Linear Extrapolation
Basic extrapolator for forecast a time-series, all forecasts are mades length periods ahead.
This is not a estimation of the exact price
This should only be used for forecasting direction, dont expect the price to be at the same value of its forecast.
Bias, Mean absolute error, Mean percentage error...etc look useless here, its better to use correlation as a accuracy measurement.
Correlation(Forecast[length],close,period)
Rescaling for a better forecast ?
Transforming a non-stationary signal to a stationary signal can increase the forecasting accuracy, this can be done by detrending. Here is a list of somes detrending methods:
Auto-Bias : price - price[period]
Mean-Bias : price - price moving average
Log transform : log(price/price moving average)
Correlation : correlation(price,n,period)
This is not a estimation of the exact price
This should only be used for forecasting direction, dont expect the price to be at the same value of its forecast.
Bias, Mean absolute error, Mean percentage error...etc look useless here, its better to use correlation as a accuracy measurement.
Correlation(Forecast[length],close,period)
Rescaling for a better forecast ?
Transforming a non-stationary signal to a stationary signal can increase the forecasting accuracy, this can be done by detrending. Here is a list of somes detrending methods:
Auto-Bias : price - price[period]
Mean-Bias : price - price moving average
Log transform : log(price/price moving average)
Correlation : correlation(price,n,period)
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.
Aviso legal
As informações e publicações não se destinam a ser, e não constituem, conselhos ou recomendações financeiras, de investimento, comerciais ou de outro tipo fornecidos ou endossados pela TradingView. Leia mais nos Termos de Uso.