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1993-01-02
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1. Creating a Training Data File from Time Series:
Given a file of columnar time series data, in which each row
corresponds to a different time, the program slides a window
down the file and writes inputs and desired outputs to a
training data file.
2. The user chooses some rows and columns in the sliding window
as inputs, and chooses others as desired outputs. For example,
a file of price and volumn data on a stock can be processed
into a training data file for stock market prediction, if past
prices and volumns are inputs, and the present price is the
desired output.
3. Example Run of Training File Creation From Time Series
a. Go to the "Batch Processing" option and press <ret>
b. Observe the parameter file with commented keyboard responses;
Exxon1 ! filename of file containing columns of time series data
4 ! number of columns of data in the file
1 ! number of columns from which desired outputs will be obtained
3 ! columns containing desired outputs (the current price)
2 ! number of columns from which inputs will be obtained
2 3 ! specific columns from which inputs will be obtained (past prices and volumns)
1 4 ! number of rows back which contain inputs for column 2
1 4 ! number of rows back which contain inputs for column 3
Ex ! filename chosen for the training data file
Here, we will use historical stock price and volume data
to form training data for stock price prediction.
c. Exit the DOS editor and observe the program running
d. Go to the "Examine Program Output" option and press <ret>
e. The program has created a file called "EX" which has 8 inputs
(four past prices and four past volumns) and 1 desired output (a price).
f. You can run this program on your own data, simply by editing the
parameter file in the "batch Run" option.