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Results for "Hodrick-Preskott filter"

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  • Extreme extrapolation with extrapolator

    Here I want to show you an extreme case of the use of the Extrapolator. In the data mining it...The yellow line is the neural net outut from the BPNN with Hodrick -Prescott filter (a mod of the BPNN) The blue...

    3538 days ago

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  • DLL or not DLL

    Hi dudes We are experiencing practical difficulties for building an EA. We divide the proces...front of huge CPU consuming Well, if we use SSA or Hodrick Prescott or any filter to get rid of distorsions, th...

    3139 days ago

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  • Extreme extrapolation with extrapolator

    Here I want to show you an extreme case of the use of the Extrapolator. In the data mining it is a common aprroach to combine the techniques.  Here I do what I consider the right way to use all the excellent extrapolators. They are in fact ment to be used together and to be combined. The y...

    Tags: bpnn, neural net, hodrick-preskott filter, extrapolator

    3538 days ago

  • BPNN Predictor HP: Neural network using Hodrick-Prescott filter as input

    От 22 септември 2011 This is a BPNN Predictor HP mod. This mod uses the values from the Hodrick-Prescott  filter nobs =1000; //Number of bars to process for filter evaluation  lambda=1600; //Higher lambda leads to the smoother data timeframe=0;//The applied ti...

    Tags: bpnn, neural net, Hodrick-Preskott filter

    3652 days ago

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