Network iterations closeloop NarX

Very good again, to perform several iterations ahead with closeloop to test the network out of the sample and should proceed? Is that an iteration do with the data network today and predicted data gives me tomorrow. But if you want to keep iterating as meteria knowing I have data as inputs EMA and RSI and price I want to get closure?. thank you very much

Answer 1

[Greg Heath]

Not sure what you are asking.

Have you successfully designed and evaluated the open loop net? R2trn = ? R2trna = ? R2val = ? R2tst = ?

Have you closed the loop and reevaluated? How do the closed loop R^2 compare?

Now you are ready to evaluate the closed loop net on new data?

What exactly, is the problem.

Greg

[FRANCISCO]

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francés

Thanks Greg for your reply. I think the network is evaluated openloop and I think it gives good results, but for now I do not believe them. My questions are as follows:

1 - I have evaluated the accuracy openloop, how would an in closeloop?. For a first simulation closeloop as inputs I have therefore created a matrix with the last two values InputSeries and say 30 inputs outside the training sample which would have an array of 2 * 32. To create the matrix newsTargets introduce targetSeries the last value of the array and fill with 31 NaN thereby get another matrix 1 * 32. From here I simulate the network and gives me values that putting them together with real targets is a bit displaced. (I would like to send a screenshot of that graph, if you tell me in what way will send it). I think I perform the operation correctly, although I would like to evaluate the accuracy closeloop very strictly.

2 - My second question is because if I try the net for real, that is, suppose we are to March 4, 2013. I by a platform get data (RSI inputs and EMA), whereby I newInputs other matrix in which the last 2 introduce inputSeries values and RSI values and EMA today. (I think I'm doing well so far). To create another array newTarget do with the last value NaN targetSeries and 2 to have the same dimension as newInput (2 * 3) and newTarget (1 * 3) and performed the simulation to obtain the predicted value of the day March 5, 2013 . To continue iterating introduce the value of March 5 and get the value of the March 6, much like the network does NAR?, Is, in preparets command:

[inputs, inputStates, layerStates, targets] = preparets (net, inputSeries, targetSeries);??

and evaluate the network outside the sample.

Basically these are my doubts.

Many thanks Greg