Technical Studies Reference

Chikou Span

Calculates and displays a Chikou Span (aka Lagging Span) of the data specified by the Input Data Input.

Let \(X\) be a random variable denoting the Input Data, and let \(X_t\) be the value of the Input Data at Index \(t\). Let the Input Chikou Span Length be denoted as \(n\). Let \(i\) denote a value of the Index between \(0\) and the current Index \(t\). Then we denote the Chikou Span at Index \(i\) for the given Inputs as \(CS_i(X,n)\), and we compute it as follows.

\(\displaystyle{CS_{i - n}(X,n) = \left\{ \begin{matrix} 0 & 0 \leq i < n \\ X_i & n \leq i \leq t \end{matrix}\right .}\)

This is equivalent to the following, more intuitive, formula.

\(\displaystyle{CS_i(X,n) = \left\{ \begin{matrix} X_{i + n} & 0 \leq i \leq t - n \\ 0 & t - n < i \leq t \end{matrix}\right .}\)



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*Last modified Friday, 05th January, 2018.