tag:blogger.com,1999:blog-107568321062020427.post2855871561497713078..comments2023-09-19T00:48:06.643-07:00Comments on Intelligent Trading: Practical Implementation of Neural Network based time series (stock) prediction - PART 2Intelligent Tradinghttp://www.blogger.com/profile/17765336450326139518noreply@blogger.comBlogger22125tag:blogger.com,1999:blog-107568321062020427.post-85060758409254673872012-06-25T12:50:28.225-07:002012-06-25T12:50:28.225-07:00Gela,
The values of s-4 ..s-1 are called embedded ...Gela,<br />The values of s-4 ..s-1 are called embedded delay attributes. They are delayed or prior versions of the current signal value, signal.<br />You can just cut and paste parts of signal down for each column.<br />I.e. if signal column has <br />and current value is 6 with column history of 3,4,5,6 then s-1 would be 3,4,5<br />s-2 3,4 and so on. Because you will have unused values at the top, just cut those rows out.<br /><br />Good Luck,<br />ITIntelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-7790959670259024562012-06-22T22:32:29.223-07:002012-06-22T22:32:29.223-07:00Hi,
I am doing a project on neural networks.I ...Hi,<br /> I am doing a project on neural networks.I am just in the initial phase. so that i dont know much about it. but i would like know more about how we will get the values of s-4 s-3 s-2 s-1 and signal and what does each represents.can just give me brief idea about itgelanoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-67649515515193548932012-01-04T14:26:47.051-08:002012-01-04T14:26:47.051-08:00Thanks farha.
ITThanks farha. <br /><br />ITIntelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-8165946485454361962012-01-03T16:59:10.383-08:002012-01-03T16:59:10.383-08:00very useful informationvery useful informationfarhahttps://www.blogger.com/profile/15701991631105277717noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-53817150722807051712010-11-25T13:57:30.602-08:002010-11-25T13:57:30.602-08:00Hi,
When I ran this tutorial, I manually cut and p...Hi,<br />When I ran this tutorial, I manually cut and pasted the columns over in excel. Just take the target variable and copy one row down, and paste over, two down, etc... and crop the top or bottom extras.<br /><br />However, you can automatically do it in VBA, if you have familiarity, or any other common program. <br /><br />Cheers,<br />ITIntelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-24490137042536902422010-11-25T04:41:28.259-08:002010-11-25T04:41:28.259-08:00Hello, great post!
I’m having some trouble with W...Hello, great post!<br /><br />I’m having some trouble with Weka.<br />I have a normal CSV file with 2 attributes (Index, Value).<br /><br />Index,Value<br />1,2<br />2,4<br />3,6<br />4,8<br />…….<br /><br />Weka can read the file without problem but it doesn’t create automatically the “delayed or embedded (dimension) variables”, only 2 attributes are visible. <br />How can I create the delayed variables (Value-1, Value-2….)?<br /><br />Thanks<br />ClaudioAnonymousnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-67324265413499346062010-10-29T10:21:08.484-07:002010-10-29T10:21:08.484-07:00Thanks very much. Perfect introduction.
Joe Kwia...Thanks very much. Perfect introduction.<br /><br />Joe KwiatkowskiJoe Kwiatkowskihttp://joejk.comnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-90755488995108377032010-05-13T00:11:51.483-07:002010-05-13T00:11:51.483-07:00Leon, the example for figure seven was set up with...Leon, the example for figure seven was set up with a 66^ split on training and test data. The 33% of out of sample data is a one day ahead prediction.<br />The results in fig 7 were captured and pasted into excel to show the actual vs. predicted data for the 1 day look forward value. All of the examples posted follow this methodology.Intelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-15660623219254865572010-05-11T02:37:39.163-07:002010-05-11T02:37:39.163-07:00OK, I undstand now. Lets say I'd like to predi...OK, I undstand now. Lets say I'd like to predict the next value for this shinewave model, following your instructions I got a lot of predicted values like in fig7. So how to configure weka to show just the next predicted value (how to get an predition interval of 1 day).<br /><br />Thank you!Leonnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-28469918800423874552010-05-10T17:17:44.871-07:002010-05-10T17:17:44.871-07:00Although it is possible, the general default for W...Although it is possible, the general default for Weka is only 1 output. You can ask on the nabble Weka thread how to enable multivariate output predictions, or I'm afraid you'll have to find a suitable language to write your own multivariate output NN architecture.<br /><br />An alternative method would be to simple use the inputs and train one variable output for each input set. I.e. train a net for 1 day pred for past year. Then train another net for 2 day prediction, etc. This approach is more cumbersome and less efficient, however.Intelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-58812617568604341132010-05-10T07:13:34.441-07:002010-05-10T07:13:34.441-07:00Hi, I'm having a few problems or maybe I'm...Hi, I'm having a few problems or maybe I'm just misunderstanding something, here is what I like to do: I'm trying to forecast the next five DAX stock changes where the data from the past year will be used as training set, so I basically just want the 5 next values. Is that possible with this model? Thank you very much!Leonnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-53688713289499706392010-05-04T12:34:24.822-07:002010-05-04T12:34:24.822-07:00Mario,
Inside of excel, when you save your spread...Mario,<br /><br />Inside of excel, when you save your spreadsheet of time series values to learn (as shown in tutorial),<br />make sure to save the file as CSV (Comma Delimited) under choices, not cvs or xls).<br /><br />Also, occasionally it might complain if it doesn't like the format for some reason. Try to avoid labels and make sure it is raw numbers in general format to see if you can get it to work.Intelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-43035969947641062072010-05-04T05:34:11.890-07:002010-05-04T05:34:11.890-07:00Hi there,
I'm having problems opening .CVS in ...Hi there,<br />I'm having problems opening .CVS in WEKA, getting error ".cvs not regognized as ab .CVS data files file". <br />I just saved my signals column as .CVS (comma delimited) is that right? What what exactly has to be saved as .CVS ?<br />Some help would be nice, THANK YOU!marionoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-78209905204060339142010-03-25T00:25:06.776-07:002010-03-25T00:25:06.776-07:00bara, those values are just numerical rounding val...bara, those values are just numerical rounding values that represent the value 0. Try not to focus to much on exactness (I gave the exact equations in an earlier reply signal=sin(2pifo/fs),<br />fs =1/Ts where Ts is the interval or difference between column row values. Focus more on getting a simple sine wave signal into excel.Intelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-31401982024151658092010-03-24T23:15:34.628-07:002010-03-24T23:15:34.628-07:00no just why you enter this values 1.23E-16 AND -2....no just why you enter this values 1.23E-16 AND -2.50E-16 means based on what<br /><br />plz tell me i will not ask you again just this the last qbarahttp://www.yahoo.comnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-14280002995846967092010-03-24T15:15:05.301-07:002010-03-24T15:15:05.301-07:00bara,
As I mentioned in earlier emails to you, I r...bara,<br />As I mentioned in earlier emails to you, I really think you need to get a basic excel book as well as some grounding in trigonometry, as it's a bit difficult to walk through each of the basic steps to get you there.<br /><br />I also need to try to provide the files in the future, as it would simplify the tutorials.<br /><br />ITIntelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-15019374343923587042010-03-24T12:07:37.371-07:002010-03-24T12:07:37.371-07:00hi again i entered comments but may not appear on ...hi again i entered comments but may not appear on your site i donot know why , there is aproblem faced me about the values i saw that your waves in graph very good cause you enter the value like 1.23E-16 and -2.50E-16 i have avalue but how can i enter this formulas, means based on what , i want to analyse bank sector for 10 compnies with 385 data set i do every step but this formulas faced me tell me where should i put these formulas and thank you very muchbarahttp://www.yahoo.comnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-79828454474280447672010-03-13T14:15:27.847-08:002010-03-13T14:15:27.847-08:00baraa,
Please send me the csv file @ intelligentt...baraa,<br /><br />Please send me the csv file @ intelligenttradingtech@yahoo.com. As long as you saved it as a .csv file that should not be happening. One more thing is to make certain that when you open it in Weka, you open as a .csv file as well.Intelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-61089517633992306252010-03-13T10:02:23.481-08:002010-03-13T10:02:23.481-08:00hi i understood what you mentioned thanks but anot...hi i understood what you mentioned thanks but another prob that the csv file when i save the sheet in csv format and open it in weka it opened but the attributes in format just appeared like one attribute like<br /><br />bias;s-4;s-3;s-2;s-1;signal<br /><br /><br />not as 6 attributes<br /><br /><br />bias<br />s-4<br />s-3<br />s-2<br />s-1<br />signal<br /><br /><br />why?baraahttp://www.google.comnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-81838907989036995992010-03-12T13:29:51.868-08:002010-03-12T13:29:51.868-08:00Hi baraa,
The way to create a bias signal is simp...Hi baraa,<br /><br />The way to create a bias signal is simply to create a column in excel called bias and fill it with ones<br />(for the complete length of your signal). The neural net will find the proper bias value after training!Intelligent Tradinghttps://www.blogger.com/profile/17765336450326139518noreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-17297718052761446532010-03-12T12:47:23.732-08:002010-03-12T12:47:23.732-08:00just how can prepare bias based on what formula yo...just how can prepare bias based on what formula you make the data as this form<br />in fig 3 thanks alotbaraahttp://www.google.comnoreply@blogger.comtag:blogger.com,1999:blog-107568321062020427.post-70566245100325691482010-03-08T08:38:20.475-08:002010-03-08T08:38:20.475-08:00good information plz i want to write about how to ...good information plz i want to write about how to make an adata set in excel before enter it to the weka plz write article about thatbaraahttp://www.google.comnoreply@blogger.com