Time series modelling

pkp

i request please provide full detail time series modelling tutorials

Jose Simas

Here is a Time Series tutorial:

http://gepsoft.com/tutorials/GettingStartedWithTimeSeriesPrediction.htm

It is for GeneXproTools 4.3 but still applies to version 5.0.

devonkyle

I have had zero luck with the TImeSeries modeling tools so far. I know that docs discusses an issue with the optima maxima (sp??) - maybe that's my issue?? I didn't quite understand what the docs were telling my regarding that but it sounds like something I needed to avoid in my modeling.

So instead I've started experimenting with Logistic Regression using 1's and 0's for BUY AND SELL signals for nextdayclose_percent change. I like this better because I can include my own indicators that I know have strong correlations to the data - something I can't do with the Time Series model which only allows a single column of data as inputs....

These forums are a nice addition for us users -. I'm finding reading other people most to be a good source of insight... thank you for adding them Gepsoft guys (and girls :>)

Howdy, Stranger!

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