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Results for "Hodrick-Preskott filter"


  • 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

    3486 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

    3599 days ago