Package for finding peaks and valleys of time series.
Project description
ZigZag
ZigZag provides functions for identifying the peaks and valleys of a time series. Additionally, it provides a function for computing the maximum drawdown.
For fastest understanding, view the IPython notebook demo tutorial <https://github.com/jbn/ZigZag/blob/master/zigzag_demo.ipynb>_.
Contributing
This is an admittedly small project. Still, if you have any contributions,
please fork this project on github <https://github.com/jbn/ZigZag>_ and
send me a pull request.
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