Corn Price Case Study
ابزار مالی : قیمت ذرت 27 مدل تحلیل شده LBC Info: 9351 train/5004 test Target: Rel. Osc.(1,50,50 Close,Exp)
| Model | NN (first 5218 pt) | NN (first 2613 pt) | NN (last 2607 pt) | LIN (first 5218 pt) | LIN (first 2613 pt) | LIN (last 2607 pt) |
| Terms/Faces Model TI=1000 | 31.01% | 39.80% | 18.36% | 19.78% | 32.93% | 1.76% |
| FAM Model Geo, Orb=10, TI=1000 | 29.62% | 32.58% | 23.97% | 27.59% | 32.80% | 20.17% |
| FAM Model Geo, Orb=15, TI=2000 | 28.55% | 28.84% | 27.09% | 26.24% | 26.58% | 25.15% |
| FAM Model Geo, Orb=15, TI=1000 | 28.12% | 31.29% | 21.90% | 25.11% | 30.42% | 17.79% |
| FAM Model Geo, Orb=10, TI=2000 | 27.30% | 30.38% | 22.41% | 24.29% | 24.62% | 22.93% |
| FAM Model Geo, Orb=15, TI=All | 22.38% | 28.03% | 16.05% | 19.21% | 22.16% | 16.03% |
| Terms/Faces Model TI=2000 | 20.53% | 21.31% | 19.93% | 13.85% | 15.51% | 17.95% |
| Seasonal Orb=15, TI=1000 | 17.65% | 23.07% | 11.05% | 19.10% | 24.41% | 12.72% |
| Seasonal Orb=10, TI=1000 | 17.57% | 20.44% | 14.09% | 19.05% | 23.90% | 13.19% |
| Terms/Faces Model TI=All | 16.94% | 18.23% | 17.83% | 14.75% | 17.09% | 13.71% |
| Dynamic Model TI=2000 | 15.94% | 22.18% | 9.38% | 8.92% | 12.60% | 4.34% |
| Dynamic Model TI=1000 | 12.80% | 15.67% | 7.99% | 10.42% | 9.79% | 10.25% |
| FAM Model Phase, Orb=10, TI=1000 | 12.25% | 14.62% | 8.04% | 7.22% | 7.46% | 5.39% |
| FAM Model Phase, Orb=15, TI=1000 | 9.13% | 11.12% | 4.72% | 4.96% | 5.10% | 3.18% |
| FAM Model Geo, Orb=10, TI=All | 9.06% | 9.89% | 8.58% | 16.98% | 20.73% | 12.88% |
| Dynamic Model TI=500 | 5.81% | 8.26% | 2.76% | -4.92% | -9.13% | 1.44% |
| Spectrum Model TI=300 | 3.93% | 1.78% | 7.24% | 3.35% | -1.36% | 8.57% |
| FAM Model Phase, Orb=10, TI=2000 | 3.11% | 13.37% | -10.31% | 1.08% | 13.59% | -15.96% |
| FAM Model Phase, Orb=15, TI=2000 | 0.82% | 12.05% | -14.07% | 1.38% | 15.01% | -17.07% |
| Spectrum Model TI=1000 | 0.82% | -2.44% | 6.13% | 3.55% | 4.14% | 3.08% |
| FAM Model Phase, Orb=10, TI=All | 0.56% | 4.02% | -4.14% | -6.43% | -0.98% | -15.10% |
| Dynamic Model TI=750 | -0.49% | 3.60% | -5.10% | -2.45% | -2.80% | -3.16% |
| Spectrum Model TI=500 | -1.31% | -6.87% | 6.15% | 0.98% | 1.70% | 0.41% |
| Spectrum Model TI=50 | -1.75% | 5.71% | -9.84% | 4.37% | 6.39% | 1.95% |
| Ptolemy Aspects Model Orb=15 | -5.07% | -4.34% | -7.00% | -3.70% | -7.35% | -0.20% |
| FAM Model Phase, Orb=15, TI=All | -9.30% | -2.86% | -18.62% | -7.97% | -3.70% | -15.19% |
| Dynamic Model TI=All | -16.53% | -13.74% | -20.57% | -14.70% | -7.23% | -24.29% |
| Dynamic Model TI=500 | 5.81% | 8.26% | 2.76% | -4.92% | -9.13% | 1.44% |
| Spectrum Model TI=300 | 3.93% | 1.78% | 7.24% | 3.35% | -1.36% | 8.57% |
| FAM Model Phase, Orb=10, TI=2000 | 3.11% | 13.37% | -10.31% | 1.08% | 13.59% | -15.96% |
| FAM Model Phase, Orb=15, TI=2000 | 0.82% | 12.05% | -14.07% | 1.38% | 15.01% | -17.07% |
| Spectrum Model TI=1000 | 0.82% | -2.44% | 6.13% | 3.55% | 4.14% | 3.08% |
| FAM Model Phase, Orb=10, TI=All | 0.56% | 4.02% | -4.14% | -6.43% | -0.98% | -15.10% |
| Dynamic Model TI=750 | -0.49% | 3.60% | -5.10% | -2.45% | -2.80% | -3.16% |
| Spectrum Model TI=500 | -1.31% | -6.87% | 6.15% | 0.98% | 1.70% | 0.41% |
| Spectrum Model TI=50 | -1.75% | 5.71% | -9.84% | 4.37% | 6.39% | 1.95% |
| Ptolemy Aspects Model Orb=15 | -5.07% | -4.34% | -7.00% | -3.70% | -7.35% | -0.20% |
| FAM Model Phase, Orb=15, TI=All | -9.30% | -2.86% | -18.62% | -7.97% | -3.70% | -15.19% |
| Dynamic Model TI=All | -16.53% | -13.74% | -20.57% | -14.70% | -7.23% | -24.29% |
|
Model |
NN (first 5218 pt) | NN (first 2613 pt) | NN (last 2607 pt) | LIN (first 5218 pt) | LIN (first 2613 pt) | LIN (last 2607 pt) |
| Terms/Faces Model TI=1000 | 31.01% | 39.80% | 18.36% | 19.78% | 32.93% | 1.76% |
| FAM Model Geo, Orb=10, TI=1000 | 29.62% | 32.58% | 23.97% | 27.59% | 32.80% | 20.17% |
| FAM Model Geo, Orb=15, TI=2000 | 28.55% | 28.84% | 27.09% | 26.24% | 26.58% | 25.15% |
| FAM Model Geo, Orb=15, TI=1000 | 28.12% | 31.29% | 21.90% | 25.11% | 30.42% | 17.79% |
بازه training را روی 1000 کندل قیمت تنظیم کنید.
مدلهای Dynamic و Phase هم خوب بنظر میرسند:
| Dynamic Model TI=2000 | 15.94% | 22.18% | 9.38% | 8.92% | 12.60% | 4.34% |
| Dynamic Model TI=1000 | 12.80% | 15.67% | 7.99% | 10.42% | 9.79% | 10.25% |
| FAM Model Phase, Orb=10, TI=1000 | 12.25% | 14.62% | 8.04% | 7.22% | 7.46% | 5.39% |
| FAM Model Phase, Orb=15, TI=1000 | 9.13% | 11.12% | 4.72% | 4.96% | 5.10% | 3.18% |
Gold Price Case Study
ابزار مالی: طلا
27 مدل آنالیز شده LBC Info: 3665 train/3864 test Target: Rel. Osc.(1,50,50 Close,Exp)
| Model | NN (first 4079 pt) | NN (first 2044 pt) | NN (last 2037 pt) | LIN (first 4079 pt) | LIN (first 2044 pt) | LIN (last 2037 pt) |
| FAM Model Geo, Orb=10, TI=2000 | 10.05% | 16.05% | 4.95% | 2.85% | 11.98% | -6.29% |
| Seasonal Orb=15, TI=1000 | 9.64% | 0.32% | 17.63% | 9.56% | 0.90% | 17.09% |
| FAM Model Geo, Orb=15, TI=All | 9.09% | 15.82% | 5.23% | 7.51% | 13.41% | 2.87% |
| Terms/Faces Model TI=All | 8.65% | -0.88% | 11.61% | 8.49% | 2.70% | 9.12% |
| Seasonal Orb=10, TI=1000 | 6.04% | 1.93% | 9.56% | 9.08% | 0.69% | 16.39% |
| FAM Model Geo, Orb=15, TI=1000 | 5.97% | 8.36% | 7.76% | -3.13% | 10.88% | -10.41% |
| FAM Model Phase, Orb=15, TI=2000 | 5.92% | -4.02% | 13.33% | 4.38% | -6.18% | 13.43% |
| FAM Model Phase, Orb=10, TI=2000 | 5.28% | -7.68% | 16.30% | 1.39% | -8.06% | 9.81% |
| FAM Model Phase, Orb=10, TI=1000 | 4.97% | 0.19% | 9.17% | -2.08% | -2.59% | -2.00% |
| FAM Model Geo, Orb=15, TI=2000 | 4.83% | 10.91% | -1.13% | -0.38% | 5.51% | -7.14% |
| FAM Model Geo, Orb=10, TI=All | 4.55% | 3.73% | 4.98% | 3.72% | 2.57% | 3.15% |
| Dynamic Model TI=2000 | 3.93% | -2.09% | 8.52% | 0.96% | -1.66% | 3.10% |
| FAM Model Phase, Orb=15, TI=1000 | 2.91% | -2.28% | 7.98% | -3.35% | -0.23% | -6.95% |
| FAM Model Phase, Orb=10, TI=All | 1.88% | 6.27% | -1.48% | 5.95% | -4.45% | 14.27% |
| FAM Model Phase, Orb=15, TI=All | 1.34% | -4.91% | 6.63% | 0.17% | -2.30% | 2.32% |
| Dynamic Model TI=1000 | 0.88% | 3.17% | -1.16% | 3.17% | 4.76% | -0.02% |
| Spectrum Model TI=50 | 0.09% | -0.02% | 0.46% | 3.32% | -7.07% | 11.88% |
| Ptolemy Aspects Model Orb=15 | -0.90% | -2.86% | -0.34% | -0.90% | 1.57% | -4.48% |
| Spectrum Model TI=300 | -1.09% | 2.54% | -4.40% | -4.36% | -4.04% | -4.68% |
| Dynamic Model TI=All | -1.15% | -4.30% | 4.32% | 2.70% | -0.20% | 7.66% |
| Dynamic Model TI=750 | -2.40% | -8.16% | 1.36% | 4.80% | 3.57% | 4.51% |
| Terms/Faces Model TI=1000 | -2.41% | 2.43% | -6.81% | -3.45% | 7.22% | -8.93% |
| FAM Model Geo, Orb=10, TI=1000 | -2.97% | 1.20% | -2.90% | -9.15% | -1.92% | -12.82% |
| Terms/Faces Model TI=2000 | -5.21% | -1.89% | -5.75% | -9.96% | -0.22% | -15.19% |
| Spectrum Model TI=500 | -5.87% | -4.40% | -7.19% | -2.48% | -8.88% | 2.80% |
| Spectrum Model TI=1000 | -6.99% | 1.12% | -13.83% | -0.34% | 4.13% | -3.21% |
| Dynamic Model TI=500 | -11.31% | -8.81% | -12.48% | 3.75% | 6.93% | -0.18% |
