TSINSTANT(1)							  TSINSTANT(1)



NAME
       tsinstant - take the instantaneous fraction of change of a time series

SYNOPSIS
       tsinstant [-a] [-r] [-s] [-t] [-u] [-v] [filename]

DESCRIPTION
       Tsinstant is for finding the instantaneous fraction of change in a time
       series. The value of a sample in the time series is subtracted from the
       previous  sample  in  the  time series, and divided by the value of the
       previous sample. For Brownian motion, random walk fractals,  the  abso-
       lute  value  of	the  instantaneous fraction of change is also the root
       mean square of the instantaneous  fraction  of  change,	(the  absolute
       value  of  the  normalized increments, when averaged, is related to the
       root mean square of the increments by a	constant.  If  the  normalized
       increments are a fixed increment, the constant is unity. If the normal-
       ized increments have a Gaussian	distribution,  the  constant  is  ~0.8
       depending  on  the  accuracy  of  of "fit" to a Gaussian distribution).
       Squaring this value is the average of  the  instantaneous  fraction  of
       change,	and  adding  unity  to the absolute value of the instantaneous
       fraction of change, and dividing by two, is the Shannon probability  of
       the instantaneous fraction of change. The values are printed to stdout.

       For fractional Brownian motion time series, substantial filtering  will
       be  required  of  the  output  time  series. The programs tspole(1) and
       tsavgwindow(1) may be used, perhaps in a cascade fashion, to  implement
       a  filtering  technique, which potentially could be used in an adaptive
       computational system. Markov techniques may also  be  applicable.  Note
       that  in fractal time series, the short term correlation, say less than
       three time units as a typical value, is quite high-this can be verified
       by  the	tshurst(1) program, eg., filtering, to find the average value,
       over a few time units, may be an advantageous strategy in adaptive com-
       putational control systems.

       The  input file structure is a text file consisting of records, in tem-
       poral order, one record per time  series  sample.   Blank  records  are
       ignored,  and  comment  records are signified by a '#' character as the
       first non white space character in the record. Data records  must  con-
       tain at least one field, which is the data value of the sample, but may
       contain many fields-if the record contains many fields, then the  first
       field  is regarded as the sample's time, and the last field as the sam-
       ple's value at that time.

OPTIONS
       -a     Print the instantaneous average of the increment.

       -r     Print the instantaneous root mean square of the increment.

       -s     Print the instantaneous Shannon probability of the increment.

       -t     Sample's time will be included in the output time series.

       -u     Print the instantaneous sign of the unity of the increment.

       -v     Print the version and copyright banner of the program.

       filename
	      Input filename.

WARNINGS
       There is little or no provision for handling numerical exceptions.

SEE ALSO
       tsderivative(1),  tshcalc(1),  tshurst(1),   tsintegrate(1),   tslogre-
       turns(1),  tslsq(1),  tsnormal(1),  tsshannon(1),  tsblack(1), tsbrown-
       ian(1), tsdlogistic(1), tsfBm(1), tsfractional(1), tsgaussian(1), tsin-
       tegers(1), tslogistic(1), tspink(1), tsunfairfractional(1), tswhite(1),
       tscoin(1),   tsunfairbrownian(1),    tsfraction(1),    tsshannonmax(1),
       tschangewager(1),    tssample(1),   tsrms(1),   tscoins(1),   tsavg(1),
       tsXsquared(1), tsstockwager(1), tsshannonwindow(1),  tsmath(1),	tsavg-
       window(1),   tspole(1),	tsdft(1),  tsbinomial(1),  tsdeterministic(1),
       tsnumber(1),    tsrmswindow(1),	   tsshannonstock(1),	  tsmarket(1),
       tsstock(1), tsstatest(1), tsunfraction(1), tsshannonaggregate(1), tsin-
       stant(1),  tsshannonvolume(1),  tsstocks(1),   tsshannonfundamental(1),
       tstrade(1),   tstradesim(1),  tsrunlength(1),  tsunshannon(1),  tsroot-
       mean(1), tsrunmagnitude(1), tskurtosis(1), tskurtosiswindow(1), tsroot-
       meanscale(1),	tsscalederivative(1),	 tsgain(1),    tsgainwindow(1)
       tscauchy(1), tslognormal(1), tskalman(1), tsroot(1), tslaplacian(1)

DIAGNOSTICS
       Error messages for incompatible arguments, failure to allocate  memory,
       inaccessible files, and opening and closing files.

AUTHORS
       ----------------------------------------------------------------------

       A license is hereby granted to reproduce this software source code and
       to create executable versions from this source code for personal,
       non-commercial use.  The copyright notice included with the software
       must be maintained in all copies produced.

       THIS PROGRAM IS PROVIDED "AS IS". THE AUTHOR PROVIDES NO WARRANTIES
       WHATSOEVER, EXPRESSED OR IMPLIED, INCLUDING WARRANTIES OF
       MERCHANTABILITY, TITLE, OR FITNESS FOR ANY PARTICULAR PURPOSE.  THE
       AUTHOR DOES NOT WARRANT THAT USE OF THIS PROGRAM DOES NOT INFRINGE THE
       INTELLECTUAL PROPERTY RIGHTS OF ANY THIRD PARTY IN ANY COUNTRY.

       Copyright (c) 1994-2006, John Conover, All Rights Reserved.

       Comments and/or bug reports should be addressed to:

	   john@email.johncon.com (John Conover)

       ----------------------------------------------------------------------



			       January 10, 2006 		  TSINSTANT(1)