public PredicResults Predict()
{
double[] present = new double[INPUT_TUPLES * INDEXES_TO_CONSIDER];
double[] actualOutput = new double[OUTPUT_SIZE];
int index = 0;
index = _manager.Samples.Count;
var result = new PredicResults();
_manager.GetInputData(index - INPUT_TUPLES, present);
//_manager.GetOutputData(index - INPUT_TUPLES, actualOutput);
var data = new BasicNeuralData(present);
var predict = _network.Compute(data);
//result.ActualClose = actualOutput[0] * (_manager.GetMax((int)PredicInputIndexe.CloseIndex) - _manager.GetMin((int)PredicInputIndexe.CloseIndex)) + _manager.GetMin((int)PredicInputIndexe.CloseIndex);
result.PredictedClose = predict[0] * (_manager.GetMax((int)PredicInputIndexe.CloseIndex) - _manager.GetMin((int)PredicInputIndexe.CloseIndex)) + _manager.GetMin((int)PredicInputIndexe.CloseIndex);
//result.ActualPir = actualOutput[1] * (_manager.MaxPrimeRate - _manager.MinPrimeRate) + _manager.MinPrimeRate;
//result.PredictedPir = predict[1] * (_manager.MaxPrimeRate - _manager.MinPrimeRate) + _manager.MinPrimeRate;
//result.ActualDow = actualOutput[2] * (_manager.MaxDow - _manager.MinDow) + _manager.MinDow;
//result.PredictedDow = predict[2] * (_manager.MaxDow - _manager.MinDow) + _manager.MinDow;
//result.ActualNasdaq = actualOutput[3] * (_manager.MaxNasdaq - _manager.MinNasdaq) + _manager.MinNasdaq;
//result.PredictedNasdaq = predict[3] * (_manager.MaxNasdaq - _manager.MinNasdaq) + _manager.MinNasdaq;
result.Date = _manager.GetDateTime(index - 1).AddDays(3);
//ErrorCalculation error = new ErrorCalculation();
//error.UpdateError(actualOutput, predict);
//result.Error = error.CalculateRMS();
result.Error = 0;
return(result);
}
/// <summary>
/// Predict the results
/// </summary>
/// <returns>List with the prediction results</returns>
public List <PredicResults> Predict(DateTime predictFrom, DateTime predictTo)
{
var results = new List <PredicResults>();
double[] present = new double[INPUT_TUPLES * INDEXES_TO_CONSIDER];
double[] actualOutput = new double[OUTPUT_SIZE];
int index = 0;
foreach (var sample in _manager.Samples)
{
if (sample.Date.Date.CompareTo(predictFrom.Date) > 0 && sample.Date.Date.CompareTo(predictTo.Date) <= 0)
{
var result = new PredicResults();
_manager.GetInputData(index - INPUT_TUPLES, present);
// _manager.GetOutputData(index - INPUT_TUPLES, actualOutput);
var data = new BasicNeuralData(present);
var predict = _network.Compute(data);
//result.ActualClose = actualOutput[0] * (_manager.GetMax((int)PredicInputIndexe.CloseIndex) - _manager.GetMin((int)PredicInputIndexe.CloseIndex)) + _manager.GetMin((int)PredicInputIndexe.CloseIndex);
result.PredictedClose = predict[0] * (_manager.GetMax((int)PredicInputIndexe.CloseIndex) - _manager.GetMin((int)PredicInputIndexe.CloseIndex)) + _manager.GetMin((int)PredicInputIndexe.CloseIndex);
//result.ActualPir = actualOutput[1] * (_manager.MaxPrimeRate - _manager.MinPrimeRate) + _manager.MinPrimeRate;
//result.PredictedPir = predict[1] * (_manager.MaxPrimeRate - _manager.MinPrimeRate) + _manager.MinPrimeRate;
//result.ActualDow = actualOutput[2] * (_manager.MaxDow - _manager.MinDow) + _manager.MinDow;
//result.PredictedDow = predict[2] * (_manager.MaxDow - _manager.MinDow) + _manager.MinDow;
//result.ActualNasdaq = actualOutput[3] * (_manager.MaxNasdaq - _manager.MinNasdaq) + _manager.MinNasdaq;
//result.PredictedNasdaq = predict[3] * (_manager.MaxNasdaq - _manager.MinNasdaq) + _manager.MinNasdaq;
result.Date = sample.Date;
ErrorCalculation error = new ErrorCalculation();
//error.UpdateError(actualOutput, predict);
//result.Error = error.CalculateRMS();
//result.Error = result.ActualClose - result.PredictedClose;
result.Error = 0;
result.ActualClose = 0;
results.Add(result);
}
index++;
}
return(results);
}