscillator:

((current example set value) - (low value of historical range (m ) ) /  (high value of historical range (m ) - low of historical range (m) ))

How does one neatly do this such that variable M (the lookback range) is a parameter than can be optimized by one of the optimization processes.  I believe one could potentially window data but that sounds awfully messy.  These types of things are easy in MS Excel but I'm not sure how to approach this in Rapidminer.



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