search

pmlg / GAMEncoding

Gramian Angular Field - Encoding Time Series as Images
35 stars 9 forks source link

result interpretation #1

Closed francisduan closed 3 years ago

francisduan commented 4 years ago

Hi I saw your result is ~0.3, does this mean GAF leads to random guess?

elfayoumi commented 4 years ago

yes .33 is like randomSent from my Samsung Galaxy smartphone. -------- Original message --------From: Francis Duan notifications@github.com Date: 18/3/20 02:32 (GMT+08:00) To: pmlg/GAMEncoding GAMEncoding@noreply.github.com Cc: Subscribed subscribed@noreply.github.com Subject: [pmlg/GAMEncoding] result interpretation (#1) Hi I saw your result is ~0.3, does this mean GAF leads to random guess?

—You are receiving this because you are subscribed to this thread.Reply to this email directly, view it on GitHub, or unsubscribe. [ { "@context": "http://schema.org", "@type": "EmailMessage", "potentialAction": { "@type": "ViewAction", "target": "https://github.com/pmlg/GAMEncoding/issues/1", "url": "https://github.com/pmlg/GAMEncoding/issues/1", "name": "View Issue" }, "description": "View this Issue on GitHub", "publisher": { "@type": "Organization", "name": "GitHub", "url": "https://github.com" } } ]

francisduan commented 4 years ago

OMG, so do you think all the GAF results online are fakes?

elfayoumi commented 4 years ago

this is just an example Sent from my Samsung Galaxy smartphone. -------- Original message --------From: Francis Duan notifications@github.com Date: 18/3/20 05:43 (GMT+08:00) To: pmlg/GAMEncoding GAMEncoding@noreply.github.com Cc: Ibrahim El-Fayoumi elfayoumi@gmail.com, Comment comment@noreply.github.com Subject: Re: [pmlg/GAMEncoding] result interpretation (#1) OMG, so do you think all the GAF results online are fakes?

—You are receiving this because you commented.Reply to this email directly, view it on GitHub, or unsubscribe. [ { "@context": "http://schema.org", "@type": "EmailMessage", "potentialAction": { "@type": "ViewAction", "target": "https://github.com/pmlg/GAMEncoding/issues/1#issuecomment-600315458", "url": "https://github.com/pmlg/GAMEncoding/issues/1#issuecomment-600315458", "name": "View Issue" }, "description": "View this Issue on GitHub", "publisher": { "@type": "Organization", "name": "GitHub", "url": "https://github.com" } } ]

elfayoumi commented 3 years ago

This was just an example, the point is it is very difficult to predict financial data, if we can we will be rich. Financial data are not stationary, and so predicting the future based on past values, is not possible with any good accuracy. Although accuracy in the example reached %39, it is close to %33 for a random guess.