Forex Example

This example is very similar to the previous one. The only difference is that it shows data for foreign exchange (forex) currency pairs.

How to work with the demonstration

  • If you have not seen the first example, please explore it first - the basic description is available there.
  • In this demo, the following data are available. All of them are end-of-day close values for the whole year 2007, i.e., 312 values. As in the previous demo, each of these time series behaves as follows: zero for the interval below 0, close values in the interval from 0 to the number of values, and again zero after the last known value.
    • EURUSD - EUR USD forex currency pair data
    • USDJPY - USD JPY forex currency pair data
    • USDCHF - USD CHF forex currency pair data
    • EURJPY - EUR JPY forex currency pair data
  • Again, note that this example is provided for illustration only. Trading with this simple setup is usually not much better than predicting by the last available value. Also note that real trading requires entry and exit rules, which are often more important than exact prediction.

Prediction Graph

Blue shows the source signal and sampled window points. Red shows the learned prediction.

Error Progress

Training, evaluation and test error

Network View

A compact visualization of the current network topology.

Training Set