Examples Combined

In the previous example, you experimented with predicting measured data. It may be useful to combine data and functions, for example to try to eliminate trends or seasonal components.

A basic version of that idea is available in the demonstration below. Both data and functions can be used to construct data that should be learned. Although this is very simple, it can help illustrate what may be needed to achieve better prediction.

How to work with the demonstration

• In this version, additional functions are available that correspond to the values shown in the previous demos:
  • nasdaqday(x) returns NASDAQ stock index daily (i.e., end of day close values) for the whole year 2007 (from January 3 till December 31 of 2007) - 251 values
  • nasdaqweek(x) NASDAQ weekly - data from July 5 of 2002 till January 4 of 2008 - 288 values
  • eurusd(x) returns EUR USD forex currency pair data - daily data for the year 2007 - 313 values
  • usdjpy(x) returns USD JPY forex currency pair data - daily data for the year 2007 - 313 values
  • usdchf(x) returns USD CHF forex currency pair data - daily data for the year 2007 - 313 values
  • eurjpy(x) returns EUR JPY forex currency pair data - daily data for the year 2007 - 313 values
  For x=0, the first value is returned; for x=1, the next value is returned; and so on. The close value is always returned, and if needed, x is rounded to the closest integer. Outside the range of the data, zero is returned.
• You can experiment with adding other functions to these data. You can also try changing the input to the function (x) to achieve other ordering of data. Some examples to try:
  • nasdaqday(x)     (don't forget to set interval from 0 to 250)
  • nasdaqday(x)-x/20     (don't forget to set interval from 0 to 250)
  • nasdaqday(-x)     (don't forget to set interval from -250 to 0)
  • nasdaqday(-x)+x/20     (don't forget to set interval from -250 to 0)
  • eurusd(x)     (don't forget to set interval from 0 to 312)
  • eurusd(x)-x/1800     (don't forget to set interval from 0 to 312)
• Again, this demo is for illustration only - usable prediction is usually only one part of solving a problem, and the prediction itself does not always need to be very exact.