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Find Local Extrema

  1. #1
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    Smile Find Local Extrema

    Hello!

    I need some help with a seemingly simple, but tricky, task. I need help developing a way to identify local minimums and maximums in a set of relatively noisy data. The data has minimums and maximums that do not have a set periodicity, nor do they have set amplitudes. There may be two data points that share the same value, but one may constitute a maximum or minimum at some time while the other does not at another time. If possible, I would prefer indications through excel functions as opposed to VBA generated indications.

    Ideally, I would like to be able to have variable inputs for the following:

    Search window (i.e. within 10,20,50 data points, search for the local extrema)
    Peak / Trough magnitude (i.e. minimum % of growth / decay (appreciation/depreciation) of magnitude of values)
    The peak / trough magnitude can be the same value, for example 3% growth and 3% decline constitute a recognizable event warranting indication of a local extrema event.

    So a complete example would be, provide indication for a 3% growth/decay event occurring over a minimum period of 10 data points. I have attached a representative sample of data below as well as here: Data1.xlsx

    I can't express how grateful I, and others, would be for any assistance in the resolution of this problem. Thank you for your time.

    -AISI

  2. #2
    Forum Moderator alansidman's Avatar
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    Re: Find Local Extrema

    Your post does not comply with Rule 8 of our Forum RULES. Do not crosspost your question on multiple forums without including links here to the other threads on other forums.

    Cross-posting is when you post the same question in other forums on the web. The last thing you want to do is waste people's time working on an issue you have already resolved elsewhere. We prefer that you not cross-post at all, but if you do (and it's unlikely to go unnoticed), you MUST provide a link (copy the url from the address bar in your browser) to the cross-post.

    Expect cross-posted questions without a link to be closed and a message will be posted by the moderator explaining why. We are here to help so help us to help you!

    Read this to understand why we ask you to do this, and then please edit your first post to include links to any and all cross-posts in any other forums (not just this site).

    Crossposted at: http://www.mrexcel.com/forum/excel-q...l-extrema.html
    Alan עַם יִשְׂרָאֵל חַי


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