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Careful attention is required for proper scaling/normalization of the Panel B and Panel C indicators in relation to the OHLC data (Panel A). When visualizing the train-validate-split with matplotlib, …
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Hi Timothy.
In reviewing your code I ran into issues using the waveletSmooth function (in the directory subrepos/models/wavelet). I think it might be the difference in our pywt versions, but the func…
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This means that you assume to know the future!
This would never work.
Regards.
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error brought to my attention by S. Mamont for formula 29, linear correlation:
![image](https://user-images.githubusercontent.com/26447193/59167398-167b8c80-8aff-11e9-9592-fa536931fe53.png)
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Hey Timothy, I added a comment on [DeepLearning_Financial](https://github.com/mlpanda/DeepLearning_Financial/issues/3) too about this and tried to expand [here](https://medium.com/@janny_kul/can-lstm-…
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I tried implementing this too. 99% certain their implementation has the Wavelet transform leaking info. If you just do LSTM on daily close_price your odds are slightly better than a coin toss, adding …
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`conda-build` out of date causing further environment updates/changes to be out of sync with build-index/package manager
needs to be fixed before going foward - pyyml/parso needs new `conda-build` …
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I've been thinking about the data leakage from the wavelet transform, not sure how to apply it to a live data stream. Denoise with the same modes? Scaling has a similar problem...
I think I'll try bu…
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Hi Timothy. I've looked at the dataset, and couldn't understand what these columns mean. I know what bollinger means, but manually calculating the top and bottom bands didn't yield the series. 'time' …
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the `scale_periods()` function should not be in `wsae_lstm/models/wavelet.py`; it should be under `wsae_lstm/features/scale_dataset.py` .
The same applies to the `denoise_periods()` function - it …