"windowing a discontinuous data set"
Hello,
I have a set of intraday data over several days. I am using the windowing operator on it.
The window size is small with regard to the number of intraday data so most of the windowed examples are made of data from the same day, but this operator will, as expected, create some examples that include data from 2 different days.
I would like to remove those examples as they make no sense.
Any idea for creating this kind of filter??
Thank you very much for your help.
I have a set of intraday data over several days. I am using the windowing operator on it.
The window size is small with regard to the number of intraday data so most of the windowed examples are made of data from the same day, but this operator will, as expected, create some examples that include data from 2 different days.
I would like to remove those examples as they make no sense.
Any idea for creating this kind of filter??
Thank you very much for your help.