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bio website moderntoolmaking.blogspot.com
location San Francisco, CA
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Dec
16
awarded  Nice Question
Dec
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awarded  Nice Answer
Dec
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revised Why downsample?
added 8 characters in body
Dec
4
answered Why downsample?
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revised Optimal construction of day feature in neural networks
grammar
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revised Optimal construction of day feature in neural networks
using pairs
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revised Optimal construction of day feature in neural networks
Added more plots and link to CRAN
Dec
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revised Optimal construction of day feature in neural networks
Added complete plots
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revised Optimal construction of day feature in neural networks
Added explanation of sine/cosine variables
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revised Optimal construction of day feature in neural networks
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comment Optimal construction of day feature in neural networks
@OepasDost If my post answers your question, feel free to up-vote it and/or accept it by clicking the checkmark.
Dec
2
answered Optimal construction of day feature in neural networks
Nov
30
comment Forecasting Stock Prices in PHP
@forecaster Turns out what I've been referring too as the naive method is in fact a random walk forecast (without drift). The more you know!
Nov
30
comment Forecasting Stock Prices in PHP
@Ajmal Probably not. PHP isn't a great language for statistical programming. You'd probably be better off doing the foresting in python or R (or another statistical programming language) and displaying the results in PHP.
Nov
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comment Forecasting Stock Prices in PHP
@Ajmal You're question has been put on hold because it appears to be off-topic. Take a look here, and then try re-wording your question.
Nov
29
comment Forecasting Stock Prices in PHP
@forecaster Could you provide links for those articles? I'd love to read them— I'd always believed the naive forecast was the most accurate for stock data.
Nov
29
comment Forecasting Stock Prices in PHP
@Ajmal I don't know PHP, but lets assume you have the 5 arrays of numbers: open, high, low, close, volume for each stock. If those arrays are sorted in date order, simply select the last element of the close array, and that is your forecast!
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revised Forecasting Stock Prices in PHP
Removed excess punctuation and "likes", added capitals.
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answered Forecasting Stock Prices in PHP
Nov
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comment Fitting an ARIMAX model with regularization or penalization (e.g. with the lasso, elastic net, or ridge regression)
@MattWeller I talked a bit with Rob Hyndman, the author of the excellent forecast package for R. He said it would be difficult with the full ARIMA, because you'd have to wrap the lasso around the nonlinear ARIMA optimizer. One partial solution would be to fit an AR model using glmnet with lagged variables. As far as I know, no one's done this with a full ARIMA model yet.