MarketMLDataSet
org.encog.ml.data.market

Class MarketMLDataSet

  • All Implemented Interfaces:
    Serializable, Iterable<MLDataPair>, MLDataSet, NeuralDataSet


    public class MarketMLDataSetextends TemporalMLDataSet
    A data set that is designed to hold market data. This class is based on the TemporalNeuralDataSet. This class is designed to load financial data from external sources. This class is designed to track financial data across days. However, it should be usable with other levels of granularity as well.
    See Also:
    Serialized Form
    • Constructor Detail

      • MarketMLDataSet

        public MarketMLDataSet(MarketLoader loader,               int inputWindowSize,               int predictWindowSize)
        Construct a market data set object.
        Parameters:
        loader - The loader to use to get the financial data.
        inputWindowSize - The input window size, that is how many datapoints do we use to predict.
        predictWindowSize - How many datapoints do we want to predict.
    • Method Detail

      • createPoint

        public TemporalPoint createPoint(Date when)
        Create a datapoint at the specified date.
        Overrides:
        createPoint in class TemporalMLDataSet
        Parameters:
        when - The date to create the point at.
        Returns:
        Returns the TemporalPoint created for the specified date.
      • generateInputForPrediction

        public NeuralData generateInputForPrediction(Date date)
        To be implemented later.
        Parameters:
        date - NOT USED
        Returns:
        NOT USED
      • getLoader

        public MarketLoader getLoader()
        Returns:
        The loader that is being used for this set.
      • load

        public void load(Date begin,        Date end)
        Load data from the loader.
        Parameters:
        begin - The beginning date.
        end - The ending date.

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