public IEnumerable <BasicDataset> Predict(IEnumerable <BasicDataset> datasets)
{
SplitSet(datasets, out IEnumerable <BasicDataset> trainingSet, out IEnumerable <BasicDataset> controlSet);
int totalCount = datasets.Count(), trainingCount = trainingSet.Count(), controlCount = controlSet.Count();
//read data
DataTable mscTable = DataTableConverter.ConvertToDateTable(datasets);
DateTableHandler dateTableHandler = new DateTableHandler();
mscTable = dateTableHandler.SortTable(mscTable, "Date ASC");
IEnumerable <DateTime> dates = mscTable.Columns["Date"].ToArray <DateTime>();
IEnumerable <DatePart> dateparts = DatePart.CreateFromDates(dates);
//select the target column
double[] outResPositive = mscTable.Columns["Close"].ToArray();
DateTime[] allDates = mscTable.Columns["Date"].ToArray <DateTime>(), predictedDates = new DateTime[controlCount];
for (int i = 0; i < predictedDates.Length; ++i)
{
predictedDates[i] = allDates[trainingCount + i];
}
// separation of the test and train target sample
double[] outResPositiveTrain = outResPositive.Get(0, trainingCount);
double[] outResPositiveTest = outResPositive.Get(trainingCount, totalCount);
dateTableHandler.RemoveColumnRange(mscTable,
new string[] { "Close", "Date", "Open", "High", "Low", "Last", "Total Trade Quantity", "Turnover (Lacs)" }
);
var columnsToAdd = CreateNewColumnList();
dateTableHandler.AddColumnRange(mscTable, columnsToAdd);
dateTableHandler.FillColumnRange(mscTable, columnsToAdd, dateparts);
//receiving input data from a table
double[][] inputs = mscTable.ToJagged(System.Globalization.CultureInfo.InvariantCulture);
//separation of the test and train sample
double[][] inputsTrain = inputs.Get(0, trainingCount),
inputsPredict = inputs.Get(trainingCount, totalCount);
int[] trainClasses = AssignClasses(outResPositiveTrain, out Dictionary <int, int> valueToClassDictionary);
int[] predictedClasses = Predict(inputsTrain, trainClasses, inputsPredict);
double[] predictedValues = GetValuesFromClasses(predictedClasses, valueToClassDictionary);
return(ConvertToDatasetRange(predictedDates, predictedValues));
}
