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BPNN with Sinc Wavelets

BPNN with Sinc Wavelets
By JohnLast 3648 days ago
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This is the BPNN but this time we use Sinc wavelets as inputs. You need to use more sincpast bars than the ntr. Because the wavelets need some bars to calculate.

extern int    SincPastBars =550; //Number of past bars. 0: all data.

extern int    ntr         =500;   // # of training sets

I think this is a valuable tool in the collection of inputs for the BPNN.

You have also the the original Sinc extrapolator that does not use neural net for extrapolation.

This is the link. Understanding Russian pays sometimes ;).

 

The important parameters are:

trun     =3;   //Number of the last wavelets to truncate.

Q        =1.0; //Damping factor. Higher Q gives more ripple. Q=1 gives sinc function.