Machine learning in trading: theory, models, practice and algo-trading - page 2122
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I wonder if this method is suitable for wooden models or more for neural networks.
but if you just think about it, isn't the answer obvious?
Can you post the sine/cosine time conversion function? I would also try this method. In the article I posted, the hour number was a significant predictor there. I wonder if this method is suitable for wooden models or more for neural networks.
//день недели, час = ввести через 2 предиктора sin и cos угла от полного цикла 360/7, 360/24
if(nameInd[nInd]=="Hour") {CopyTime (sim,per,startDt,n_bar+1,dtm);TimeToStruct(dtm[0],dts);ArrayResize(tmp,1);tmp[0]=(double)(dts.hour*60+dts.min)*360.0/1440.0;tmp[0]=(buf==0?MathSin(tmp[0]*pi/180.0):MathCos(tmp[0]*pi/180.0));}// для увеличения точности добавлены минуты 360/24 = 360/24/60 = 360/1440
if(nameInd[nInd]=="WeekDay") {CopyTime (sim,per,startDt,n_bar+1,dtm);TimeToStruct(dtm[0],dts);ArrayResize(tmp,1);tmp[0]=(double)(dts.day_of_week*1440+dts.hour*60+dts.min)*360.0/10080.0;tmp[0]=(buf==0?MathSin(tmp[0]*pi/180.0):MathCos(tmp[0]*pi/180.0));}// для увеличения точности добавлены часы и минуты 360/7 = 360/7/24/60 = 360/10080
By code, if buf==0, it has sine, otherwise ( buf==1 ) cosine.
Wooden models digest everything.
Sine and cosine are good for NS because they are already normalized to -1...+1
If you compare this variant with numbered time, tell me which is better. Something seems to me that should match 100%, if you give the day of the week, hour and minute.
Finished the bomb on the new principles of sampling
Finished the bomb on the new principles of sampling
when are you going to learn how to do a train/test ))))
when are you going to learn how to do a train/test ))))
don't teach the scientist
now i need a powerful computer...don't teach the scientist
Now I need a powerful computer...maybe brains first ))))
maybe your brain first ))))
You before my brains... well, you get the idea
You're up to my brains... well, you get the idea.
Yeah, yeah, yeah ))))
How do you not understand that the "current moment" takes into account the characteristics of the "past"
By learning from the "current moment" and testing from the "past" you're kind of peeking into the past...
Why do it backwards, it does nothing .... Stupidity for the sake of stupidity ...
Remember how we used to make predictions based on "backwards" data, remember how good we were at predicting the past????
You are doing the same thing now !!!! scientist!!! )))
ta, yes, yes ))))
Well how do you not understand that the "current moment" takes into account the characteristics of the "past"
By learning from the "current moment" and testing from the "past" you're kind of peeking into the past...
Why do it backwards, it does nothing .... Stupidity for the sake of stupidity ...
Don't be stupid.
Don't be stupid.
Stupid about what?